No Magic
FIBO Natural Language Glossary (Development)


Classes: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Properties: A B C D E F G H I K L M N O P Q R S T U V W Y
Classes
A
a b s c d o deal

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: An issue of Asset Backed Security CDO notes.

Synonym:

a b s c d o instrument

Model-Generated Definition:

A kind of cash c d o tranche.

Definition: CDO where the underlying asset pool is ABS.

Synonym:

a b s deal

Model-Generated Definition:

Definition: The issue of a series of Cash Asset Backed Security certificates.

Synonym:

a b s deal prospectus

Model-Generated Definition:

Definition: Prospectus describing the terms of the issue and each of the instruments included in the asset backed security issue.

Synonym:

a b s issuer

Model-Generated Definition:

A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:

Definition: The issuer of the (Cash) Asset Backed Security. This is generally a Special Purpose Vehicle set up by a corporation. Further details from riskglossary.com: To create an ABS, a corporation creates a special purpose vehicle to which it sells the assets. While is is common to speak of the corporation as the issuer of the ABS, legally, it is the trust or special purpose vehicle that is the issuer. It sells securities to investors. To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of the trust or special purpose vehicle cannot be consolidated with the corporation's assets in the event of bankruptcy. These same safeguards allow the corporation to remove the assets from its balance sheet. The corporation generally continues to service the assets - collecting interest and principal payments, pursuing delinquencies, etc. It is paid out of asset cash flows for providing these ongoing services.

Synonym:

a b s securitization process

Model-Generated Definition:

Definition:

Synonym:

a category indicating how the loan amortizes

Model-Generated Definition:

A kind of classifier.

Definition:

Synonym:

a v m provider

Model-Generated Definition:

A kind of loan third party.

Definition: Party which is the Provider of an AVM Valuation.

Synonym:

ABA IIN registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in the ABA IIN registry, a repository of financial institution characteristics collected by the ABA for those institutions to which they issue IINs

Synonym:

ABA RTN registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in the ABA RTN registry, a repository of financial institution characteristics collected by the ABA Registrar on behalf of the ABA

Synonym:

absolate prepayment rate formula

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

Definition: ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)

Synonym:

absolute prepayment rate

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The absolute prepayment rate (for ABS) is the standard measure of prepayment rates in the auto-loan sector. ABS measures the monthly rate of loan prepayments as a percentage of the original pool balance. ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)

Synonym:

absolute price strike specification

Model-Generated Definition:

A kind of strike price specification. A valid occurrence may have the following properties:

Definition: Expression of the strike price as an absolute monetary price at which the option is to be struck.

Synonym:

abstention response

Model-Generated Definition:

A kind of voting response.

Definition: Vote expressed as abstain. In this case, the issuing company will add the number of shares to the quorum of the meeting.

Synonym:

abstention response message

Model-Generated Definition:

Definition:

Synonym:

abstract cashflow construct

Model-Generated Definition:

Definition:

Synonym:

Acceleration

Model-Generated Definition:

Definition:

Synonym:

account (from package /Imported Ontologies/AccountsMain/account)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: Business relationship between two entities; one entity is the account owner, the other entity is the account servicer.

Synonym:

account (from package /Imported Ontologies/Clients and Accounts Ontology/account)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a container for records associated with a business arrangement for regular dealings or services (such as personal or professional services, banking)

Synonym:

account holder (from package /Imported Ontologies/AccountsMain/account holder)

Model-Generated Definition:

A kind of party in role.

Definition:

Synonym:

account holder (from package /Imported Ontologies/Clients and Accounts Ontology/account holder)

Model-Generated Definition:

A kind of owner. A valid occurrence may have the following properties:

Definition: a party holding an account

Synonym:

account identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier that identifies an account

Synonym: account number

account number

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier assigned to each client account for ease in referring to that party's activity

Synonym:

account payable

Model-Generated Definition:

A kind of ledger account.

Definition:

Synonym:

account payable balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary condition:

Definition: Balance of accounts receivable

Synonym:

account provider (from package /Imported Ontologies/AccountsMain/account provider)

Model-Generated Definition:

A kind of party in role.

Definition:

Synonym:

account provider (from package /Imported Ontologies/Clients and Accounts Ontology/account provider)

Model-Generated Definition:

A kind of service provider. A valid occurrence may have the following properties:

Definition: a party that provides and services the account

Synonym:

account receivable

Model-Generated Definition:

A kind of ledger account.

Definition:

Synonym:

account receivable balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary condition:

Definition: Balance of accounts receivable

Synonym:

account servicing

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

Definition:

Synonym:

account-specific service agreement

Model-Generated Definition:

A kind of service agreement. A valid occurrence satisfies the following necessary conditions:

Definition: a service-agreement that is account-specific, applicable in cases where a client holds multiple accounts with differing terms and conditions

Synonym:

accounting framework

Model-Generated Definition:

Definition: a qualifier that indicates the accounting framework, i.e., the set of policies, methods, rules, and processes, applied for accounting consolidation purposes with respect to this relationship

Synonym:

accounting party

Model-Generated Definition:

A kind of party in role.

Definition: The Party from the perspective of which these accounts are prepared. This is the to whom the balances apply. There would be corresponding accounts (supplier, customer) for counterparties with whom the Accounting Party does business.

Synonym:

accounting reporting party

Model-Generated Definition:

Definition: The party, from the perspective of which economic facts are defined.

Synonym:

accounting transaction (from package /Imported Ontologies/Clients and Accounts Ontology/accounting transaction)

Model-Generated Definition:

A kind of transaction event.

Definition: event or condition recognized by an entry in the records of an account

Synonym:

accounting transaction (from package /Imported Ontologies/Clients and Accounts Ontology/accounting transaction)

Model-Generated Definition:

A kind of transaction event.

Definition: event or condition recognized by an entry in the books of an account

Synonym:

accounts ledger entry

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

Synonym:

accrual

Model-Generated Definition:

A kind of thing in role. A valid occurrence may have the following properties:

Definition: the process of accumulating interest or other income that has been earned but not paid

Synonym:

accrued fees

Model-Generated Definition:

Definition:

Synonym:

accrued income

Model-Generated Definition:

Definition:

Synonym:

accrued interest amount

Model-Generated Definition:

A kind of interest. A valid occurrence may have the following properties:

Definition: The interest accrued on the bond or debt instrument at the time that the price is quoted. If this is a dirty price, this is the amount of accrued interest that is included in the price. This is therefore passed on to the purchaser of the bond or debt instrument.

Synonym:

accrued liability

Model-Generated Definition:

A kind of liability.

Definition: Liability which has been incurred by the entity and is yet to be paid off.

Synonym:

accrued taxes

Model-Generated Definition:

Definition:

Synonym:

accumulating share class

Model-Generated Definition:

Definition: A share class in which there is no option to reinvest.

Synonym:

acquire mortgage

Model-Generated Definition:

A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

active

Model-Generated Definition:

Definition: Security is actively traded

Synonym:

active loan status

Model-Generated Definition:

A kind of loan lifecycle status. A valid occurrence satisfies the following necessary condition:

Definition: Status of a Loan which is in the Disbursement phase.

Synonym:

actively trading

Model-Generated Definition:

Definition: Security is actively traded on the exchange or trading facility

Synonym:

ad hoc coupon schedule

Model-Generated Definition:

Definition: a schedule of explicit, itemized coupon payment dates

Synonym:

ad hoc schedule

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary condition:

Definition: a schedule that consists of (comprises) AdHocScheduleEntries, each of which specifies a date

Synonym:

ad hoc schedule entry

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: an entry, including a date, among multiple ad hoc schedule entries that jointly make up an AdHocSchedule

Synonym:

ad valorem tax provision

Model-Generated Definition:

A kind of contractual element. A valid occurrence may have the following properties:

Definition: A direct tax calculated “according to value” of property. Ad valorem tax is based on an assigned valuation (market or assessed) of real property and, in certain cases, on a valuation of tangible or intangible personal property. In virtually all jurisdictions, ad valorem tax is a lien on the property enforceable by seizure and sale of the property. An ad valorem tax is normally the one substantial tax that may be raised or lowered by a local governing body without the sanction of superior levels of government (although constitutional or statutory restrictions such as tax rate limitations may limit this right).

Synonym:

add mortgage to pool

Model-Generated Definition:

A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

address

Model-Generated Definition:

A kind of index. A valid occurrence satisfies the following necessary conditions:

Definition: an index to a location to which communications may be delivered

Synonym:

addressing scheme

Model-Generated Definition:

A kind of indexing scheme. A valid occurrence may have the following properties:

Definition: a system for allocating addresses to objects

Synonym:

adjustment method

Model-Generated Definition:

A kind of method.

Definition: The method by which something is adjusted, for example the terms of a contract, in reaction to events.

Synonym:

adult

Model-Generated Definition:

A kind of person.

Definition: a person who has attained the age of majority as defined by given jurisdiction

Synonym:

advance refunding

Model-Generated Definition:

A kind of refunding purpose.

Definition: A bond issuance in which new bonds are sold at a lower rate than outstanding ones. The proceeds are then invested, and when the older bonds become callable they are paid off with the invested proceeds.

Synonym:

advice of a possible action

Model-Generated Definition:

Definition: Advice - action voluntary This includes a number of things, it's not always clear why these things are here.

Synonym:

AED-EBOR-Reuters

Model-Generated Definition:

Definition: the FpML floating interest index for AED-EBOR-Reuters

Synonym:

affiliate

Model-Generated Definition:

Definition: an affiliate of, or a person affiliated with, a specific person is a person that directly, or indirectly through one or more intermediaries, controls, or is controlled by, or is under common control with, the person specified

Synonym:

agency agreement

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary condition:

Definition: an agreement that designates a party as a registered agent to represent and act on behalf of another party in some, typically legal, financial, or medical capacity

Synonym:

agency c m o

Model-Generated Definition:

A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary conditions:

Definition:

Synonym:

agency determined date

Model-Generated Definition:

A kind of determined date.

Definition: A date which is or which is to be determined by some external agency.

Synonym:

agency i o tranche

Model-Generated Definition:

A kind of agency c m o.

Definition:

Synonym:

agency jump tranche

Model-Generated Definition:

A kind of agency c m o. A valid occurrence satisfies the following necessary condition:

Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.

Synonym:

agency jump z tranche

Model-Generated Definition:

Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

Synonym:

agency m b s deal

Model-Generated Definition:

A kind of m b s deal.

Definition: An issue of securities backed by pools of mortgages held by government agencies.

Synonym:

agency m b s issuer

Model-Generated Definition:

Definition: The issuer of the pass through MBS is an Agency issuer. This is identified as being some kind of agency that is set up specifically to issue these instruments.

Synonym:

agency m b s pool

Model-Generated Definition:

A kind of m b s pool.

Definition: A pool investment consisting of a collection of Agency MBS instruments.

Synonym:

agency mortgage pool

Model-Generated Definition:

A kind of mortgage pool.

Definition: A pool of agency mortgages.

Synonym:

agency mortgage pool creation end

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

agency mortgage pool creation process

Model-Generated Definition:

A kind of retail asset pool creation process. A valid occurrence satisfies the following necessary conditions:

Definition:

Synonym:

agency mortgage pool creation start

Model-Generated Definition:

Definition:

Synonym:

agency p o tranche

Model-Generated Definition:

A kind of agency c m o.

