R
 















 

Glossary

R

R (Correlation Coefficient) * R2 * Racketeer Influenced and Corrupt Organization Act * Rainbow Option * Random Numbers * Random Variable * Random Walk Hypothesis * Range * Range Accrual Note * Range Accrual Option * Range Accumulation Note * Range Accumulation Option or Warrant * Range Floater * Range Forward Contract * Range Straddle * Range Warrant * Ranking * RAROC 2020 * Ratchet Option * Ratchet Swap * Rate Differential Swap * Rate Fixing Date * Rating * Rating Sensitive Note * Ratio Forward * Ratio Spread * Ratio Write * Rational Expectations * Ready Market * Real Economic Earnings (REE) * Real Estate Investment Trust (REIT) * Real Estate Mortgage Investment Conduit (REMIC) * Real Interest Rate * Real Option * Real Rate of Return * Real Time Gross Settlement (RTGS) * Real Yield * Real Yield Security (REALS) * Realized Yield * Rebalancing * Rebate * Rebate Strangle Option * Receivable Pay-through Securities * Receiver's Swaption * Recognized Investment Exchange * Reconstitution * Reconversion * Recovery Forward Contract * Red Herring * Red Noise * Redeemable Warrant * Reduced Cost Option * Reference Asset or Instrument * Reference Index * Reference Index Rate * Refi Rate * Refunding * Registered Investment Advisor (RIA) * Registered Investment Company * Registered Options Principal (ROP) * Registered Representative (RR) * Registered Shares * Regular Settlement * Regulated Investment Company (RIC) * Regulatory Arbitrage * Regulatory Spread * Reinsurance * Reinvestment Rate * Reinvestment Risk * Relationship Trade * Relative Performance Derivatives * Relative Performance Option (RPO) * Relative Risk * Relinking * Remainderman * Remarketed Preferred Stock * Remarketed Reset Notes * Réméré * Renter * Replicating Portfolios * Repo Rate * Reporting Level * Repurchase Agreement (Repo), (RP) * Request For Proposal (RFP) * Reset Date * Reset Frequency * Reset Note * Reset Option or Warrant * Reset Swap * Reshaping Duration * Residual Interest Bonds (RIBs) * Residual Interest Tax Exempt Security (RITES) * Residual Risk * Residual Unhedged Risk * Resolution Trust Corporation (RTC) * Restricted Shares * Restructuring * Retail Price Index (RPI) * Retractable Note * Retractable Swap * Return On Assets (ROA) * Return On Equity (ROE) * Return On Net Capital Employed (RONCE) * Return On Risk Adjusted Capital (RORAC) * Return on Sales * Return to Hedged Portfolio (RHP) * Reugulatory Risk * Revenue Bond * Reversal * Reverse Annuity Mortgage(RAM) * Reverse Contingent Premium Option * Reverse Conversion * Reverse Dual Currency Bond * Reverse Equity Risk Reversal * Reverse Floating Rate Note * Reverse Floating Rate Swap * Reverse Forward Rate Bracket * Reverse Interest Rate Collar * Reverse Option Hedge * Reverse Principal Exchange Rate-Linked Securities * Reverse Range Forward * Reverse Repurchase Agreement * Reverse Stock Split * Reverse Swap * Reverse Zero Coupon Swap * Reversible Swap * Reversion * Revolving Underwriting Facility (RUF) * Rho * Right * Right of Offset * Right of Setoff * Rising Star * Risk * Risk Adjusted Return On Capital (RAROC) * Risk Adjusted Return On Risk Adjusted Capital (RAR * Risk Analysis Program (RAP) * Risk Arbitrage * Risk Assessment Matrix (Ram) * Risk Averse * Risk Aversion Coefficient * Risk Equivalent Unit (REU) * Risk Management * Risk Measurement * Risk Measurement Systems * Risk Measurement Units (RMUs) * Risk Neutral * Risk Pool * Risk Premium * Risk Reversal * Risk Seeking * Risk Transfer * Risk-Controlled Arbitrage * Risk-Free Rate * RiskMetrics * Robust Statistic * Rocket Scientist * Roll Date * Roll Down * Roll Forward * Roll Risk * Roll Up * Roll-Down Call * Rollercoaster Swap * Rolling Down the Yield Curve * Rolling Hedge * Rolling Over * Rolling Spot Currency Contract * Rollover Replication * Roll-Over Risk * Roll-Up Put * Rotation * Round Trip * Round Turn * Rubinstein-Dupire-Derman Models * Rule 144A * Rule of Seventy-two * Rung

Glossary