Terms stating with C
Calendar Spread
Definition of Calendar Spread, representing a core concept in hedge fund operations and systemic risk monitoring.
Calmar Ratio
Definition of Calmar Ratio, representing a core concept in hedge fund operations and systemic risk monitoring.
Capital Call
Definition of Capital Call, representing a core concept in hedge fund operations and systemic risk monitoring.
Capital Commitment
Definition of Capital Commitment, representing a core concept in hedge fund operations and systemic risk monitoring.
Capital Structure Arbitrage
Definition of Capital Structure Arbitrage, representing a core concept in hedge fund operations and systemic risk monitoring.
Carried Interest
Definition of Carried Interest, representing a core concept in hedge fund operations and systemic risk monitoring.
Carry Trade
Definition of Carry Trade, representing a core concept in hedge fund operations and systemic risk monitoring.
Central Counterparty (CCP)
A Central Counterparty is the legal entity within a clearing house that assumes the credit risk of both the buyer and seller in a transaction.
Cftc Reportable Position
Definition of Cftc Reportable Position, representing a core concept in hedge fund operations and systemic risk monitoring.
Circuit Breaker
Definition of Circuit Breaker, representing a core concept in hedge fund operations and systemic risk monitoring.
Clawback Provision
Definition of Clawback Provision, representing a core concept in hedge fund operations and systemic risk monitoring.
Clearing House
A clearing house is an intermediary financial institution that sits directly between buyers and sellers, guaranteeing the settlement of trades.
Collateral Management
Collateral management is the daily operational process of ensuring sufficient liquid assets are pledged to counterparties to secure massive leverage and derivative trades.
Commodity Trading Adviser
Definition of Commodity Trading Adviser, representing a core concept in hedge fund operations and systemic risk monitoring.
Component Var
Definition of Component Var, representing a core concept in hedge fund operations and systemic risk monitoring.
Conditional Value At Risk
Definition of Conditional Value At Risk, representing a core concept in hedge fund operations and systemic risk monitoring.
Contagion Risk
Definition of Contagion Risk, representing a core concept in hedge fund operations and systemic risk monitoring.
Convertible Arbitrage
Definition of Convertible Arbitrage, representing a core concept in hedge fund operations and systemic risk monitoring.
Correlation Breakdown
Definition of Correlation Breakdown, representing a core concept in hedge fund operations and systemic risk monitoring.
Correlation Trading
Definition of Correlation Trading, representing a core concept in hedge fund operations and systemic risk monitoring.
Counterparty Concentration
Counterparty concentration measures how heavily a fund relies on a single financial institution for borrowing, clearing, or trading.
Counterparty Risk
Counterparty risk is the probability that the other party in an investment, credit, or trading transaction may not fulfill its contractual obligations.
Credit Default Swap
A Credit Default Swap (CDS) is a derivative contract acting as insurance against the default of an underlying corporate or sovereign bond.
Credit Long Short
Definition of Credit Long Short, representing a core concept in hedge fund operations and systemic risk monitoring.
Credit Spread
Definition of Credit Spread, representing a core concept in hedge fund operations and systemic risk monitoring.
Crossing Network
Definition of Crossing Network, representing a core concept in hedge fund operations and systemic risk monitoring.