Definition: Principal Only tranche. This tranche will only pay principal.

Synonym:

agency regular jump z

Model-Generated Definition:

A kind of agency jump z tranche. A valid occurrence satisfies the following necessary condition:

Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

Synonym:

agency sticky jump z

Model-Generated Definition:

Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.

Synonym:

agency z tranche

Model-Generated Definition:

A kind of agency c m o.

Definition: A tranche that does not receive payments while other tranches remain.

Synonym:

agent for service of process

Model-Generated Definition:

A kind of registered agent.

Definition: a registered agent (person or organization) designated by a business entity, such as a corporation, to receive legal correspondence on behalf of the business entity in the jurisdiction in which the agent's address is located

Synonym:

agent in role

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary condition:

Definition: An agent-in-role is a relative concept that ties an autonomous agent to a role they are playing in a given situational context.

Synonym:

agree basis for allocation

Model-Generated Definition:

Definition:

Synonym:

agreement

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: a negotiated and usually legally enforceable understanding between two or more legally competent parties

Synonym:

agreement corporation

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

Definition: a corporation chartered by a state to engage in international banking, so named because the corporation enters into an 'agreement' with the Fed's Board of Governors that it will limit its activities to those permitted

Synonym:

agricultural product

Model-Generated Definition:

Definition: A commodity which is some agrigultural product, including grain, fruit and meat.

Synonym:

agricultural products delivery

Model-Generated Definition:

Definition: Delivery of any agricultural produce.

Synonym:

algo debt credit spread

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer.

Synonym:

all borrowers monthly income

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

Definition: total monthly qualifying income for all borrowers on the loan

Synonym:

all or none choice corporate action

Model-Generated Definition:

Definition: A Mandator Corporate Action with some choice for the Holder, where the Holder's options are limited to all of the stated choices or none of them.

Synonym:

allocate primary identifier (from package /Imported Ontologies/PrivateLabelMBSIssuance/allocate primary identifier)

Model-Generated Definition:

Definition:

Synonym:

allocate primary identifier (from package /Imported Ontologies/AgencyMBSIssuance/allocate primary identifier)

Model-Generated Definition:

Definition:

Synonym:

allocate ratings

Model-Generated Definition:

Definition:

Synonym:

allocation

Model-Generated Definition:

Definition:

Synonym:

allocation basis details

Model-Generated Definition:

A kind of information.

Definition:

Synonym:

allocation details

Model-Generated Definition:

A kind of information.

Definition:

Synonym:

allotment information

Model-Generated Definition:

A kind of traded instrument issuance process information. A valid occurrence satisfies the following necessary conditions:

Definition: Information about the allotment of quantities of the issue to different subscribers. This relates a single instrument allotment against the subscription amounts allotted to each Subscriber.

Synonym:

allotment right

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Privileges allotted to existing security holders, entitling them to receive new securities free of charge.

Synonym:

allotment right formula

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

Definition: A formula used to calculate the number of securities for an Allotment Right, based on the number of these instruments that the holder holds. Conesnsus:Review

Synonym:

allotment right holder

Model-Generated Definition:

A kind of security holder.

Definition: The party which is the holder of an allotment right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.

Synonym:

alpha-2 code (from package /Imported Ontologies/Language Representation Ontology/alpha-2 code)

Model-Generated Definition:

A kind of language identifier.

Definition: a language identifier for a human language as defined by ISO 639-1, that is, a two-letter combination of characters used to represent a language or languages

Synonym:

alpha-2 code (from package /Imported Ontologies/Country and Subdivision Representation Ontology/alpha-2 code)

Model-Generated Definition:

Definition: a digraph representing a country or geographic region

Synonym:

alpha-3 code (from package /Imported Ontologies/Country and Subdivision Representation Ontology/alpha-3 code)

Model-Generated Definition:

Definition: a trigraph representing a country or geographic region

Synonym:

alpha-3 code (from package /Imported Ontologies/Language Representation Ontology/alpha-3 code)

Model-Generated Definition:

A kind of language identifier.

Definition: a language identifier for a human language as defined by ISO 639, that is, a three-letter combination of characters used to represent a language or languages

Synonym:

american exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence may have the following properties:

Definition: A feature of an option that stipulates that the option can be exercised anytime within the specified date window.

Synonym:

American exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence satisfies the following necessary condition:

Definition: an exercise convention that stipulates that the option may be exercised anytime between the purchase date and date of expiration

Synonym:

American statistics publisher

Model-Generated Definition:

Definition: a statistical information publisher comprised of the government agencies and departments that publish statistical information on behalf of the U.S. Federal Government

Synonym:

amortization

Model-Generated Definition:

A kind of thing in role. A valid occurrence may have the following properties:

Definition: the process of reduction of debt or other costs through periodic charges to assets or liabilities, such as through principal payments on mortgages

Synonym:

amortization schedule (from package /Imported Ontologies/Debt Ontology/amortization schedule)

Model-Generated Definition:

A kind of payment schedule. A valid occurrence satisfies the following necessary conditions:

Definition: a schedule of periodic payments (repayment installments) that specify changes in the balance of the debt over time

Synonym:

amortization schedule (from package /Imported Ontologies/Loan Core Ontology/amortization schedule)

Model-Generated Definition:

A kind of schedule.

Definition: a schedule which specifies changes in the scheduled balance of loan principal over time

Synonym:

amortizing bond (from package /Imported Ontologies/BondsCashflowVariants/amortizing bond)

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A bond with terms mandating amortization of the principal

Synonym:

amortizing bond (from package /Imported Ontologies/Bonds Ontology/amortizing bond)

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: a bond that regularly pays down the principal (face value) on the debt along with its interest expense over the life of the bond

Synonym:

amortizing redemption payment

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

amount of money

Model-Generated Definition:

Equivalent to MoneyAmount.

A valid occurrence may have the following properties:

Definition: a sum of money

Synonym: cash

analytical information

Model-Generated Definition:

A kind of information and timed parameter. A valid occurrence satisfies the following necessary conditions:

Definition: Information about some item at some time past, present or future. This takes the form of some measure about the thing being analyzed; the measure will have some values at different times as shown in the Math grammar for dated parameters.

Synonym:

analytics calculation model

Model-Generated Definition:

A kind of mathematical model. A valid occurrence satisfies the following necessary condition:

Definition: A model used for formal calculation of parameters.

Synonym:

ancient language

Model-Generated Definition:

A kind of extinct language.

Definition: an extinct language that has an attested literature and is recognized as having special status in the academic community

Synonym:

announce equity issue

Model-Generated Definition:

Definition:

Synonym:

announce securities issue

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

Synonym:

announcement

Model-Generated Definition:

A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

Synonym:

announcement message

Model-Generated Definition:

Definition:

Synonym:

annual general meeting

Model-Generated Definition:

A kind of meeting.

Definition: Annual General Meeting. SWIFT = MEET

Synonym:

annual reporting policy

Model-Generated Definition:

Definition: Reports are presented once a year

Synonym:

annualized performance determination method

Model-Generated Definition:

Definition: Annualized performance determination.

Synonym:

annualized standard deviation

Model-Generated Definition:

A kind of standard deviation. A valid occurrence satisfies the following necessary condition:

Definition: the standard deviation for some measure over a specific reference period

Synonym:

apartment

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

Definition: A building subbdivision intended for habitation.

Synonym:

applicant

Model-Generated Definition:

A kind of requesting party.

Definition: The party making some application.

Synonym:

application

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary condition:

Definition: a request submitted by an applicant to receive something (e.g. a licence, a loan, a membership) accompanied by documentation of pertinent information to determine whether the request should be granted

Synonym:

application for shares

Model-Generated Definition:

A kind of information.

Definition:

Synonym:

application information

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary condition:

Definition: A formal application by some party to some other party, in which the requesting party sets out some requirement which they request to be fulfilled by the other party.

Synonym:

appoint advisors

Model-Generated Definition:

A kind of initial public offering process step. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • lead any number of occurrences of sponsor.
  • appoints at least one occurrence of (Unnamed Class).

Definition:

Synonym:

appreciation

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

approve for flotation

Model-Generated Definition:

A kind of initial public offering process step. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

arbitrage c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: Arbitrage CDO/CLO/CBO - the reference assets are bought by a firm or conduit or SPV (Special Purpose Vehicle) with a view to repackage them and sell them on as the structured product.

Synonym:

arbitrage cdo objective

Model-Generated Definition:

Definition: The objective is arbitrage, whereby the motivation is to add value by repackaging assets into tranches.

Synonym:

arbitrage synthetic c d o

Model-Generated Definition:

A kind of arbitrage c d o and synthetic c d o. A valid occurrence satisfies the following necessary conditions:

Definition: Arbitrage synthetic CDO deals are motivated by regulatory or practical considerations that might make a bank want to retain ownership of debt while achieving capital relief through CDSs. In this case, the sponsoring bank has a portfolio of obligations, called the reference portfolio. It retains that portfolio, but offloads its credit risk by transacting CDSs with the CDO.

Synonym:

arithmetic mean

Model-Generated Definition:

A kind of mean.

Definition: the sum of a collection of numbers divided by the number of numbers in the collection

Synonym:

arrangement

Model-Generated Definition:

Definition:

  • an organizing structure for something
  • a structure or means of organizing information such as a schema, numbering system, organization scheme, measurement system, taxonomy, or language for organizing information

Synonym:

arrears payment history

Model-Generated Definition:

A kind of borrower ongoing dated facts. A valid occurrence may have the following properties:

Definition: Historical information about payment of arrears by the entity.

Synonym:

articles of incorporation

Model-Generated Definition:

Definition: The articles of association are a contract (1) between the members (stockholders, subscribers) and the organization and (2) among the members themselves. It sets out the rights and duties of directors and stockholders individually and in meetings. Certain statutory clauses (such as those dealing with allotment, transfer, and forfeiture of shares) must be included; the other clauses are chosen by the stockholders to make up the bylaws of the organization. A court, however, may declare a clause ultra vires if it is deemed unfair, unlawful, or unreasonable. A copy of the articles is lodged with the appropriate authority such as the registrar of companies. Articles are public documents and may be inspected by anyone (usually on payment of a fee) either at the premises of the organization or at the registrar's office. Lenders to the organization take special interest in its provisions that impose a ceiling on the borrowings beyond which the organization's management must get shareholders' approval before taking on more debt. The usual American term is articles of incorporation.

Synonym: articles of association

artificial language

Model-Generated Definition:

A kind of language.

Definition: a language for human communication that has been artificially devised

Synonym:

asian exercise commitment

Model-Generated Definition:

A kind of option writer commitment. A valid occurrence may have the following properties:

Definition: Commitment to pay out on an option on the basis of a rolling average strike, which the other party may or may not choose to exercise against.

Synonym:

asian exercise convention

Model-Generated Definition:

A kind of European exercise convention and option writer commitment. A valid occurrence satisfies the following necessary condition:

Definition: Commitment to pay out on an option on the basis of a rolling average strike, which the other party may or may not choose to exercise against.

Synonym:

asian exercise terms set

Model-Generated Definition:

A kind of option exercise time terms. A valid occurrence satisfies the following necessary conditions:

Definition: Terms governing the exercise of an Asian Option.

