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(Click for frequent words.) 64 Risk VaR 57 Sharpe Ratio 56 VaR calculations 55 RAROC 54 counterparty risk 53 backtests 52 margining 52 stochastic modeling 52 backtest 52 Direxion ETFs 52 procyclicality 52 Standardized Approach 52 mean reversion 52 OTC derivatives 51 Monte Carlo simulations 51 CDO squared 51 quant funds 51 securitization exposures 51 VaR calculation 50 Riskdata 50 kurtosis 50 Counterparty 50 Monte Carlo simulation 50 Monte Carlo Simulation 50 Discounted Cash Flow 50 beta coefficient 50 Abouhossein 50 unobservable inputs 50 Basel II 50 CY# EPS 50 Duration Gap 50 VIX 50 backtested 50 BIS Tier 50 TCE ratio 49 quant 49 counterparty 49 Implied Volatility 49 Default Rate 49 implied volatilities 49 QIS4 49 cyclically adjusted 49 Liquidity Risk 49 CREL CDO 49 BXM 49 stat arb 49 Black Litterman 49 Credit Derivatives 48 sovereign CDS 48 leveraged ETFs 48 counterparty exposures 48 observable inputs 48 Risk Informer 48 inverse ETFs 48 VXZ 48 NAV calculation 48 VIX ETN 48 CPDOs 48 statistical arbitrage 48 PMVS 48 CSFB Tremont 48 TED Spread 48 CLO tranches 48 LTCM 48 derivatives 48 Lease Losses ALLL 48 Leveraged ETFs 48 Bias Ratio 48 intermarket 48 beta coefficient included 47 EONIA 47 iTraxx Crossover Index 47 Synthetic CDO 47 collateralisation 47 standard deviation 47 Descriptive statistics 47 VIX ETNs 47 FX Options 47 nonGAAP 47 Solvency 47 CS Tremont 47 Risk Weighted 47 synthetic CDOs 47 OTC Derivatives 47 HFs 47 Liquidity 47 Beta coefficient 47 Credit Default Swaps CDS 47 Adaptiv 47 Tykhe Capital 47 quantitative 47 FY#E EV EBITDA 47 multistrategy 47 P TBV 47 PV originations 46 Tracking Error 46 ABS CDOs 46 backtesting 46 bullishly biased 46 XLF 46 RiskCalc 46 CBOE VIX 46 capitalisations 46 ETFC 46 breakevens 46 Year Treas Bond 46 -TORONTO BLUE JAYS Optioned 46 skewness 46 CAMELS rating 46 quants 46 TFG CLO 46 subprime CDOs 46 Weighted Average Price 46 Merger Arbitrage 46 QIS5 46 Embedded Value 46 CDSs 46 hedge funds 46 ResiLogic 46 CorvilNet 46 GlobeOp 46 MCEV 46 Counterparty Risk 46 Algo Suite 46 Lehman Aggregate 46 KRIs 46 Collateralized Debt Obligation 46 BVPS 46 default probabilities 46 Timberwolf CDO 46 Flash Crash 45 iBoxx 45 derivative instrument 45 VXO 45 probabilistic methods 45 #.#x FY#E ABV [002] 45 ABX indices 45 Invested Capital 45 counter OTC derivatives 45 QSG 45 normalized EPS 45 Swap Dealer 45 CAPM 45 negative convexity 45 Algo Risk 45 Libor OIS 45 QQQQs 45 CDO CLO 45 Monolines 45 notional amounts 45 CATRADER 45 Covered Call 45 Introductory teaser rates 45 Inverse ETFs 45 Statistical Arbitrage 45 E minis 45 Synthetic CDOs 45 subprime collateralized debt 45 Market Capitalization 45 FoHFs 45 econometric models 45 HFRX 45 Capital Adequacy 45 Debt Obligation 45 Derivatives 45 E TRACS 45 Ravi Mattu 45 BarCap 45 P/E# 45 Margining 45 Loss Severity 45 Weighted Composite Index 45 LTV ratios 45 Black Scholes 45 covariance 45 probabilistic 45 Socgen 45 CMBX 45 Realized Volatility 45 credit default swaps 45 TCE RWA ratio 45 Volatility Index VIX 45 Collateralised Debt Obligations CDOs 45 #.