User:Stelio/Financial Terminology

Further thought required

accumulation, bill, binomial, bullet, cash, convertible, currency, DOL, DOR, DOV, dynamic, European embedded value, fixed, floating, force of interest, force of mortality, insured event, market-consistent embedded value, renewable, renewal, retractable (bond), revalorisation, revalorise, revalorization, revalorize, reviewable, transfer, treasury, trinomial.

Sum of parts?

bear call spread, bear put spread, bull call spread, bull put spread, defined benefit pension plan†, defined benefit pension scheme†, discounted cashflow, financial economics, investment strategy, liquidity crisis, present value, price elasticity, transfer value.

Redirect?

Term to redirect	Redirect current definition to
American option (noun)†‡	American (adjective)
Bermudan option (noun)†‡	Bermudan (adjective)
European option (noun)†‡	European (adjective)

Rejected

• divorce rate, lapse rate†, morbidity rate, mortality rate†‡, PUP rate, recovery rate, remarriage rate, retirement rate, sickness rate, surrender rate.

Needs new entry

AEX, aggregate risk, analysis of covariance, annuity certain, annuity due, anti-franking, AOM, AOV, asset share, at-the-money, backspread, barrier option, basket option, bid-offer spread, bid/offer spread, binary option, bond option, box spread, bulk purchase annuity, bull spread, call spread, capped option, capped-style option, casualty insurance, CBOE, chooser option, clean price, commutation factor, commutation function, composite option, compound option, cost of carry, debt ratio, debt spread, deferred annuity, delta hedge, delta neutral, deposit account, diagonal spread, DIR, dirty price, double barrier option, double option, dread disease, EEV, efficient market, embedded value, endowment mortgage, exchange option, exercise price, fin re, financial reinsurance, financial vehicle corporation, foreign bond, forward rate, forward start option, FPPD, fundamental value, FVC, game option, Gaussian copula, horizontal spread, I-E, ICVC, in arrears, in-the-money, income protection, inherent risk, interest-only mortgage, intermarket spread, iron butterfly, iron condor, key man insurance, keyman insurance, liquidity ratio, LS148, market value adjustment, mathematical reserve, MCEV, model point, non-life, non-life insurance, non-vanilla, NPV, OEIC, offer price, option spread, out-of-the-money, P&C, payback period, permanent health insurance, pin risk, preference share, property and casualty, property insurance, protective put, put spread, put-call parity, PVFP, quantity-adjusting option, quanto option, quota share, rainbow option, ratio spread, reoption, repayment mortgage, reversionary bonus, risk measure, rollforward, s148, s32, shout option, SII, smart bond, special-purpose entity, special-purpose vehicle, spot rate, SPV, sterling reserve, swing option, systemic risk, temporary annuity, terminal bonus, time value, TVOG, unit-linked, unit trust, vertical spread, VIF, VNB, waiver of premium, whole of life, with-profits, WOL, WOP, XSE, XSI, zillmerisation, zillmerise, zillmerization, zillmerize.

Needs additional definition

acid test, accumulate, ALM, AMC, AOC, assumption, basket, bid price, box, BPA, butterfly, buy-in, buy-out, CAA, CFI, clawback, Commodore, conventional (insurance adjective), covered, credit spread (option), CWP, DAC, DAT, deterministic, DFM, discount, escalation, EV, exposure, fence, forward, FRA, frank, franking, gearing, health (=health insurance), health insurance, immunisation, immunise, immunization, immunize, in advance, intrinsic value, IP, lapse, leg, longevity, mountain range, MVA, MVR, naked, non-profits, NP, PHI, RBS, SPE, stop-loss, strap, stress (noun and verb), strip, TCF, tick, UL (=unit-linked and universal life) , unit, UWP, vanilla, WP, XS.