Synonym:

aspect viewing party

Model-Generated Definition:

Definition: The party from the perspective of which the aspect is defined.

Synonym:

assess pool suitability for issuance

Model-Generated Definition:

A kind of issuance process activity. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

assess pool suitablility for issuance

Model-Generated Definition:

Definition:

Synonym:

assess ratings

Model-Generated Definition:

Definition:

Synonym:

asset

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A thing held by some party and having some value.

Synonym:

asset class

Model-Generated Definition:

A kind of financial instrument classifier. A valid occurrence satisfies the following necessary condition:

Definition: a financial instrument classifier for a group of securities that exhibit similar characteristics, behave similarly in the marketplace and are subject to the same laws and regulations

Synonym:

asset class strategy

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

Definition: Strategy which is asset class based.

Synonym:

asset derivative contract

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

asset maximum or minimum payout commitment

Model-Generated Definition:

Definition: A commitment to pay out on the maximum or minimum of a set of assets. Further Notes Maximum of n Assets This rainbow is similar to the best of n assets plus cash we referred to in part a, with the exception that no cash payoff is possible and there is a strike price for this type of option. The payoff of a call and put are given as: Rainbow-Call = max[0, max(S1, S2) - X] Rainbow-Put = max[0, X - max(S1, S2)] Minimum of n Assets The counterpart to a maximum of n assets, this rainbow pays out the value of the underperformer of the n assets. The payoff for minimum of 2 asset rainbow calls and puts are given as: Rainbow-Call = max[0, mainS1, S2) - X] Rainbow-Put = max[0, X - min(S1, S2)]

Synonym:

asset or nothing payout commitment

Model-Generated Definition:

Definition:

Synonym:

asset pool creation process

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition:

Synonym:

asset return commitment

Model-Generated Definition:

A kind of derivative transaction terms. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

asset return stream

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A leg in which the returns on an asset are paid.

Synonym:

asset underlier

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: an underlier consisting of one or more of a basket of securities, individual securities, or security indices

Synonym:

assimilation pari passu

Model-Generated Definition:

Definition: Assimilation. Occurs when securities with different characteristics, eg, shares with different entitlements to dividend or voting rights, become identical in all respects, ie, pari-passu. SWIFT = PARI

Synonym:

attachment action

Model-Generated Definition:

Definition: The combination of different security types to create a unit. Units are usually comprised of warrants and bond or warrants and equity. Securities may be combined at the request of the security holder or based on market convention. Further NOtes: is there some common term for these (see Detachment event)?; Are there separate scenarios for attachment of different kinds of security. Definition says "usually" Warrant. Probably applies to any fungible securities, whether or not warrants. For example two fungible tranches of a debt issues, that are funged later on in their life. Are these ever notified differently or have different details for warrants, fungible debt etc.? No. the message can relate to any, and the event defined here can be defined in terms of "any" securities.

Synonym:

attachment notification message

Model-Generated Definition:

Definition: Notification of the combination of different security types to create a unit.

Synonym:

attachment or detachment notification message

Model-Generated Definition:

Definition: Notification of an action in which the issuer attaches or detaches securities.

Synonym:

auction date rule

Model-Generated Definition:

Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event

Synonym:

AUD-AONIA-OIS-COMPOUND

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-AONIA-OIS-COMPOUND

Synonym:

AUD-AONIA-OIS-COMPOUND-SwapMarker

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-AONIA-OIS-COMPOUND-SwapMarker

Synonym:

AUD-BBR-AUBBSW

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-BBR-AUBBSW

Synonym:

AUD-BBR-BBSW

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-BBR-BBSW

Synonym:

AUD-BBR-BBSW-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-BBR-BBSW-Bloomberg

Synonym:

AUD-BBR-BBSY (BID)

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-BBR-BBSY (BID)

Synonym:

AUD-BBR-ISDC

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-BBR-ISDC

Synonym:

AUD-LIBOR-BBA

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-LIBOR-BBA

Synonym:

AUD-LIBOR-BBA-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-LIBOR-BBA-Bloomberg

Synonym:

AUD-LIBOR-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-LIBOR-Reference Banks

Synonym:

AUD-Quarterly Swap Rate-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-Quarterly Swap Rate-ICAP

Synonym:

AUD-Quarterly Swap Rate-ICAP-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-Quarterly Swap Rate-ICAP-Reference Banks

Synonym:

AUD-Semi-Annual Swap Rate-11:00-BGCANTOR

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-Semi-Annual Swap Rate-11:00-BGCANTOR

Synonym:

AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks

Synonym:

AUD-Semi-annual Swap Rate-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-Semi-annual Swap Rate-ICAP

Synonym:

AUD-Semi-Annual Swap Rate-ICAP-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-Semi-Annual Swap Rate-ICAP-Reference Banks

Synonym:

AUD-Swap Rate-Reuters

Model-Generated Definition:

Definition: the FpML floating interest index for AUD-Swap Rate-Reuters

Synonym:

auditor

Model-Generated Definition:

A kind of responsible party.

Definition: an individual qualified (at the state level) to conduct audits. An auditor may be an internal auditor (an individual whose primary job function is to audit his or her own company) or an external auditor (an individual from outside the company, who typically is employed by an auditing firm who handles many different clients).

Synonym:

auto loan

Model-Generated Definition:

A kind of loan drawdown.

Definition: A loan specifically for the purpose of automobile purchase.

Synonym:

auto loan a b s

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: ABS issued by auto finance companies and are backed by underlying pools of auto-related loans or leases.

Synonym:

auto loan contract

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

auto loan pool

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary conditions:

Definition: A loan pool covering automobile-related loans.

Synonym:

auto loan pool constituent

Model-Generated Definition:

Definition: An auto loan defined as a constituent of an Auto Loan Pool.

Synonym:

auto loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

Synonym:

automated system

Model-Generated Definition:

A kind of autonomous agent.

Definition: a system that reduces or eliminates the need for human involvement in order to complete a task.

Synonym:

automated underwriting system

Model-Generated Definition:

A kind of automated system.

Definition: a software sytstem that produces loan underwriting decisions

Synonym:

autonomous agent

Model-Generated Definition:

Definition: An agent is an autonomous individual that can adapt to and interact with its environment.

Synonym:

average absolute deviation

Model-Generated Definition:

A kind of dispersion. A valid occurrence satisfies the following necessary condition:

Definition: the average of the absolute deviations from a central point

Synonym: mean absolute deviation

average daily earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average daily wage an employee makes over the reporting period

Synonym:

average earnings

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average wage an hourly or salaried worker makes in a given period of time

Synonym:

average hourly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average hourly wage an employee makes over the reporting period

Synonym:

average life

Model-Generated Definition:

A kind of life analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: An estimate of the number of terms to maturity, taking the possibility of early payments into account. Average life is calculated using the weighted average time to the receipt of all future cash flows.

Synonym:

average life at issue

Model-Generated Definition:

A kind of average life. A valid occurrence may have the following properties:

Definition: The Average Life analytic at the time the security was issued.

Synonym:

average monthly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average monthly wage an employee makes over the reporting period

Synonym:

average weekly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average weekly wage an employee makes over the reporting period

Synonym:

B
balance

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition:

Synonym:

balance sheet asset balance

Model-Generated Definition:

Definition: A balance sheet entry representing some asset of the entity.

Synonym:

balance sheet balance

Model-Generated Definition:

A kind of balance sheet feature. A valid occurrence may have the following properties:

Definition:

Synonym:

balance sheet c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: Balance Sheet CDO/CLO/CBO - the reference assets for the SDO portfolio are taken from a company/firm's balance sheet.

Synonym:

balance sheet c d o objective

Model-Generated Definition:

Definition: The objective is that the CDO is created to move assets off the originator balance sheet.

Synonym:

balance sheet entry

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Some entry on the balance sheet of some business entity.

Synonym:

balance sheet feature

Model-Generated Definition:

Definition:

Synonym:

balance sheet liability balance

Model-Generated Definition:

Definition: A balance sheet entry representing some asset of the entity.

Synonym:

balance sheet total

Model-Generated Definition:

Definition:

Synonym:

bank

Model-Generated Definition:

Definition: a depository institution, usually a corporation, that accepts deposits, makes loans, pays checks, and performs related services, for individual members of the public, businesses or other organizations

Synonym:

bank account

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

Definition: an account held or provided by, as a service, a bank

Synonym:

bank account identifier

Model-Generated Definition:

A kind of account identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier that identifies a bank account

Synonym: bank account number

bank for international settlements

Model-Generated Definition:

A kind of bank.

Definition: an international financial organization that serves central banks in their pursuit of monetary and financial stability, helping to foster international cooperation in those areas and acting as a bank for central banks

Synonym:

bank holding company

Model-Generated Definition:

A kind of financial service provider and holding company. A valid occurrence satisfies the following necessary condition:

Definition: any company that owns and/or has direct or indirect control of one or more banks; BHCs may also own nonbanking subsidiaries such as broker-dealers and asset managers

Synonym:

bank identifier

Model-Generated Definition:

A kind of organization identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier that uniquely identifies the financial institution and, when appropriate, the branch of that financial institution servicing an account

Synonym: bank number

bank qualified tax exemption

Model-Generated Definition:

A kind of tax treatment. A valid occurrence may have the following properties:

Definition: Whether or not a municipal reasonably expects to issue in the calendar year of such offering no more than $10 million par amount of bonds of the type required to be included in making such calculation under the Internal Revenue Code. 

Synonym:

bankers' acceptance

Model-Generated Definition:

A kind of bill of exchange. A valid occurrence satisfies the following necessary condition:

Definition: a short-term debt instrument issued by a company that is guaranteed by a commercial bank

Synonym:

banking product

Model-Generated Definition:

A kind of financial product. A valid occurrence satisfies the following necessary condition:

Definition: a product provided to consumers and businesses by a bank or similar depository institution such as a checking account, savings account, certificate of deposit, debit or pre-paid card, or credit card

Synonym:

banking service

Model-Generated Definition:

A kind of financial service. A valid occurrence satisfies the following necessary condition:

Definition: a financial service offered by a bank or similar depository institution, such as a cash management service, foreign exchange service, lending or credit service, investment service, insurance service, merchant service, payroll service, etc.

Synonym:

bankruptcy

Model-Generated Definition:

A kind of credit event.

Definition: a state or condition in which a party is insolvent or unable to meet debt obligations

Synonym:

bankruptcy event

Model-Generated Definition:

A kind of information event. A valid occurrence satisfies the following necessary condition:

Definition: Event in which a legal entity arrives at the legal status whereby it is unable to pay creditors.

Synonym:

Barrel

Model-Generated Definition:

A kind of Reference Material.

Definition:

Synonym:

base metal

Model-Generated Definition:

Definition: Any metal which is not precious.

Synonym:

base metals delivery

Model-Generated Definition:

Definition: Delivery of base metals.