#x FY#E EPS [001] 45 correlation coefficients 44 Portfolio Theory 44 portfolio margining 44 levered ETFs 44 #.#x [004] 44 microprudential 44 Illiquidity 44 EUR#.#b 44 binomial model 44 Computational lithography 44 algorithmic trading 44 MSCI BRIC 44 Basel Accords 44 Stress Testing 44 ETF SPY 44 RMBSs 44 NCAV 44 FoHF 44 liquidity buffers 44 investable indices 44 RoE 44 securitized loans 44 overcollateralisation 44 notional value 44 MCCSR 44 liquidity 44 Sharpe Ratios 44 MCCSR ratio 44 Leverage Risk 44 Mean Reversion 44 aP S 44 Aggregate Index 44 Quantifi 44 iTraxx indices 44 James Montier 44 RfD 44 synthetic CDO 44 Expectational Analysis 44 ProShare Advisors 44 counterparties 44 Exchange Traded Note 44 Bayesian probability 44 Basel Accord 44 expense ratios TERs 44 EUR#b 44 procyclical 44 volatility 44 Vix volatility index 44 identifying beta coefficient 44 SF CDOs 44 NYSE TICK 44 inverse ProFunds returns 44 ROAs 44 #x FY# EPS 44 Backtesting 44 Jefferies JEF 44 convexity 44 VWAP 44 A#/P# 44 convertible arbitrage 44 Unrealized Gain Loss 44 TRUPs 44 Collateralized Debt Obligations 44 OMS EMS 44 WTI crude oil 44 PE ratios 44 proprietary econometric 44 NAVs 44 Hidden Pivot 44 HCBK 44 LIBOR OIS spread 44 TIPS breakevens 44 3x leveraged 44 Hennessee Hedge Fund 44 NYSE VXX 44 obligor concentration 44 micro prudential 44 autocorrelation 44 TCE TA 44 Oudea 44 un levered 44 COMEX silver 44 RiskLink 44 distributable earnings 44 subprime originations 44 Quantifi XL 44 Nassim Taleb 44 TruPS CDOs 44 LEAPs 43 Susan Katzke 43 bearishly biased 43 Soc Gen 43 Basel III 43 CDOs 43 CDS indices 43 CLOs 43 HFT 43 skyjacker Reaganomics 43 BlueCrest 43 fundâ 43 UCITS III 43 CFNAI 43 GoldenSource 43 Binary Options 43 hedge fund liquidations 43 Markit iBoxx 43 IBIs 43 AQR Capital Management 43 insured depository institutions 43 ultrashort bond 43 CBOE Vix 43 conditional logistic regression 43 Collateralized Debt Obligations CDOs 43 Fitch PEL 43 FOFs 43 standard deviations 43 Libor OIS spread 43 Mean reversion 43 mispricings 43 Management LTCM 43 inverse leveraged 43 Subprime RMBS 43 WNS ADS 43 Exchange Traded Notes 43 Moxy ® 43 Sovereign Debt 43 Realizable Value 43 Correlation 43 excluding unrealized gains 43 Interest Rate Derivatives 43 PVNBP 43 Fibonacci ratios 43 mispricing 43 Société Générale 43 VIX futures 43 Sinopia 43 valuation metrics 43 Piotroski 43 Numerix Portfolio 43 linear interpolation 43 Moxy R 43 David Viniar 43 Vix index 43 Zero Hedge 43 Misys Almonde 43 monolines 43 Eurodollar futures contracts 43 ETF TBT 43 excludes unrealized gains 43 monoline exposure 43 VStoxx 43 Mike Tarsala 43 Notional Amount 43 Counterparty Criteria 43 ETF KBE 43 QQQQ 43 PHLX Semiconductor Sector 43 Iron Condor 43 Risk Analytics 43 ETFs ETNs 43 Paul Zubulake 43 FRONT ARENA 43 Reserve Requirement 43 HGNSI 43 rehypothecation 43 overtrading 43 Numerix CrossAsset 43 Valuation Informed Indexing 43 USDX 43 #.