Updated

accelerated critical illness, AFA, AIA, American, ARCH, ARIMA, ARMA, beneficiary, Bermudan, Big Four, bp, Canary, cash value, CDO cubed, CDO-cubed, CDO squared, CERA, CIC, collar, compound, critical illness, DB, DC, decreasing term assurance, defined benefit, defined benefits, defined contribution, defined contributions, dependent, diversifiable risk, diversification, DTA, endowment, endowment assurance, entry, European, FCA, FFA, final salary, first death, FPS, G/G, GARCH, general, general insurance, general insurer, GMP, GPA, grunnbeløp/grunnbeløp, HMRC, IFA, IFoA, income, increasing term assurance, jam today, jam tomorrow, joint life, last survivor, LEPO, level term assurance, life, life assured, life insurance, life insurer, lookback, Low Exercise Price Option, low exercise price option, LTA, MA, money purchase, morbidity, NAEI, non-diversifiable risk, nondiversifiable risk, NRA, overlap, paid up, paid-up, pension, personal pension, PPF, PRA, PUP, pure endowment, RAC, RAP, reassurance, retirement annuity contract, retirement annuity plan, revaluation, revalue, rider, ruin, s226, s620, scheme, second death, Section 226, Section 620, single life, specific risk, SPA, spot price, stop loss, strangle, strike price, sum assured, super-compound interest, supercompound interest, surrender, surrender value, TA, term assurance, top-up, TPA, tranche, undiversifiable risk, unsystematic risk, valuation, Verde.

WT:STOCK

• To do: ASE, BSE, CBOE, CSI, EGX (CASE), FBM, FTSEurofirst, GSE, HSI, IDX (JSX), KSE, KOSPI (KCSPI), NASDAQ, NIFTY, Nikkei, OMX, PSE, PSI, Russell, S&P, SET, SSE, SZSE, TA, TOPIX, WIG, Wilshire...
• Done: CAC, Dow Jones (DJIA, DJTA), FT, FTSE, IBEX, SBF.

Greeks

• delta, epsilon, lambda (omega), rho, theta, vega (kappa, tau).
• charm (delta decay, DdeltaDtime), gamma, vanna (DdeltaDvol, DvegaDspot), vera (rhova), veta (DvegaDtime), vomma (DvegaDvol, vega convexity, volga).
• color/colour (DgammaDtime, gamma decay), speed (DgammaDspot, gamma of the gamma), ultima (DvommaDvol), zomma (DgammaDvol).
• correlation delta (cega), cross gamma, cross vanna, cross volga.

Checked

actuarial, actuary, advice, adviser, advisor, amortisation, amortise, amortization, amortize, analysis of variance, ANCOVA, ANOVA, annuity, AR, arbitrage, asset, assurance, ASX, backwardation, bancassurance, bank, basis, basis point, bear, bear spread, benefit, beta, bond, break-even, broker, brokerage, bull, calendar spread, call, callable, capital, CAPM, carpetbag, carpetbagger, cash flow, cashflow, CDO, CDO-squared, CDS, checking account, cliquet, collateralized debt obligation, colour, commercial paper, commission, commute, comparable, compound interest, contango, contingent, convexity, copula, correlation, counterparty, coupon, cover, CPI, credit, credit default swap, credit rating, credit risk, current account, current ratio, DAX, debenture, debit, debt, demand, demographic, demutualise, demutualize, dependant, derivative, dividend, duration, economic, elasticity, equity, escalate, ETF, exchange, exercise, exotic, expiration, FIA, finance, Footsie, forex, frequency, FSA, fugit, fund, future, futures, futures contract, FX, GAAP, Giffen good, gilt, gross, guarantee, hedge, hedge fund, IFRS, in force, inception, index, inferior good, inflation, insurance, insurance policy, insured, insurer, interest, intermediary, IRR, ISA, ISIN, kurtosis, LAUTRO, leverage, liability, liquidity, long, macroeconomics, mark to market, mark-to-market, market risk, maturity, mean, member, microeconomics, missell, money, moneyness, money supply, Monte Carlo, Monte Carlo method, mortality, mortgage, MPT, mutual, negotiable instrument, net, nikkei, normal good, NYSE, ombudsman, open interest, option, OTC, outgo, over-the-counter, par, PERMANOVA, perpetuity, policyholder, portfolio, preferred stock, preferreds, premium, principal, promissory note, property, put, putable, puttable, quick ratio, reassurer, regulator, reinsurance, reinsurer, remortgage, reserve, residual risk, retirement, return, revenue, reward, risk, risk-free, ROI, RPI, savings account, scenario, securitisation, securitise, securitization, securitize, security, settlement, share, short, SICAV, sicav, simple interest, sinking fund, skewness, smell test, smooth, sniff test, speculate, spread, standard deviation, stochastic, stock, stockbroker, stock market, stock market index, straddle, superior good, supply, survival, swap, swaption, systematic risk, term, terminate, termination, tontine, total return swap, transaction, TRS, underlying, underwrite, underwriter, utility, variance, Veblen good, vest, volatility, warrant, withdraw, withdrawal, year-on-year, yield.