Synonym:

base quantity

Model-Generated Definition:

A kind of quantity kind. A valid occurrence satisfies the following necessary condition:

Definition: a quantity kind in a conventionally chosen subset of a given system of quantities, where no subset quantity can be expressed in terms of the others

Synonym:

base rate

Model-Generated Definition:

Definition: a basic rate of interest, on which the actual rate a bank charges on loans to its customers is calculated

Synonym: bank base rate

base rate authority

Model-Generated Definition:

A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:

Definition: an interest rate authority responsible for setting the base rate for a given currency, typically a central bank

Synonym:

base unit

Model-Generated Definition:

A kind of measurement unit.

Definition: a measurement unit that is defined by a system of units to be the reference measurement unit for a base quantity

Synonym:

basic bank account identifier

Model-Generated Definition:

A kind of bank account identifier. A valid occurrence satisfies the following necessary conditions:

Definition: an identifier that uniquely identifies an individual account at a specific financial institution in a particular country and which includes a bank identifier of the financial institution servicing that account

Synonym: basic bank account number

basis points value

Model-Generated Definition:

A kind of numeric ratio value.

Definition: one hundredth of one percentage point

Synonym:

basis swap

Model-Generated Definition:

A kind of swap.

Definition: a swap in which payment streams are referenced to different bases

Synonym:

basket

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

Definition: a collection of goods, services, or other things (e.g., financial contracts) that can be purchased and sold in some marketplace

Synonym:

basket constituent

Model-Generated Definition:

A kind of thing in role. A valid occurrence may have the following properties:

Definition: a component of a basket

Synonym:

basket of credit risks

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

Definition: a basket of securities and / or legal entities, collected for the purpose of identifying risk

Synonym:

basket of equities

Model-Generated Definition:

A kind of basket of securities. A valid occurrence satisfies the following necessary condition:

Definition: a basket of securities that makes up an equities reference index

Synonym:

basket of equity indices

Model-Generated Definition:

A kind of market basket. A valid occurrence satisfies the following necessary condition:

Definition: A basket of indices which are all equity-only indices.

Synonym:

basket Of indices constituent

Model-Generated Definition:

A kind of basket constituent. A valid occurrence may have the following properties:

Definition: a single constituent of a basket of indices

Synonym:

basket of securities

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

Definition: a basket of traded securities

Synonym:

basket option strike terms

Model-Generated Definition:

Definition: Formal terms for the exercise of an Equity Basket Option. Further Notes Review 10 Feb: Strike price for Basket depends what is in the basket Single names: can come up with a value for the basket as a whole. Basket of Indices - would be different. Each constituent is an index. Basket that mixes single name as well as indices.

Synonym:

beneficial owner

Model-Generated Definition:

A kind of beneficiary and owner.

Definition: a party that enjoys the possession and/or benefits of ownership (such as receipt of income) of a property even though its ownership (title) is in the name of another party (called a nominee or registered owner)

Synonym: actual owner

beneficiary

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

Definition: a party that receives some benefit or advantage or profits from something

Synonym:

benefit corporation

Model-Generated Definition:

Definition: a not for profit corporation set up under specific state legislation to provide some stated societal benefit, and with some corresponding relaxation of the obligation to maximize shareholder return

Synonym:

bermuda exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence satisfies the following necessary condition:

Definition: A feature of an option that states it can be exercised at different times during the life of the option. The various times set for exercise are written within the option and allow for flexibility for both the writer and holder of the option.

Synonym:

Bermudan call type

Model-Generated Definition:

A kind of Bermudan exercise convention. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

Bermudan exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence satisfies the following necessary conditions:

Definition: an exercise convention that stipulates that the option may only be exercised on predetermined dates, within some exercise window, often on one day each month, or at the date of expiration

Synonym:

best bid

Model-Generated Definition:

A kind of bid price and market price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The highest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.

Synonym:

best efforts offering

Model-Generated Definition:

A kind of offer issue.

Definition: a securities offering that is sold on a best efforts, rather than firm commitment, basis, whereby investment bankers commit to doing their best to sell the securities offered, but do not assume the full risk of an underwriter

Synonym:

best of assets plus cash payout commitment

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment to pay out on the best of a number of assets, plus cash.

Synonym:

best offer

Model-Generated Definition:

A kind of market price and offer price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The lowest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.

Synonym:

better or worse of assets payout commitment

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment to pay out on the best or worst of a number of assets.

Synonym:

bibliographic citation

Model-Generated Definition:

A kind of Concept.

Definition: a reference to an authoritative source for provenance or substatiation purposes;

The form of bibliographic citation may be specific to a domain, publication, or community, thus specific properties to define the details are not provided. FRBR, ISO 690, and others provide reasonable approaches if none is explicitly required for a specification.

Synonym:

bibliographic code

Model-Generated Definition:

Definition: an alpha-3 code that is a member of the set of bibliographic codes in ISO 639-2

Synonym:

bid ask spread

Model-Generated Definition:

A kind of share price spread. A valid occurrence satisfies the following necessary conditions:

Definition: Spread: Range between Bid and Ask

Synonym:

bid price (from package /Imported Ontologies/EquityPricing/bid price)

Model-Generated Definition:

A kind of quote price. A valid occurrence may have the following properties:

Definition: The price at which a market participant would put out in an order book indicating that they are willing to pay for a given stock.

Synonym:

bid price (from package /Imported Ontologies/FundsTemporal/bid price)

Model-Generated Definition:

A kind of fund price.

Definition:

Synonym:

bill of exchange

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a short-term negotiable financial instrument consisting of an order in writing addressed by one person (the seller of goods) to another (the buyer) requiring the latter to pay a fixed amount of money on demand (a sight draft) or at a predetermined (a time draft)

Synonym: draft

binary payout commitment

Model-Generated Definition:

Definition:

Synonym:

birth certificate

Model-Generated Definition:

A kind of identity document.

Definition: an original document certifying the circumstances of the birth, or a certified copy of or representation of the ensuing registration of that birth

Synonym: certificate of live birth

Blue-Sky law

Model-Generated Definition:

A kind of securities regulation. A valid occurrence may have the following properties:

Definition: a kind of securities regulation passed by various states, designed to protect investors against securities fraud by requiring sellers of new issues to register their offerings and provide financial details

Synonym:

board agreement

Model-Generated Definition:

Definition: a formal, legally binding agreement between members of the Board of Directors of the organization

Synonym:

board capacity

Model-Generated Definition:

A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: the capacity that resides in the board of directors of a company

Synonym:

board member

Model-Generated Definition:

A kind of legally delegated authority and organization member. A valid occurrence may have the following properties:

Definition: a person who is a member of the board of directors of a corporation

Synonym:

board of directors

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Governing body (called the board) of an incorporated firm. Its members (directors) are elected normally by the subscribers (stockholders) of the firm (generally at an annual general meeting or AGM) to govern the firm and look after the subscribers' interests. The board has the ultimate decision-making authority and, in general, is empowered to (1) set the company's policy, objectives, and overall direction, (2) adopt bylaws, (3) name members of the advisory, executive, finance, and other committees, (4) hire, monitor, evaluate, and fire the managing director and senior executives, (5) determine and pay the dividend, and (6) issue additional shares. Though all its members might not be engaged in the company's day-to-day operations, the entire board is held liable (under the doctrine of collective responsibility) for the consequences of the firm's policies, actions, and failures to act. Members of the board usually include senior-most executives (called inside directors or executive directors) as well as experts or respected persons chosen from the wider community (called outside directors or non-executive directors).

Synonym:

body incorporated through agreement

Model-Generated Definition:

A kind of corporation.

Definition: A body with legal personhood, incorporated through some agreement among the principals, and without equity or guarantee instruments which would isolate the principals from liability.

Synonym:

body incorporated with guarantee

Model-Generated Definition:

A kind of corporation. A valid occurrence may have the following properties:

Definition: Incorporated entity without share capital, and in which the liability of its members is limited to the amount each one of them undertakes to contribute at the time the firm is wound up.

Synonym:

body limited by guarantee principals agreement

Model-Generated Definition:

Definition: The formal agreement between the principals of a body limited by guarantee.

Synonym:

bond (from package /Imported Ontologies/BondsCommon/bond)

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A debt security, in which the authorized issuer owes the holders a debt and, depending on the terms of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at a later date, termed maturity. It is a formal contract to repay borrowed money with interest at fixed intervals.

Synonym:

bond (from package /Imported Ontologies/Bonds Ontology/bond)

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a fixed-income instrument in which the issuer owes the holders a debt and, depending on the terms of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at maturity

Synonym:

bond action

Model-Generated Definition:

Definition: Some action in relation to a bond, by the Issuer.

Synonym:

bond amortization payment terms (from package /Imported Ontologies/Bonds Cashflow Terms Ontology/bond amortization payment terms)

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence may have the following properties:

Definition:

Synonym:

bond amortization payment terms (from package /Imported Ontologies/Bonds Ontology/bond amortization payment terms)

Model-Generated Definition:

Definition:

Synonym:

bond bullet principal repayment terms

Model-Generated Definition:

Definition: terms for repayment of the principal for a bond as a single payment covering the whole principal amount

Synonym:

bond bullet principal repayment terms set

Model-Generated Definition:

Definition: Terms for payment of Principal as a single amount of payment of the full Principal.

Synonym:

bond call terms set

Model-Generated Definition:

A kind of call feature. A valid occurrence may have the following properties:

Definition: The terms and conditions in which a bond can be redeemed by the issuer prior to its maturity. Usually a premium is paid to the bond owner when the bond is called.

Synonym:

bond continuous call type

Model-Generated Definition:

A kind of call type.

Definition: bond may be called at any time

Synonym:

bond conversion terms

Model-Generated Definition:

A kind of conversion terms and tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Contractual specifications when a Convertible Bond can be converted to another security (usually of the same issuer).

Synonym:

bond counsel

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

bond coupon

Model-Generated Definition:

A kind of interest rate.

Definition: the annual interest rate paid on a bond, expressed as a percentage of the face value

Synonym:

  • coupon percent rate
  • nominal yield
  • coupon rate

bond coupon interest terms

Model-Generated Definition:

A kind of interest payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Terms for payment of Interest on a Bond. These include terms for determining interest amounts, and terms for dates on which those amounts are to be paid.

Synonym:

bond coupon structure type

Model-Generated Definition:

A kind of contractual element. A valid occurrence satisfies the following necessary conditions:

Definition: A set of contractual terms defining the interest payments for a coupon of a bond, beginning with terms describing stepped or conditional coupon structures if these exist.

Synonym:

bond default event

Model-Generated Definition:

A kind of default event. A valid occurrence satisfies the following necessary condition:

Definition: Non payment of interest or non payment of debt principal when due.

Synonym:

bond default notification

Model-Generated Definition:

Definition: Notification of non payment of interest or non payment of debt principal when due.

Synonym:

bond equivalent yield

Model-Generated Definition:

A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:

Definition: Yield determined on an equivalent basis to the yield of another bond. This is used to be able to realistically compare prices between debt instruments across different markets.

Synonym:

bond exchange closing price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The price at close of trading on a given trading day on an exchange.

Synonym:

bond exchange high price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

Definition: The highest valuation over the period specified.

Synonym:

bond exchange last price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence may have the following properties:

Definition: The last (or most recent) valuation.

Synonym:

bond exchange low price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.

Synonym:

bond exchange opening price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence may have the following properties:

Definition: The value at the beginning of trading or opening of the market.