#x #.#x [002] 43 SciFinance 43 implied vols 43 Credit Suisse Tremont 43 Hedging 43 CRE CDO 43 #.#:# #.#:# #.#:# [002] 43 Algo Credit 43 lifecos 43 survivorship bias 43 ALLL 43 Global Macro 43 MBIA 43 Structured Finance Transactions 43 IAS# accounting 43 ProfitSource 43 SunGard Adaptiv 43 CASAM 43 SPDR SPY 43 performing obligors 43 Kiodex 43 overbought oversold 43 Invested Capital ROIC 43 BancWare 43 Futures ETN 43 RMBS CMBS 43 PLAR 43 AAAmmf 43 resecuritizations 43 Fully taxable 43 Wave Principle 43 Flow Indicator 43 macro prudential 43 ROACE 43 Alerian MLP Index 43 Risk Reward 43 DCF valuation 43 Market Capitalisation 43 counterparty defaults 43 IAS# [002] 42 CRE loans 42 equity RoE 42 amortized cost 42 multifactor 42 PTPP 42 Tangible Common Equity 42 CY# EPS estimate 42 Douglas Sipkin 42 Charles Gradante managing 42 Bruce Harting 42 lien RMBS 42 Thomas Cholnoky 42 Birinyi 42 TruExposure 42 Convexity 42 Historical Volatility 42 NAV 42 Orc Liquidator 42 Leverage ratio 42 algos 42 Cost Averaging 42 OTTI 42 Libor fixings 42 Nifty PCR 42 Sciens 42 Euribor 42 McClellan Oscillator 42 FoFs 42 Turbo Warrants 42 HFRI 42 re REMICs 42 unweighted arithmetic average 42 Breakevens 42 Risk Reversals 42 FAP Turbo 42 GSAMP 42 Mustier 42 Asset Allocation 42 derivates 42 unleveraged 42 VXX 42 Olivier Gasnier economist 42 Macroprudential 42 #.#x #.#x [003] 42 yield curve flattens 42 GSEs 42 Covered Calls 42 Constant Maturity 42 JPMorgan Dimon 42 CurrencyShares Euro Trust FXE 42 linear extrapolation 42 Gains Distributions 42 Opalesque Industry 42 Black Scholes Merton 42 Shareholder Equity 42 algo trading 42 indexed swap 42 AGF Trust 42 merger arb 42 Aggregate Bond Index 42 SocGen 42 CRE concentrations 42 PE Ratio 42 Aggregate Bond 42 BlueTrend 42 #.#x FY#E BV 42 Convertible arbitrage 42 SmartEstimate 42 CEBS 42 ABX indexes 42 PTTRX 42 readily determinable 42 TFG CLO investments 42 Liquidity Ratio 42 Charles Schwab SCHW 42 CBOE Volatility Index 42 hedge fund redemptions 42 CDO squareds 42 nonperforming assets NPAs 42 HFRX index 42 AuM 42 Solvency II 42 Leverage Ratio 42 Conversion Cycle 42 CDPCs 42 Interest Coverage Ratio 42 illiquid securities 42 Morningstar Hedge Fund 42 eliminates counterparty 42 regression coefficients 42 Merv Indices 42 OTC derivative 42 EBIDA 42 Structured Credit 42 Discount Window 42 Zyblock 42 #E EBITDA 42 Fixed annuity 42 NSFR 42 EURUSD 42 Ucits III powers 42 euribor 42 Volatility Index 42 Performance Attribution 42 BASEL II 42 Barclay Hedge Fund 42 leveraged inverse ETFs 42 bearishly aligned toward 42 SunGard BancWare 42 volatilty 42 International Settlements BIS 42 RMBS exposures 42 Copano commodity 42 #.