Tag: core-finance
Concepts
- Active and Semi-Transparent ETFs
- Adjusting Price History for a Rights Issue
- Adjusting Volume and Shares Outstanding Data
- ADRs and Cross-Listings
- AML Red Flags and Suspicious Activity Reports
- Appraisal-Based Property Indices and Smoothing
- Authorised Participants and the AP Agreement
- Benchmark Selection and Style Drift
- Beneficial Ownership Thresholds: 13D vs 13G
- Bond ETFs and Price Discovery in Stress
- Breaking the Buck and MMF Liquidity Fees
- Bretton Woods and the Nixon Shock
- Broken-Date Forwards and Forward Point Interpolation
- Cap Rate Spreads and Valuation Cycles
- Cash Creates vs In-Kind Creates
- Circuit Breakers and Trading Halts
- Clearing Members and Client Clearing
- Closed-End Fund Discounts
- CMBS Structure and Special Servicing
- Collective Action Clauses and Holdout Creditors
- Commercial Property Types and Their Cycles
- Commodity ETPs and Contango Drag
- Corporate Action Announcement Standards
- Corporate Action Data Feeds and the Golden Copy
- Counterparty Risk and Collateral in Synthetic ETFs
- Covered-Call and Buffer ETFs
- CRE Debt Metrics: LTV, DSCR and Debt Yield
- Creation Baskets and Custom Baskets
- Cum-Ex and Cum-Cum Dividend Trades
- Currency Codes and Quote Direction
- Currency-Hedged ETF Share Classes
- Day Count Conventions
- Decimalisation and Fractional Pricing
- Default, Restructuring and Bankruptcy
- Deferred Tax Assets and Liabilities
- Defined Benefit vs Defined Contribution Pensions
- Depreciation and Amortization
- Direct Property vs Listed Real Estate
- Discount Rate Choice for Pension Liabilities
- Due Bills and Late Ex-Dates
- EM Inflation Targeting and Central Bank Credibility
- EMIR and MiFIR Transaction Reporting
- End-of-Day Rebalancing Flows of Leveraged ETFs
- Entitlements, Record Dates and the Settlement Lag
- ETF Closures and Liquidation Risk
- ETF Total Cost of Ownership
- ETNs and Issuer Credit Risk
- Exchange Consolidation and Vertical Silos
- Exchange Listing Standards and Market Tiers
- Expert Networks and the Mosaic Theory
- FFO and AFFO for REITs
- Fiscal Policy and Government Deficits
- Floating Rate Notes
- Follow-On Offerings and ATM Programs
- Form 13F: What Must Be Reported
- Form PF and Private Fund Reporting
- Founder Share Classes and Fee Breaks
- Free Float and Shares Outstanding
- Full Replication vs Optimised Sampling
- Fund of Funds and Fee Layering
- Funded vs Unfunded Swap ETF Structures
- Contract Specifications and Delivery
- The Futures-Forward Convexity Bias
- Gifts, Entertainment and Anti-Bribery Rules
- Global Custody and Sub-Custodian Networks
- Goodwill and Intangible Assets
- How Exchanges Make Money
- IMF Programs and Conditionality
- iNAV and Intraday Indicative Value
- Information Barriers and Chinese Walls
- Initial Margin and Variation Margin at a CCP
- Instrument, Issuer and Listing Hierarchies
- Jensen's Free Cash Flow Hypothesis
- KYC and Customer Due Diligence
- Leases and Off-Balance-Sheet Obligations
- Legal Entity Identifiers
- Lock-Ups, Notice Periods and Redemption Frequency
- Managed Accounts vs Commingled Funds
- Mandatory, Voluntary and Mandatory-With-Choice Events
- Master-Feeder and Offshore Fund Structures
- How Monetary Policy Transmits to Markets
- Money Market Funds and Breaking the Buck
- Money Market Funds and the Stable NAV
- Monotone Convex Interpolation for Curves
- Multilateral Netting and Its Benefits
- Mutual Fund Capital Gains Distributions
- NRSRO Status and Rating Agency Regulation
- Private Equity Exit Routes and Dual-Track Processes
- Pence vs Pounds: The Minor Currency Unit Trap
- Pension Funding Ratios and Surplus Volatility
- Pension Risk Transfer: Buy-Ins and Buyouts
- Performance Fee Crystallisation and Equalisation
- The Piotroski F-Score
- Political Risk and Election Cycles
- Primary Listing vs Composite Tickers
- Private Fund Structures and the J-Curve
- Golden Source and Reference Data Lineage
- Regulation FD and Selective Disclosure
- Regulation NMS and the NBBO
- REIT NAV Premiums and Discounts
- Rent Rolls, WALT and Tenant Credit
- Residual Income Valuation
- Residual Land Value and Development Appraisal
- Return of Capital vs Ordinary Dividend
- Revenue Recognition
- Rights Issues
- Rule 10b5-1 Trading Plans
- Section 16 and Form 4 Insider Reporting
- Securities Lending Revenue Inside ETFs
- Seed Capital and ETF Launch Economics
- Self-Regulatory Organisations and FINRA
- Sell Side vs Buy Side
- Settlement Discipline and Fail Penalties
- Share Class Mapping and Line Selection
- Share Classes and Voting Rights
- Short Position Disclosure Regimes
- Short Squeezes and Stock Recalls
- Sidecars and Industry Loss Warranties
- Smart Beta and Factor ETF Construction
- Solvency II and the Standard Formula
- Where Tracking Error Comes From
- Sovereign Default and Restructuring Mechanics
- Special Dividends and Contract Adjustments
- Cost Basis Allocation in a Spin-Off
- Stock Dividends and Bonus Issues
- Street Name Registration and Beneficial Ownership
- Subscription Credit Lines and IRR Distortion
- Tariffs, Supply Chains and Trade Policy Shocks
- The Taylor Rule and Policy Reaction Functions
- Technical Reserves and Claims Development Triangles
- The 1970s Oil Shocks and the Great Inflation
- The 2013 Taper Tantrum
- The Asian Financial Crisis of 1997
- The ERM Crisis and Black Wednesday
- The ETF Share Class of a Mutual Fund
- The European Sovereign Debt Crisis
- The FOMC Process, the Dot Plot and the SEP
- The Japanese Asset Bubble and the Lost Decades
- The Macro Policy Trilemma
- The Misappropriation Theory of Insider Trading
- The Policy Rate Corridor and Bank Reserves
- The Swiss Franc Floor Removal
- The USDA WASDE and Crop Condition Reports
- The Volcker Disinflation
- The Volcker Rule and Proprietary Trading Limits
- Ticker Changes, CUSIP/ISIN Mapping and Symbology
- Time on Market and Real Estate Illiquidity
- Tipper-Tippee Liability and Personal Benefit
- Reconstructing a Total Return Series
- Total Return vs Price Return
- Tracking Error vs Tracking Difference
- Trade Repositories and Reporting Infrastructure
- Transfer Agents and Share Registrars
- Treasury Futures Contract Specifications
- Useful Lives, Salvage Value and Depreciation Policy
- Wage Measures and the Employment Cost Index
- Wall Crossing and Restricted Lists
- Zero-Coupon Bonds and STRIPS