Synonym:

bond extraordinary redemption

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

Synonym:

bond fixed coupon

Model-Generated Definition:

Definition: a bond coupon that is defined as a fixed interest rate

Synonym:

bond fixed coupon terms

Model-Generated Definition:

A kind of coupon payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.

Synonym:

bond fixed coupon terms set

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.

Synonym:

bond future

Model-Generated Definition:

A kind of interest rate future. A valid occurrence may have the following properties:

Definition: A future instrument where the underlying is a bond.

Synonym:

bond future standardized terms set

Model-Generated Definition:

A kind of interest rate future standardized terms set. A valid occurrence may have the following properties:

Definition: A set of standard terms for bond futures contracts, as set out by the derivatives exchange. Bond Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

bond future underlying

Model-Generated Definition:

A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:

Definition: The Bond which is the underlying instrument of a Bond Future contract.

Synonym:

bond insurance (from package /Imported Ontologies/BondsCommon/bond insurance)

Model-Generated Definition:

A kind of insurance policy.

Definition: an insurance policy that a bond issuer purchases that guarantees the repayment of the principal and all associated interest payments to the bondholders in the event of default

Synonym:

bond insurance (from package /Imported Ontologies/Bonds Ontology/bond insurance)

Model-Generated Definition:

A kind of insurance policy.

Definition: an insurance policy that a bond issuer purchases that guarantees the repayment of the principal and all associated interest payments to the bondholders in the event of default

Synonym:

bond issuance programme

Model-Generated Definition:

A kind of debt issuance programme. A valid occurrence satisfies the following necessary condition:

Definition: a debt issuance programe under which an entity may, from time to time, issue bonds under the terms and conditions specified in the base prospectus for that programme

Synonym:

bond listing (from package /Imported Ontologies/BondsListings/bond listing)

Model-Generated Definition:

A kind of security listing.

Definition:

Synonym:

bond listing (from package /Imported Ontologies/Bonds Ontology/bond listing)

Model-Generated Definition:

A kind of security listing.

Definition:

Synonym:

bond market

Model-Generated Definition:

Definition:

Synonym:

bond maturity registrar (from package /Imported Ontologies/Bonds Issuer Variants/bond maturity registrar)

Model-Generated Definition:

Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue. The trustee under a bond contract often also acts as registrar.

Synonym:

bond maturity registrar (from package /Imported Ontologies/Bonds Ontology/bond maturity registrar)

Model-Generated Definition:

Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue. The trustee under a bond contract often also acts as registrar.

Synonym:

bond mid price

Model-Generated Definition:

Definition:

Synonym:

bond offering

Model-Generated Definition:

A kind of debt offering. A valid occurrence may have the following properties:

Definition: a debt offering of one or more bonds, as all or part of an issuance programme

Synonym:

bond offering with warrant

Model-Generated Definition:

A kind of bond offering. A valid occurrence satisfies the following necessary condition:

Definition: a bond offering where the issue includes a warrant; Further notes: ISO 10962 CFI definition is A bond that is issued together with one or more warrant(s) attached as part of the offer, the warrant(s) granting the holder the right to purchase a designated security, often the common stock of the issuer of the debt, at a specified price. Review notes: This need not be any specific type of bond. The warrant is used as a sweetener to encourage people to subscribe to a new bond issue. The Bond and the Warrant trade together as a unit (called "Bond Unit").

Synonym:

bond option

Model-Generated Definition:

A kind of debt derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:

Definition: An option on a traded futures contract for a Bond. When exercised, the holder exercises the right to buy the future on a Bond, s/he does not exercise the right to buy a bond.

Synonym:

bond option underlying

Model-Generated Definition:

Definition: The underlying on a Bond Option, which is the corresponding Bond Future contract on the same exchange.

Synonym:

bond option underlying transaction

Model-Generated Definition:

A kind of financial securities secondary market transaction and optional underlying transaction. A valid occurrence may have the following properties:

Definition: A transaction which is defined in a bond option contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying (in this case a bond) as defined in the option contract.

Synonym:

bond pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of Bonds.

Synonym:

bond principal repayment terms

Model-Generated Definition:

Definition: Terms for the repayment of the Principal on a Bond security.

Synonym:

bond principal repayment terms set

Model-Generated Definition:

Definition: Terms for the repayment of the Principal on a Bond security.

Synonym:

bond put redemption

Model-Generated Definition:

A kind of bond action and put action. A valid occurrence satisfies the following necessary condition:

Definition: Early redemption of a bond at the election of the bondholder subject to the terms and condition of the issue.

Synonym:

bond put redemption instruction

Model-Generated Definition:

Definition: Early redemption of a bond at the election of the bondholder subject to the terms and condition of the issue.

Synonym:

bond redemption payment

Model-Generated Definition:

A kind of contractually defined numerical parameter and timed parameter. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

bond trading context

Model-Generated Definition:

Definition:

Synonym:

bond underlying

Model-Generated Definition:

A kind of debt observable.

Definition:

Synonym:

bond variable coupon

Model-Generated Definition:

Definition: a bond coupon that is defined as a variable interest rate

Synonym:

bond variable coupon terms

Model-Generated Definition:

A kind of coupon payment terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

Synonym:

bond variable coupon terms set

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

Synonym:

bond with mandatory sinking fund (from package /Imported Ontologies/Bonds Ontology/bond with mandatory sinking fund)

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:

Definition: Bonds where the amortizing is via a sinking fund the details of which are mandated in the terms of the bond itself.

Synonym:

bond with mandatory sinking fund (from package /Imported Ontologies/BondsCashflowVariants/bond with mandatory sinking fund)

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:

Definition: Bonds where the amortizing is via a sinking fund the details of which are mandated in the terms of the bond itself.

Synonym:

bond with partial call (from package /Imported Ontologies/BondsCommon/bond with partial call)

Model-Generated Definition:

A kind of callable bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond with a feature whereby the issue can be partially called for amounts that are at the discretion of the issuer.

Synonym:

bond with partial call (from package /Imported Ontologies/Bonds Ontology/bond with partial call)

Model-Generated Definition:

A kind of callable bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond with a feature whereby the issue can be partially called for amounts that are at the discretion of the issuer.

Synonym:

bond with published sinking fund (from package /Imported Ontologies/BondsCashflowVariants/bond with published sinking fund)

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence may have the following properties:

Definition: Bonds where the amortizing is via a known and published schedule.

Synonym:

bond with published sinking fund (from package /Imported Ontologies/Bonds Ontology/bond with published sinking fund)

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence may have the following properties:

Definition: Bonds where the amortizing is via a known and published schedule.

Synonym:

bond with warrant (from package /Imported Ontologies/BondsCommon/bond with warrant)

Model-Generated Definition:

A kind of bond.

Definition: A bond issue where the issue includes a Warrant attached. This need not be any specific type of bond.

Synonym:

bond with warrant (from package /Imported Ontologies/Bonds Ontology/bond with warrant)

Model-Generated Definition:

A kind of bond.

Definition: A bond issue where the issue includes a Warrant attached. This need not be any specific type of bond.

Synonym:

BondCoupon

Model-Generated Definition:

Definition:

Synonym:

BondFixedCoupon

Model-Generated Definition:

Definition:

Synonym:

BondVariableCoupon

Model-Generated Definition:

Definition:

Synonym:

bonus issue

Model-Generated Definition:

A kind of capitalization issue. A valid occurrence satisfies the following necessary conditions:

Definition: Event in which security holders are awarded additional assets free of payment from the issuer in proportion to their holding. These may be from current profits or may be from accumulated reserves of the company.

Synonym:

bonus issue notification

Model-Generated Definition:

Definition: Notification of event in which security holders are awarded additional assets free of payment from the issuer in proportion to their holding.

Synonym:

bonus rights issue

Model-Generated Definition:

A kind of rights issue. A valid occurrence may have the following properties:

Definition: A Rights Issue in which the rights are given to the holders of the referenced shares for free.

Synonym:

bonus rights issue notification

Model-Generated Definition:

Definition: Notification of a Bonus Rights Issue, that is a Rights Issue in which the rights are given to the holders of the referenced shares for free.

Synonym:

bonus share plan distribution

Model-Generated Definition:

Definition: Event in which shares are issued from the Share Premium Reserve of the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications. SWIFT Definition (adapted above) "Typically found in Australia, shares are issued from the Share Premium Reserve of the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications." To be researches further. There are certainly Share Plans in Australia, where you can take a dividend as shares. Thewse would be in the nature of Bonus Shares. They are a tradeoff from cash dividends. Other terms to model: A "Scheme of Arrangment" - does this change the capital reserves or is it just another word for restructure. An arrangement with the company's debtors, and coule potentially change the capital base by converting the debt to shares (see other diagram note with these in).

Synonym:

bonus share plan distribution notification

Model-Generated Definition:

Definition: Notification of issue of shares from the Share Premium Reserve of the company.

Synonym:

borrower

Model-Generated Definition:

A kind of contract party and debtor. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a party to a debt instrument that is obligated to repay the amount borrowed (principal) with interest and other fees according to the terms of the instrument

Synonym:

borrower data protection requirement

Model-Generated Definition:

A kind of data protection requirement. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

borrower disclosure requirement

Model-Generated Definition:

A kind of disclosure requirement. A valid occurrence satisfies the following necessary conditions:

Definition:

Synonym:

borrower monthly income

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

Definition: total monthly qualifying income of the potential borrower

Synonym:

borrower ongoing dated facts

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Ongoing information about the borrower.

Synonym:

borrower right

Model-Generated Definition:

A kind of consumer right.

Definition:

Synonym:

borrowing capacity

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

Definition: an amount of money that an individual or organization can borrow

Synonym:

branch

Model-Generated Definition:

Definition: a part of a business organization or company, identified as a branch

Synonym:

branch of government

Model-Generated Definition:

A kind of government body.

Definition: a division of the government of a state, with separate and independent powers and areas of responsibility so that the powers of one branch are not in conflict with the powers associated with the other branches

Synonym:

bricks and mortar holding

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:

Definition: A holding of built property.

Synonym:

bridging loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

Synonym:

BRL-CDI

Model-Generated Definition:

Definition: the FpML floating interest index for BRL-CDI

Synonym:

broker

Model-Generated Definition:

Definition: any party that acts as an intermediary between a buyer and a seller, usually charging a commission

Synonym:

broker dealer

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: An entity which may become a primary investor in the issue. Term origin:MBS PoC Reviews

Synonym:

broker-dealer

Model-Generated Definition:

A kind of functional entity.

Definition: any party in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction

Synonym:

brokerage account

Model-Generated Definition:

A kind of investment account. A valid occurrence satisfies the following necessary conditions:

Definition: an account offered by a broker that allows the investor to deposit funds and place investment orders

Synonym:

brokerage firm

Model-Generated Definition:

Definition: a firm in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction

Synonym:

build america bond (from package /Imported Ontologies/Bonds Ontology/build america bond)

Model-Generated Definition:

A kind of municipal bond.

Definition: Taxable municipal securities issued through December 31, 2010 under the American Recovery and Reinvestment Act of 2009 (ARRA). BABs may be direct pay subsidy bonds or tax credit bonds.

Synonym:

build america bond (from package /Imported Ontologies/Bonds Issuer Variants/build america bond)

Model-Generated Definition:

A kind of municipal bond.