#x FY#E earnings [002] 42 EURIBOR 42 Ebullio 42 '#E EPS 42 GFSR 42 riskpro ™ 42 Viniar 42 Eric Beinstein 42 ETF traders 42 subprime mortages 42 consolidated OIBDA 42 Nadeem Walayat 42 GoldenGate Veridata 42 #x FY#E EPS [001] 42 MMFs 42 non gaap 42 indexed swaps 42 SLV ETF 42 CDO squared transactions 42 #,#-#,# [010] 42 securitizations 42 Strategic Asset Allocation 42 SovX 42 CMBS collateral 42 Hindenburg Omen 42 uncorrelated returns 42 #E EV EBITDA 42 Poisson regression 42 Portware FX 42 Alerian MLP Infrastructure 42 optionable 42 inverse ETF 42 Interagency Guidance 42 commodity ETPs 42 Logistic regression 42 Tick Size 42 SPY ETF 42 Core Tier 42 HSNSI 42 -tiger muskies 42 iron condor 42 Wilcoxon rank sum 42 Decision Optimizer 42 Blankfein 42 UCITS compliant 42 chargeoffs 42 William Tanona 42 riskiness 42 Quantext Portfolio Planner QPP 42 rebalanced annually 41 Tangible Common 41 variance ANOVA 41 Invested assets 41 Protected Withdrawal Value 41 CDR Counterparty Risk 41 Euribor fixings 41 ProfitCents 41 covenant calculations 41 Lehman Aggregate Bond 41 #.#x FY#E EPS [004] 41 hedgers 41 underlyings 41 #E EPS 41 Powershares QQQ Trust 41 volatilities 41 Federated Investors FII 41 WTI Crude Oil 41 intermarket analysis 41 HOMA IR 41 Drill composites 41 beta coefficient remained 41 FY#E ABV 41 Absolute Return Strategies 41 F3 SDK 41 assets RoA 41 NAIC RBC 41 HYPs 41 #.#x FY# [002] 41 Maijoor 41 AlphaClone 41 CEO Frederic Oudea 41 squared ID2 41 muni ETFs 41 Hedge funds 41 Calendar Spread 41 Sensitivity Analysis 41 logistic regressions 41 ProFund 41 Capital Adequacy Ratio 41 swaptions 41 ModelStation 41 mitigate counterparty risk 41 VanthedgePoint 41 Leverage Tier 41 microcap segment 41 Xcitek 41 EEV 41 David Viniar Goldman 41 FinAnalytica 41 hedge fund 41 Schwab SCHW 41 RTD Tango 41 HFRI Fund Weighted 41 FINCAD Analytics 41 Absolute Alpha 41 polynomial 41 SPDR XLF 41 investable universe 41 Veridata 41 hedonic regression 41 CDO tranches 41 Illiquid 41 Adjusted EBTIDA 41 prudential 41 Elliott Wave Principle 41 Therein lurks 41 RiskResolve 41 Advisen 41 OTTI write downs 41 XLF Loading 41 Ratios 41 #e EPS 41 ALTIN 41 yield curve steepens 41 Fibonacci 41 #x FY# 41 BAML 41 Frederic Oudea 41 FINCAD Analytics Suite 41 derivative instruments 41 Itraxx 41 ENBD 41 3x 4x 41 naked shorting 41 backspread 41 ACCELLERANT 41 #.#x FY#E EV EBITDA [001] 41 confidence intervals CIs 41 investable hedge fund 41 maturity mismatches 41 Skybox View 41 LIBOR OIS spreads 41 Credit Default Swaps 41 OTTI charges 41 CDS spreads 41 #-#/share 41 Claymore BRIC 41 Numerical Simulations 41 quant strategies 41 Orc Trader 41 TTM EPS 41 KPIs metrics 41 CBOE Volatility 41 unrealized losses 41 correlation coefficient 41 HFRX Global Hedge Fund 41 PerTrac 41 Fair Value 41 Internal Capital Adequacy 41 CDO exposures 41 INVEST ONE 41 Hedge Position 41 Concentration Risk 