Glossary

Updated 23 September 2018

This glossary offers definitions of technical terms commonly used in the BIS Quarterly Review.

The glossary is also available as a PDF file in ChineseFrench, German, Italian and Spanish.

net market value

Similar to gross credit exposure, with the difference that netting is restricted to one type of derivative product instead of across all products. In the OTC derivatives statistics, net market values are reported for CDS only.

Updated: 11 Dec 2016
net market value

Similar to gross credit exposure, with the difference that netting is restricted to one type of derivative product instead of across all products. In the OTC derivatives statistics, net market values are reported for CDS only.

Updated: 11 Dec 2016