Definition: Taxable municipal securities issued through December 31, 2010 under the American Recovery and Reinvestment Act of 2009 (ARRA). BABs may be direct pay subsidy bonds or tax credit bonds.

Synonym:

building

Model-Generated Definition:

A kind of built property. A valid occurrence satisfies the following necessary conditions:

Definition: A discrete construction on its own foundations or pilings.

Synonym:

building sub unit

Model-Generated Definition:

A kind of built property.

Definition: A discrete subdivision of some Building.

Synonym:

building sub unit address fragment

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

Synonym:

built property

Model-Generated Definition:

A kind of discrete physical thing. A valid occurrence satisfies the following necessary condition:

Definition: Something which is constructed via construction methods; bricks and mortar.

Synonym:

bullet bond (from package /Imported Ontologies/Bonds Ontology/bullet bond)

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: a bond whose entire principal value is paid all at once on the maturity date, as opposed to amortizing the bond over its lifetime

Synonym:

bullet bond (from package /Imported Ontologies/BondsCashflowVariants/bullet bond)

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond where the principal is paid off in a single payment on the scheduled maturity date.

Synonym:

bullet redemption payment

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

bullion

Model-Generated Definition:

A kind of negotiable commodity. A valid occurrence may have the following properties:

Definition: Any precious metal.

Synonym:

bullion measurement unit

Model-Generated Definition:

A kind of unit of mass.

Definition: Units in which bullion may be measured.

Synonym:

bullion physical delivery

Model-Generated Definition:

A kind of commodity physical delivery. A valid occurrence may have the following properties:

Definition: Delivery of any precious metal.

Synonym:

BullionTypeSelection

Model-Generated Definition:

Definition: A type of bullion i.e. a metal which will be defined as a bullion commodity.

Synonym:

bundle of resources

Model-Generated Definition:

A kind of economic resource.

Definition:

Synonym:

business

Model-Generated Definition:

A kind of functional business entity. A valid occurrence satisfies the following necessary condition:

Definition: An organization or economic system where goods and services are exchanged for one another or for money. Every business requires some form of investment and enough customers to whom its output can be sold on a consistent basis in order to make a profit. Businesses can be privately owned, not-for-profit or state-owned. An example of a corporate business is PepsiCo, while a mom-and-pop catering business is a private enterprise.

Synonym:

business agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An agent which is capable of causing some business event or providing some service in a business context.

Synonym:

business agent context

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: A business process, work stream or other business area, in which various processes, actors, activities and so on are combined to achieve some business goal.

Synonym:

business center

Model-Generated Definition:

A kind of municipality.

Definition: a municipality where business is conducted, especially one that is considered a financial center

Synonym:

business center code

Model-Generated Definition:

A kind of geographic region identifier. A valid occurrence satisfies the following necessary conditions:

Definition: a code used to denote a municipality or business center

Synonym:

business center code set

Model-Generated Definition:

A kind of code set.

Definition: the coding scheme used to define a set of codes for municipalities or business centers

Synonym:

business day adjustment

Model-Generated Definition:

A kind of convention. A valid occurrence satisfies the following necessary conditions:

Definition: a convention that specifies what happens when a date falls on a day that is a weekend or a holiday in one or more business centers

Synonym:

business day adjustment code

Model-Generated Definition:

A kind of code element. A valid occurrence satisfies the following necessary conditions:

Definition: a code used to denote convention for specifying what happens when a date falls on a day that is weekend or holiday in some municipality or business center

Synonym:

business day convention

Model-Generated Definition:

A kind of convention.

Definition: a convention that enumerates the possible ways to handle a date that falls on a weekend or holiday

Synonym:

business entity

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entity that is formed and administered as per commercial law in order to engage in business activities

Synonym:

business function referent

Model-Generated Definition:

A kind of synechdocal thing. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

Synonym:

business goal

Model-Generated Definition:

A kind of goal.

Definition: A Goal is a state or condition of the enterprise to be brought about or sustained through appropriate Means.

Synonym:

business identifier code

Model-Generated Definition:

A kind of code element and organization identifier. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: an international identifier for financial and non-financial institutions used to facilitate automated processing of information for financial services

Synonym:

  • business entity identifier
  • bank identifier code
  • SWIFT-BIC
  • SWIFT code
  • SWIFT ID

business identifier code data record

Model-Generated Definition:

A kind of business registry entry. A valid occurrence satisfies the following necessary condition:

Definition: an entry in a registry that conforms to ISO 9362:2014 for the mananagement of BIC codes and related registration information

Synonym:

business identifier code scheme

Model-Generated Definition:

A kind of code set and organization identification scheme. A valid occurrence satisfies the following necessary condition:

Definition: a scheme that specifies the elements of a unique business identifier code (BIC) scheme to identify financial and non-financial institutions used to facilitate automated processing of information for financial services

Synonym:

business license

Model-Generated Definition:

A kind of license. A valid occurrence satisfies the following necessary conditions:

Definition: a license that allows the holder to conduct business or carry out a specific profession within some jurisdiction for some period of time

Synonym:

business objective

Model-Generated Definition:

A kind of objective.

Definition: an objective that reflects the strategic goals and direction of a business

Synonym:

business party prefix

Model-Generated Definition:

A kind of code element and organization identifier. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a four-character (4 alphanumeric) code associated with the individual institution or business

Synonym:

  • institution code
  • bank code

business party suffix

Model-Generated Definition:

A kind of code element. A valid occurrence satisfies the following necessary conditions:

Definition: a two-character (2 alphanumeric) code associated with the individual institution or business

Synonym:

business recurrence interval

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary condition:

Definition: a recurrence interval that is specified using a business recurrence interval convention

Synonym:

business recurrence interval convention

Model-Generated Definition:

A kind of convention.

Definition: a convention for modeling recurring days, such as the end of the month, a particular day of the month, a day of the week, or more specifically, a t-bill auction date

Synonym:

business register identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary conditions:

Definition: an identifier that uniquely identifies a business register, such as a register identified by the Global Legal Entity Identifier Foundation (GLEIF) registration authorities list

Synonym:

business registration authority

Model-Generated Definition:

A kind of registration authority. A valid occurrence satisfies the following necessary conditions:

Definition: a registration authority that is responsible for maintaining a registry of business entities

Synonym:

business registry

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

Definition: a registry for registering and maintaining information about business entities

Synonym:

business registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in a business registry

Synonym:

business requirement

Model-Generated Definition:

A kind of requirement.

Definition: A requirement driven by business imperatives.

Synonym:

business rule

Model-Generated Definition:

A kind of rule.

Definition: A rule which applies in some business context. Includes operations rules, regulatory rules and so on.

Synonym:

business site

Model-Generated Definition:

A kind of physical site.

Definition: An address from which a business entity carries out its business, such as a shop or offices. This is the address which is generally shown on advertising by that company.

Synonym:

business strategy

Model-Generated Definition:

A kind of strategy. A valid occurrence satisfies the following necessary condition:

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific business goal.

Synonym:

buyer

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a party that acquires, or agrees to acquire, ownership (in case of goods), or benefit or usage (in case of services), in exchange for money or other consideration under a contract of sale

Synonym:

  • buyer
  • purchaser

bylaw

Model-Generated Definition:

A kind of law.

Definition: Corporate bylaws are typically called Articles of Association in the United Kingdom, or Articles of Incorporation in the United States. In government usage, the term bylaws is used to describe laws, orders, regulations, rules, etc., made by a ministry, local authority (a municipality, for example), or public corporation, in accordance with the powers conferred by or delegated under a statue (called the parent act).

Synonym:

  • delegated legislation
  • byelaws

C
c b o deal

Model-Generated Definition:

Definition: An issue of Collateralized Bond Obligation notes.

Synonym:

c b o instrument

Model-Generated Definition:

A kind of cash c d o tranche.

Definition: A multitranche debt structure similar in some respects to a collateralized mortgage obligation (CMO) structure. Typically low-rated bonds rather than mortgages serve as the collateral. The organization creating and promoting the structure usually holds the underlying equity and may also collect a fee.

Synonym:

c d o cashflow treatment structure

Model-Generated Definition:

A kind of method.

Definition: The way in which cash flows are handled in a CDO.

Synonym:

c d o deal

Model-Generated Definition:

A kind of collateralized obligation deal. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An Issue of a set of CDO tranches as part of an offering to the market.

Synonym:

c d o issuing party

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

Definition: The party which issues the CDO on behalf of the sponsor. This is identified as being a Special Purpose Vehicle (SPV) set up specifically to issue the CDO. A CDO has a sponsoring organization, which establishes a special purpose vehicle to hold collateral and issue securities. Sponsors can include banks, other financial institutions or investment managers, as described below. Expenses associated with running the special purpose vehicle are subtracted from cash flows to investors. Often, the sponsoring organization retains the most subordinate equity tranch of a CDO.

Synonym:

c d o management style

Model-Generated Definition:

A kind of method.

Definition: The manner in which reference assets are managed during the life of a CDO.

Synonym:

c d o note

Model-Generated Definition:

A kind of structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Collateralized Debt Obligation. This is a type of asset-backed security and is constructed from a portfolio of fixed income assets including corporate loans and mortgage backed securities. A special purpose vehicle (SPV) issues notes to investors in order to raise funds that are invested in a portfolio of those fixed income assets, held by the SPV as collateral for the notes. Further notes: Collateralized Debt Obligation, for example, ABS CDO which consists of a portfolio of different ABS bonds, and the payments to the holders of these trust certificates are derived from the cash flows of the ABS bonds. This CDO instrument is part of a CDO issue, consisting of individual CDO instruments of a given seniority. Often referred to as tranches and slices (Investopedia). Investopedia: Similar in structure to a collateralized mortgage obligation (CMO) or collateralized bond obligation (CBO), CDOs are unique in that they represent different types of debt and credit risk. In the case of CDOs, these different types of debt are often referred to as 'tranches' or 'slices'. Each slice has a different maturity and risk associated with it. The higher the risk, the more the CDO pays. Further details: Collateralized Debt obligations are securitized interests in pools of - generally non-mortgage - assets. Assets - called collateral - usually comprise loans or debt instruments. A CDO may be called a collateralized loan obligation (CLO) or collateralized bond obligation (CBO) if it holds only loans or bonds, respectively. Investors bear the credit risk of the collateral. Multiple tranches of securities are issued by the CDO, offering investors various maturity and credit risk characteristics.

Synonym:

c d o origination objective

Model-Generated Definition:

A kind of objective.

Definition: The origin or motivation behind a CDO issue.

Synonym:

c d o pool

Model-Generated Definition:

Definition: A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments.

Synonym:

c d o portfolio

Model-Generated Definition:

A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:

Definition: A portfolio in which the reference assets of the CDO are held.

Synonym:

c d o portfolio manager

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: The portfolio manager for a managed CDO or arbitrage CDO (also called an asset manager). This assumes that the role is the same in both cases.

Synonym:

c d o portfolio trustee

Model-Generated Definition:

A kind of trustee.

Definition:

Synonym:

c d o reference obligation

Model-Generated Definition:

A kind of credit default swap reference obligation. A valid occurrence satisfies the following necessary condition:

Definition: A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO.