41 CFTC Gensler 41 Pimco Commodity 41 borrower creditworthiness 41 weighting methodology 41 Macro prudential 41 SupplySMART ™ energy 41 discounted cashflow 41 Algorithmic Trading 41 TBTF 41 BondEdge 41 Tangible Equity 41 SPDR ETF XLF 41 forex 41 CRAR 41 Collateralized Debt Obligations CDO 41 solvency ratios 41 FY #E [001] 41 Hedge Accounting 41 Covered Loans 41 Cash Flow Cushion 41 muni defaults 41 dollar denominated Libor 41 EAFE Index 41 Algorithmic trading 41 BlueCrest AllBlue 41 BWIC 41 EPADS estimate 41 IBKR 41 Fair Value Measurements 41 Monthly Volume 41 EVA Momentum 41 logistic regression 41 Moving Average Crossover 41 QQQs 41 Tangible stockholders 41 pro forma adjusted EBITDA 41 Markit CDX IG# 41 Advance Decline 41 depository institutions 41 LIBOR OIS 41 SPXU 41 multiplicative 41 LTV ratio 41 inflows outflows 41 Multivariable 41 LME nickel 41 AXENV 41 cedents 41 Farmer Mac 41 TARP recipients 41 MSR impairment 41 CFTC 41 EQECAT 41 Dylan Grice 41 UYG 41 computational fluency 41 #x #x [001] 41 algorithmic 41 Aleri CEP 41 FlexTRADER 41 CEMBI 41 Default Risk 41 • Compounded singles 41 CoCos 41 risk mitigants 41 eurodollar 41 Fear Gauge 41 AMAG Pharmaceuticals AMAG 41 univariate 41 Yogesh Radke 40 FRS# 40 Barrier Warrants 40 central counterparties CCPs 40 DCPM 40 tranching 40 LIBOR 40 opportunistic Termeer 40 EURCHF 40 ProShares ETFs 40 6x FY#E 40 integrals 40 SET# Index 40 Leveraged ETCs 40 RoEs 40 PEL covenant 40 Merger arbitrage 40 Moshe Orenbuch 40 quantile 40 Credit Default Swap 40 FCMs 40 VIX Short Term 40 Overnight Indexed Swap OIS 40 Counterparties 40 Private Label Credit 40 buyside 40 ap e 40 MDRD equation 40 derisking 40 Buyside 40 Eurodollars 40 Finadium 40 CDOs CLOs 40 Precise Traders 40 BHCs 40 Simon Treacher 40 repo counterparties 40 Global Financial Stability 40 Intellidex 40 Moving Averages 40 SOIR readings 40 #.#:# #.#:# [001] 40 NPVs 40 Liberty Ermitage 40 Cashflow 40 capital employed ROACE 40 CDO write downs 40 Exchange Traded Products 40 QR #.#bn 40 JGB Futures 40 kriging 40 Algo Trading 40 shortselling 40 monoline insurers 40 RJ CRB 40 Syncora 40 Managed Futures 40 RulesPower 40 EMEA CMBS 40 Newcits 40 uninvestable 40 Trading HFT 40 FINCAD analytics 40 Q1 FY# EPS 40 #/oz [001] 40 Mr. Zyblock 40 StreetSmart Edge 40 valuation methodologies 40 Misys Loan 40 AUMs 40 sampling variability 40 EV EBITDA multiples 40 MetaTrader 40 Beauchamp FundManager 40 Siddarth Bhamre 40 QR1 #,#,# 40 #.#x FY# [003] 40 Tickerspy Indexes use 40 overcollateralisation OC 40 ProShares UltraShort Euro EUO 40 HiVol 40 ETF XLF 40 ProShares UltraShort QQQ QID 40 Hedge Funds 40 OTC Derivative 40 JSE Alsi 40 Markit CDX 40 smoothed sunspot number 40 PlexCrown ratings 40 CDS Spreads 40 evaluative metering 40 bullspread 40 Yield Curve 40 Cash Flow 40 pessimistically aligned 40 reciprocals 40 values NAVs 40 BoA ML 40 chi squared 40 Transparent Value 40 Sants 40 Delinquency Rates 40 FNM FRE 40 Leveraged ETF 40 earnigns 40 RMBS collateral 40 Metris Master Trust 40 FINCAD Alliance 40 NYFR 40 materiality threshold 40 ABS MBS 40 FactSet Fundamentals 40 Derivix 40 Fitch Criteria 40 Kaplan Meier survival 40 ClientKnowledge 40 JPMorgan JPM 40 IAS IFRS 40 Average VWAP 40 Gaussian copula 40 JPMorgan Alerian MLP 40 nonparametric 40 #.