- – large
- – reported , ,
- Prospect theory ,
- Protection contracts , , ,
- Provisions , , , , , , , ,
- PSI (Permanent Subcommittee on Investigations) , , , , ,
- PSI report , , , , , ,
- Purchase , , , , , , , ,
- Purchase oil , , , ,
- Purchase securities , ,
- Q
- Quit Amaranth ,
- R
- Rates , , , , , , , ,
- – fixed , , , ,
- – floating , , ,
- RCF (Revolving Credit Facility) ,
- RDS (Royal Dutch Shell)
- Reference entity ,
- Reforms , , , ,
- Regional emerging markets companies
- Regulations , , , , , , ,
- Regulators , , , , , , , ,
- Regulatory capital portfolios ,
- Re-hedge ,
- Relationship , , , , , , , ,
- – inverse ,
- Relative-value trades , , ,
- Remainder , , ,
- Repay , , , , , , , ,
- Repayment , ,
- Repo agreement ,
- Repurchase , ,
- Repurchase agreements
- Residential mortgage-backed securities (RMBS) , ,
- Return , , , , , , , ,
- – annual , , ,
- – company’s
- – total , ,
- Return profiles ,
- Revenues , , , , , , , ,
- Reverse , , , , , , , ,
- Reverse repo agreements , , , ,
- Reverse repo deal
- Reverse repo transaction ,
- Reverse repos , , ,
- Reverse repurchase agreements , , , , ,
- Revolving Credit Facility (RCF) ,
- Risk limits , , , ,
- Risk management , , , , , , , ,
- Risk measures , , , ,
- – new ,
- Risks , , , , , , , ,
- – counterparty , ,
- – credit migration
- – elevate ,
- – lower , ,
- – major , ,
- – managing JPM Bank’s
- – transfer , ,
- – true ,
- RMBS (residential mortgage-backed securities) , ,
- Rogue Trader Jérôme Kerviel , , , , , , , ,
- Ross, David J., , , ,
- Routledge Companion ,
- Royal Dutch Shell (RDS)
- Ruin, roads to , , , , , , , ,
- Russia , ,
- RWA (risk-weighted assets) , , , , , ,
- S
- Salomon Brothers ,
- SBO
- Scenario , , ,
- Scholes , , ,
- School districts
- SCP (Synthetic Credit Portfolio)
- SCP’s activities ,
- SCP’s hedges
- SCP’s losses , ,
- SCP’s reported mark-to-market losses
- SCP’s revenues
- SCP’s risk limits , ,
- Securities , , , , , , , ,
- – asset-backed ,
- – marketable , ,
- – on-the-run
- – traded ,
- Securities and Exchange Commission , , , , , , , ,
- Securities and Futures Authority (SFA)
- Securities dealer ,
- Securities law
- Securities lending , , ,
- Securities lending operations ,
- Securities markets ,
- Securitization ,
- Securitization process
- Sellers , , , , , , , ,
- Senior managers , , , ,
- September futures price ,
- Settlement prices, final ,
- SFA (Securities and Futures Authority)
- SFAS ,
- SFO (Serious Fraud Office) ,
- SFS ,
- Share price , , , , , , , ,
- – company’s , , , ,
- – current , ,
- Shareholder value ,
- Shareholders , , , , , , , ,
- Shares , , , , , , , ,
- – restricted
- Shell Transport (ST)
- Shook , , , , , , , ,
- Short call , , , , , , , ,
- Short call option , , , ,
- Short credit protection positions , , ,
- Short forward ,
- Short forward position , , ,
- Short futures positions ,
- Short positions , , , , , , , ,
- Short put , , , ,
- Short straddles , , , ,
- Short turbo
- Side-bet , ,
- SIMEX (Singapore International Monetary Exchange) , , , , ,
- Singapore , , , , , , , ,
- SLK (Spear, Leeds, and Kellogg)
- Sloan School
- Small profit ,
- Smith, Jennifer , , , , ,
- SocGen , ,
- SocGen’s computer systems
- – unauthorized access to
- SocGen’s middle office , , ,
- SocGen’s Mission Green Report ,
- SocGen’s risk management system
- Société Générale , , , , , , , ,
- Société Générale and Rogue Trader Jérôme Kerviel , , , , , , , ,
- S&P Stock Index
- Speculating , , , , , , ,
- Speculation , , , , , , , ,
- Speculative side-bet , , , ,
- Speculators , , , ,
- Spot , , , ,
- Spot market , , , , , ,
- Spot price , , , , , , , ,
- Spread , , , , , , , ,
- Spread price
- Spread value ,
- SPVs (special purpose vehicle) ,
- SS ,
- Stack-and-roll hedges , , ,
- Stanley, Morgan , , , ,
- Stock option compensation , , ,
- Stock options , , ,
- – premium-priced ,
- Stock prices , , , , ,
- Stocks , , , , , , , ,
- Storage , ,
- Straddle , ,
- Strategic purpose ,
- Strategies , , , , , , , ,
- – doubling , , , , ,
- Stressed value-at-risk (SVaR)
- Strike , , , , , , ,
- Strike price , , , , , , , ,
- – index-adjusted
- – lower ,
- Strike price minus ,
- Structured notes , , , ,
- Supervisors , , , , , , , ,
- Supply , , , , , , , ,
- Survival theory ,
- SVaR (Stressed value-at-risk)
- Swap dealers , , ,
- Swap rate, four-year
- Swaps , , , , , , , ,
- – cross-currency
- – plain vanilla ,
- – total return ,
- T
- TARP Troubled Asset Relief Program) ,
- Tax collector , , ,
- Taxes , , , , ,
- Terminate , ,
- Terms , , , , , , , ,
- Thirty-year Treasury bond ,
- Time value , , ,
- Tokyo International Financial Futures Exchange (TIFFE)
- Tokyo Stock Exchange (TSE) ,
- Traders , , , , , , , ,
- – rogue , , , , , , , ,
- Trades , , , , , , , ,
- – curve
- – offsetting ,
- – paired
- Trading , , , , , , , ,
- Trading days , , ,
- Trading losses ,
- Transactions , , , , , , , ,
- Treasury , , , , , , , ,
- Treasury bond , ,
- Treasury note , ,
- – five-year , , ,
- Troubled Asset Relief Program (TARP) ,
- TSE (Tokyo Stock Exchange) ,
- Turbo warrant, long
- Types , , , , , , , ,
- U
- UBS (Union Bank of Switzerland) , , , ,
- Unauthorized access
- Underlying , , , , , , , ,
- Underlying assets , , , , ,
- Underlying securities , , , , , ,
- Underlying’s price , , , ,
- Unhedgable risks , , ,
- V
- Value , , , , , , , ,
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