Synonym:

c d o securitization process

Model-Generated Definition:

Definition:

Synonym:

c d o squared deal

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: An issue of CDO Squared notes.

Synonym:

c d o squared instrument

Model-Generated Definition:

A kind of c d o note.

Definition: CDOs where the underlying asset pool is CDOs.

Synonym:

c l o

Model-Generated Definition:

A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

c l o deal

Model-Generated Definition:

Definition: An issue of Collateralized Loan Obligations.

Synonym:

c m o deal

Model-Generated Definition:

Definition: An issue of Collateralized mortgaged Obligations.

Synonym:

CAD-BA-CDOR

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-BA-CDOR

Synonym:

CAD-BA-CDOR-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-BA-CDOR-Bloomberg

Synonym:

CAD-BA-ISDD

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-BA-ISDD

Synonym:

CAD-BA-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-BA-Reference Banks

Synonym:

CAD-BA-Reuters

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-BA-Reuters

Synonym:

CAD-BA-Telerate

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-BA-Telerate

Synonym:

CAD-CORRA-OIS-COMPOUND

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-CORRA-OIS-COMPOUND

Synonym:

CAD-ISDA-Swap Rate

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-ISDA-Swap Rate

Synonym:

CAD-LIBOR-BBA

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-LIBOR-BBA

Synonym:

CAD-LIBOR-BBA-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-LIBOR-BBA-Bloomberg

Synonym:

CAD-LIBOR-BBA-SwapMarker

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-LIBOR-BBA-SwapMarker

Synonym:

CAD-LIBOR-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-LIBOR-Reference Banks

Synonym:

CAD-REPO-CORRA

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-REPO-CORRA

Synonym:

CAD-TBILL-ISDD

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-TBILL-ISDD

Synonym:

CAD-TBILL-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-TBILL-Reference Banks

Synonym:

CAD-TBILL-Reuters

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-TBILL-Reuters

Synonym:

CAD-TBILL-Telerate

Model-Generated Definition:

Definition: the FpML floating interest index for CAD-TBILL-Telerate

Synonym:

calculated date (from package /Imported Ontologies/Time/calculated date)

Model-Generated Definition:

A kind of determined date.

Definition: A Date which is calculated according to some defined formula or calculation method. The results of such calculation are not known in the present, e.g. one or more parameters for the calculation are not yet known.

Synonym:

calculated date (from package /Imported Ontologies/Financial Dates Ontology/calculated date)

Model-Generated Definition:

A kind of date. A valid occurrence may have the following properties:

Definition: a date that is or will be calculated in some way

Synonym:

calculated date offset

Model-Generated Definition:

Definition:

Synonym:

calculated payout commitment

Model-Generated Definition:

Definition:

Synonym:

calculated price

Model-Generated Definition:

A kind of monetary price. A valid occurrence satisfies the following necessary condition:

Definition: a monetary price determined by a formula

Synonym:

calculated time offset

Model-Generated Definition:

A kind of determined temporal thing and time offset. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

calculation agent

Model-Generated Definition:

Definition: The entity which carries out the valuation of an underlying asset, or from which the valuation of the underlying is to be taken.

Synonym:

calculation agent adjustment method

Model-Generated Definition:

Definition: The calculation agent has the right to adjust the terms following a corporate event

Synonym:

calculation formula

Model-Generated Definition:

A kind of formula.

Definition: a mathematical formula that transforms one or more inputs into an amount or number of something

Synonym:

calculation period

Model-Generated Definition:

A kind of date period. A valid occurrence may have the following properties:

Definition: a date period defined as the number of days from the start of the calculation period to the scheduled end date of the period

Synonym:

calculation period length

Model-Generated Definition:

A kind of explicit duration.

Definition: an explicit duration defined as the number of days from the adjusted effective or start date to the adjusted termination or end date calculated in accordance with the applicable day count fraction

Synonym:

calendar day

Model-Generated Definition:

Definition: the period from one midnight to the following midnight.

Synonym:

calendar day type

Model-Generated Definition:

A kind of day type.

Definition: When calculating the number of days between two dates the count includes all calendar days.

Synonym:

calendar period

Model-Generated Definition:

A kind of time interval.

Definition: an enumeration that indicates whether a CalendarSpecifiedDate is figured with respect to a calendar week, a calendar month, a calendar quarter, or a calendar year

Synonym:

calendar specified interval

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary conditions:

Definition: a RecurrenceInterval that is specified as the nth day of some CalendarPeriod (such as a calendar month), and a TimeDirection (forward from the beginning of the month, or backwards from the end).

The nth day is an ordinal number, not a cardinal number. '1' means the first day of the calendar period.

Synonym:

calendar temporal unit

Model-Generated Definition:

A kind of temporal unit.

Definition: A Temporal Unit (measure of time) which is to be found in a regular calendar, i.e. a day, month etc., as distinct from units with additional parameters such as business days.

Synonym:

call action

Model-Generated Definition:

Definition: Note this is an Issuer action.

Synonym:

call event

Model-Generated Definition:

Definition: an event associated with the call schedule for a debt instrument

Synonym:

call feature

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a redemption provision defining the rights of the issuer to buy back a security at a call price after a call protection period

Synonym: call provision

call meeting

Model-Generated Definition:

Definition:

Synonym:

call notification provision

Model-Generated Definition:

A kind of notification provision. A valid occurrence may have the following properties:

Definition: a provision of a call feature defining notification requirements

Synonym:

call option buyer

Model-Generated Definition:

A kind of option buyer.

Definition: The Party which is the buyer of the Call Option. This party has the option but not the obligation to transact as the Buyer of the Option Underlying.

Synonym:

call option contract

Model-Generated Definition:

A kind of option. A valid occurrence satisfies the following necessary conditions:

Definition: Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the obligation of delivering the assets specified should the buyer exercise his option.

Synonym:

call option type

Model-Generated Definition:

A kind of option type.

Definition:

Synonym:

call option writing party

Model-Generated Definition:

Definition: The Party which is the writer of the Call Option. This party has the obligation to transact as the Seller of the Option Underlying.

Synonym:

call premium

Model-Generated Definition:

A kind of monetary price.

Definition: the price over par paid by an issuer to redeem securities when exercising a call provision

Synonym:

call price

Model-Generated Definition:

A kind of monetary price.

Definition: a price at which an asset is transactioned in the event of a call

Synonym: redemption price

call schedule

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

Definition: a schedule of call prices and when they are in effect

Synonym:

call type

Model-Generated Definition:

A kind of method.

Definition: Way in which a call will be executed, which is by Lottery or Pro-Rata.

Synonym:

call window

Model-Generated Definition:

A kind of date period.

Definition: an explicit period of time prior to a call date during which an issuer or agent must give notice to holders

Synonym:

callable bond (from package /Imported Ontologies/Bonds Ontology/callable bond)

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a bond giving the issuer the right to buy it back at the call price after the call protection period

Synonym:

callable bond (from package /Imported Ontologies/BondsCommon/callable bond)

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: a bond giving the issuer the right to buy it back at the call price after the call protection period

Synonym:

callable convertible bond (from package /Imported Ontologies/BondsCommon/callable convertible bond)

Model-Generated Definition:

Definition: A Convertible Bond which is also callable.

Synonym:

callable convertible bond (from package /Imported Ontologies/Bonds Ontology/callable convertible bond)

Model-Generated Definition:

Definition: a convertible bond that is also callable

Synonym:

Canadian consumer price index

Model-Generated Definition:

A kind of consumer price index. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing a measure of changes over time in the prices of a fixed basket of consumer goods and services that Canadian private households consume

Synonym:

Canadian Dollar Offered Rate

Model-Generated Definition:

Definition: a daily interbank offered rate based on the trimmed arithmetic average of the rates at which CDOR submitters would be willing to lend funds for specific terms-to-maturity against the primary market issuance of Banker's Acceptances to clients with existing credit facilities that reference CDOR (i.e. bid-side rates of the primary BA market)

Synonym:

Canadian households consumers universe

Model-Generated Definition:

A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • has member at least one occurrence of (Unnamed Class).

Definition: a statistical universe consisting of all private households in Canada, with the exception of soldiers on military bases, people living on First Nations reserves, institutionalized persons, and households living in the rural areas of the three northern territories

Synonym:

Canadian producer price index

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary condition:

Definition: an economic indicator representing a measure of the change over time in the prices of a fixed-basket of domestic producer goods and services

Synonym:

canary exercise convention (from package /Imported Ontologies/ExerciseConventions/canary exercise convention)

Model-Generated Definition:

Definition:

Synonym:

canary exercise convention (from package /Imported Ontologies/Exercise Conventions Ontology/canary exercise convention)

Model-Generated Definition:

Definition: an exercise/call convention that stipulates that the option may only be exercised on predetermined dates, until the first step is reached, but not after that point

Synonym:

cancellation of shares

Model-Generated Definition:

Definition: The cancellation of shares. Further Notes Only possible with shares not publicly issued i.e. treasury shares

Synonym:

cap determination

Model-Generated Definition:

Definition: The Strike rate is to be subtracted from the Observable rate on the reset date, to determine the settlement amount. This is incorrect. Cap applies to borrower. the Cap is the max amount I will pay to borrow. I take a capped rate. I am the buyer of the option. The market rate this time is higher than the capped rate. You as the seller of the option will pay me thedifference bwteen the capped rate and the market reate. If the market rate is lower than the capped rate no one pays anything because I will not exercise my right to that capped rate. So no money changes hands at settlement. Then: capped Loan: What I would be paying would be interest at the market rate if the market rate is lower, but if the market rate is higher then I would pay interest at the capped rate. This is the difference between a cap as a loan or as a cash settled thing. These represent different kinds of contract: Non loan one: Cap talks of settlement being difference between the market rate and the strike rate. This is cash settled. Name: "Cap" Loan one: Cap talks about a maximum interest rate payable by the holder, so the holder pays an amount each time, up to a maximum which is the Cap rate. Name: "Capped Loan" What manner of thin is this? A loan. Its ancestors are not OTC derivatives contracts thet are Loan.

Synonym:

cap loan

Model-Generated Definition:

A kind of loan contract.

Definition:

Synonym:

cap or floor determination

Model-Generated Definition:

A kind of method.

Definition: Whether a given thing is treated as a Cap (something goes no higher than this amount) or as a Floor (something goes no lower than this).

Synonym:

capability

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A capability represents the ability to perform a particular type of work and may involve people with particular skills and knowledge, intellectual property, defined practices, operating facilities, tools and equipment.

Synonym:

capital

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: money and other property of a corporation or other enterprise used in transacting its business

Synonym:

capital distribution

Model-Generated Definition:

Definition: An action in which capital of the issuing company is distributed. Trem Orign:SME Reviews

Synonym:

capital distribution notification

Model-Generated Definition:

Definition: Notification of an action in which capital of the issuing company is distributed.

Synonym:

capital productivity, based on value added

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of value added to a quantity index of capital input

Synonym:

capital reserves distribution

Model-Generated Definition:

Definition: Distribution of capital reserves of the issuing company. Further Notes Distribution comes from earnings and reduces the capital base. REVIEW: How does this differ from CAPG? That is, does this scenario exist outside of funds capital gains distribution?

Synonym:

capital reserves distribution notification

Model-Generated Definition:

Definition: Notification of distribution of capital reserves of the issuing company.