#x EV 40 HDGE 40 Relative Strength 40 Commodity 40 Sovereign CDS 40 HSBC Lloyds Banking 40 hedge fund replication 40 Overweight Neutral Underweight 40 Credit Enhanced Leveraged 40 triple witching expiration 40 PortfolioCenter 40 Hyman Minsky 40 Volcker Rule 40 Capital Ratios 40 Accurate NXG 40 Northwater Five Year 40 UltraShort QQQ ProShares 40 NumeriX 40 CDS clearinghouse 40 Jochen Felsenheimer 40 iPath ETN 40 FIXatdl 40 #x FY#E earnings [001] 40 Credit Losses 40 NIMs 40 gross NPL ratio 40 collateralization 40 FII flows 40 intraweek 40 EBITD 40 Counterparty Credit 40 SCAP 40 liqudity 40 ABS CDO 40 EROEI 40 Automated Valuation 40 UltraShort QQQ ProShares QID 40 bivariate 40 stepwise logistic regression 40 TRIN 40 prospective PER 40 Baupost 40 Capital Employed 40 Speculative Sentiment Index 40 TruPS 40 Actively Managed ETFs 40 χ 40 gross NPAs 40 Principal LifeTime 40 CDOs Amended 40 intraclass correlation coefficients 40 CLN Portfolio 40 Commodities FICC 40 Private Equity Placement 40 CREL CDOs 40 MBSs 40 Ucits 40 CFDs 40 Libor 40 macroprudential 40 bullishly aligned toward 40 #.#x FY# [001] 40 Roland Lescure 40 Assets ROA 40 Chief Executive Brady Dougan 40 CTAs 40 DJ AIGCISM futures 40 macroprudential regulation 40 Bob Prechter 40 Geraud Charpin 40 Overweight Equal Weight 40 AIFM 40 Hotspot FXi 40 USD JPY USD CHF 40 overcollateralization 40 Multiple linear regression 40 undrawn commitments 40 REIT TruPS CDOs 40 Expense Ratios 40 Derivative Fitch 40 reversal 3m #delta 40 default swap 40 Maintain Neutral 40 AIFRS 40 IBDQ 40 Enhanced Leverage 40 Unlevered Cash Flow 40 allocator 40 socionomics 40 KRIS CDO 40 FICO Score 40 leveraged inverse 40 Assured Guaranty AGO 40 iPath MSCI India 40 merger arbitrage 40 Quadrillion 40 ABCP conduits 40 DVY 40 precrisis 40 Systemic Risk 40 Market Topographer 40 BGC Partners BGCP 40 covariate 40 monoliners 40 UITF 40 prudential regulation 40 Gaap 40 Measurement Period 40 adjusted unlevered free 40 HFRI Fund 40 Ucits funds 40 LTCM debacle 40 GS Loading 40 Core Principles 40 #.#x FY#E EPS [003] 40 collateralise 40 Market Disruption 40 sunspot numbers 40 TBond 40 Ultra Financials ProShares 40 Alexaline 40 SPDR XLE 40 Pearson correlation coefficient 40 Aroop Chatterjee 40 odds ratios ORs 40 RRs 40 EUROPEAN FIG BONDS WRAP 40 linear regression 40 share excluding AOCI 40 Derivative Liabilities 40 lendable 40 Decalog 40 9bp 40 Huw van Steenis 40 Goldman SachsGS 40 % Confidence Interval 40 asset allocation 40 balance sheet deleveraging 40 Eibor