Tags

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The Credit Value Adjustment, or CVA for short, is the difference between the risk free value and the value including counterparty risk of a contract or portfolio.
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off topic. Please see past questions and read the FAQ before posting with this tag.
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a qualitative evaluation of the credit worthiness of a borrower (consumer, company or government) done by a rating agency, a credit bureau or a bank that consists of an estimate o…
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R package of Econometric tools for performance and risk analysis.
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a trading system of buying financial assets that had high returns over the past months and selling those ones had low returns over the same time period.
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The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions …
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Mortgage-backed securities.