Synonym:

capital surplus

Model-Generated Definition:

A kind of paid-in capital.

Definition: capital contributed in excess of of the par value (stated value) of the ownership interest issued

Synonym:

capital-labor multifactor productivity (MFP), based on value added

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of value added to a quantity index of combined labor and capital input

Synonym:

capital-labor-energy-materials multifactor productivity

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of gross output to a quantity index of combined inputs

Synonym: KLEMS multifactor productivity

capitalization issue

Model-Generated Definition:

Definition: A general kind of issue which increases the capital base of the company. Other kinds of issue: Like a Bonus Issue except that it would increase the capital. There could be several events which could be considered as Capitalization Issues. 25 May Later research: Scrip or Bonus issue is seen to be synonymous with this but more accurate. However, we question this - if you have the chance to purchase shares at a particular price (which is a right) would extend the definition of .. 20 July: this could have a broader meaning than Capital reserves Distribution It would include distribution of capital and trying to raise capital by additional capital injection Example: If the company issues bonds, that also changes the capital base. Now to change the capital base, there are two directions, up or down. Bonus issue falls into the above because you are increasing the capital base. A rights issue also increateses the capital base. Distributions of capital has the opposite effect. Paying out cash to reduce those items that are in your reserves. the reserves are greater than you need so you pay out cash on those. Labeling: capitalization implies the creation of capital so only suggests an increase the capital base

Synonym:

capitalization issue notification

Model-Generated Definition:

Definition: Notification of an issue which increases the capital base of the company.

Synonym:

cash

Model-Generated Definition:

Definition: Something that is widely accepted in payment for goods and services and in settling debts.

Synonym:

cash a b s pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of cash ABS instruments.

Synonym:

cash and securities response

Model-Generated Definition:

Definition: Response is to take a distribution of both securities and cash as offered.

Synonym:

cash asset backed security instrument

Model-Generated Definition:

A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An asset-backed security is a type of bond or note that is based on pools of assets, or collateralized by the cash flows from a specified pool of underlying assets. Assets are pooled to make otherwise minor and uneconomical investments worthwhile, while also reducing risk by diversifying the underlying assets.

Synonym:

cash balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary conditions:

Definition: A balance of cash. This is identified as an amount of cash which is denominated with a currency.

Synonym:

cash c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: A CDO which has an uderlying portfolio of assets which are held by the issuer.

Synonym:

cash c d o tranche

Model-Generated Definition:

A kind of c d o note and cash structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

Synonym:

cash call option

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Option to purchase cash at an agreed rate on an agreed date.

Synonym:

cash closeout

Model-Generated Definition:

A kind of forward delivery terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Closeout of the contract in the form of the cash equivalent of the asset or commodity rather than the underlying asset or commodity itself.

Synonym:

cash currency

Model-Generated Definition:

A kind of promissory note. A valid occurrence satisfies the following necessary condition:

Definition: Money in the form of promissory notes issued by some central bank.

Synonym:

cash disbursement response message

Model-Generated Definition:

Definition: Notification of response opting to take cash.

Synonym:

cash dividend event

Model-Generated Definition:

Definition: Distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends are recurring and regular. Shareholder must take cash and is not offered a choice in the form of distribution.

Synonym:

cash dividend notification

Model-Generated Definition:

Definition:

Synonym:

cash instrument

Model-Generated Definition:

Definition: a financial instrument whose value is determined by the market and that is readily transferable (highly liquid)

Synonym:

cash issuer

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The issuer and underwriter of cash. This takes the form of some Central Bank.

Synonym:

cash or nothing payout commitment

Model-Generated Definition:

Definition: A commitment to pay out on a binary option, as cash or nothing.

Synonym:

cash out status

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating the extent to which funds are released to the borrower on a new loan origination that is refinancing an existing loan

Synonym:

cash put option

Model-Generated Definition:

Definition: Option to sell cash at an agreed rate on an agreed date.

Synonym:

cash response

Model-Generated Definition:

Definition: Response is to take cash.

Synonym:

cash settled forward contract

Model-Generated Definition:

A kind of commodity forward contract. A valid occurrence satisfies the following necessary condition:

Definition:

Synonym:

cash structured finance instrument

Model-Generated Definition:

A kind of bond and structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A structured finance instrument with a real asset underlying.

Synonym:

cash structured finance instrument pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of cash structured finance instruments.

Synonym:

cash structured finance instrument price

Model-Generated Definition:

A kind of debt security price.

Definition: When the price is above a certain level (70), you get a quote in reference to an index e.g. LIBOR+50bp i.e. the yield. When you get below a certain price you get a quote such as 65c to a dollar. Percentage? not seen. Would be a whole number, interpreted as c/$

Synonym:

cashflow c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: A cash-flow CDO is analogous to a CMO. Cash flows from collateral are used to pay principal and interest to investors. If such cash flows prove inadequate, principal and interest is paid to tranches according to seniority. At any point in time, all immediate obligations to a given tranch are met before any payments are made to less senior tranches.

Synonym:

cashflow commitment

Model-Generated Definition:

Definition: A legal or contractual commitment to some cash flows in the future.

Synonym:

cashflow expression

Model-Generated Definition:

A kind of expression.

Definition: an expression that specifies a calculation of a cash flow as a component of a cashflow formula

Synonym:

cashflow formula

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

Definition: a formula for determining cashflows for a derivative instrument

Synonym:

cashflow structure

Model-Generated Definition:

Definition: The source of funds for the CDO is cashflow. this means that cash flows from collateral are used to pay principal and interest to investors.

Synonym:

cashflow terms

Model-Generated Definition:

Definition: terms setting out a cashflow structure of payments committed to by one party to a contract

Synonym:

catalog

Model-Generated Definition:

A kind of publication. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a list of goods and/or services available for sale with their description and possibly prices, published as a printed or electronic document (e-catalog)

Synonym:

CDOTrancheSenioritySelection

Model-Generated Definition:

Definition: The seniority of a tranche of a CDO issue.

Synonym:

central bank

Model-Generated Definition:

A kind of bank and monetary authority. A valid occurrence may have the following properties:

Definition: a financial institution that is the monetary authority and major regulatory bank for a country (or group of countries)

Synonym:

central counterparty clearing house

Model-Generated Definition:

A kind of clearing house.

Definition: a clearing house that helps facilitate trading in derivatives and equities markets

Synonym:

central securities depository

Model-Generated Definition:

Definition: a functional entity that provides a central point for depositing financial instruments ('securities'), for example bonds and shares

Synonym:

certificate

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

Definition: Some formal written document prepared by some party which is typically regarded as an authority in the subject matter, setting out some formal position in respect of some other party, which may be used by that party as a point of reference about that subject matter to the world at large.

Synonym:

certificate of deposit

Model-Generated Definition:

A kind of cash instrument. A valid occurrence satisfies the following necessary conditions:

Definition: a cash instrument associated with a time deposit account that cannot be withdrawn for a certain "term" or period of time.

Synonym:

certificate of obligation (from package /Imported Ontologies/Bonds Ontology/certificate of obligation)

Model-Generated Definition:

A kind of municipal security.

Definition: A Certificate of Obligation is a form of debt available to governing councils in case of emergency – a God-created catastrophe – that needs immediate action without time for voter referendum. For example, when a hurricane destroys the police and emergency services building, there is no time to go through the process of voter referendum. The local council must be able to borrow the money to set up provisional buildings and necessary equipment for police and emergency services so that the community is served in continuity.

Synonym:

certificate of obligation (from package /Imported Ontologies/Bonds Issuer Variants/certificate of obligation)

Model-Generated Definition:

A kind of municipal security.

Definition: A Certificate of Obligation is a form of debt available to governing councils in case of emergency – a God-created catastrophe – that needs immediate action without time for voter referendum. For example, when a hurricane destroys the police and emergency services building, there is no time to go through the process of voter referendum. The local council must be able to borrow the money to set up provisional buildings and necessary equipment for police and emergency services so that the community is served in continuity.

Synonym:

certificate of participation (from package /Imported Ontologies/Bonds Ontology/certificate of participation)

Model-Generated Definition:

A kind of municipal security.

Definition: An instrument evidencing a pro rata share in a specific pledged revenue stream, usually lease payments by the issuer that are typically subject to annual appropriation. The certificate generally entitles the holder to receive a share, or participation, in the payments from a particular project. The payments are passed through the lessor to the certificate holders. The lessor typically assigns the lease and the payments to a trustee, which then distributes the payments to the certificate holders.

Synonym:

certificate of participation (from package /Imported Ontologies/Bonds Issuer Variants/certificate of participation)

Model-Generated Definition:

A kind of municipal security.

Definition: An instrument evidencing a pro rata share in a specific pledged revenue stream, usually lease payments by the issuer that are typically subject to annual appropriation. The certificate generally entitles the holder to receive a share, or participation, in the payments from a particular project. The payments are passed through the lessor to the certificate holders. The lessor typically assigns the lease and the payments to a trustee, which then distributes the payments to the certificate holders.

Synonym:

change in details notification

Model-Generated Definition:

A kind of corporate event or action communication. A valid occurrence satisfies the following necessary condition:

Definition: Information regarding a generic change, eg, change in the terms of an issue, change in the identification of a security, change of board lot, change from global to definitive.

Synonym:

change of security trading status event

Model-Generated Definition:

A kind of corporate change of status event. A valid occurrence satisfies the following necessary condition:

Definition: An event in which the trading status of a tradable security changes.

Synonym:

change of state event

Model-Generated Definition:

Definition: Some event relating to some change of state.

Synonym:

change to smallest negotiable unit

Model-Generated Definition:

A kind of information action.

Definition: Modification of the smallest negotiable unit of shares in order to obtain a new negotiable unit. SWIFT:SMAL

Synonym:

Charge

Model-Generated Definition:

A kind of Dimension.

Definition:

Synonym:

charge cateogry

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating what a charge is for (e.g. closing costs, interest)

Synonym:

chartered legal person

Model-Generated Definition:

A kind of legal entity.

Definition: a legal person created by a royal charter or decree

Synonym:

CHF USD-Basis Swaps-11:00-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for CHF USD-Basis Swaps-11:00-ICAP

Synonym:

CHF-3M LIBOR SWAP-CME vs LCH-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-CME vs LCH-ICAP

Synonym:

CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg

Synonym:

CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP

Synonym:

CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg

Synonym:

CHF-6M LIBOR SWAP-CME vs LCH-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-6M LIBOR SWAP-CME vs LCH-ICAP

Synonym:

CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP

Synonym:

CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg

Synonym:

CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg

Synonym:

CHF-Annual Swap Rate

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-Annual Swap Rate

Synonym:

CHF-Annual Swap Rate-11:00-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-Annual Swap Rate-11:00-ICAP

Synonym:

CHF-Annual Swap Rate-Reference Banks

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-Annual Swap Rate-Reference Banks

Synonym:

CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP

Synonym:

CHF-ISDAFIX-Swap Rate

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-ISDAFIX-Swap Rate

Synonym:

CHF-LIBOR-BBA

Model-Generated Definition:

Definition: the FpML floating interest index for CHF-LIBOR-BBA

Synonym:

CHF-LIBOR-BBA-Bloomberg

Model-Gener