A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the...
131 KB (15,186 words) - 15:57, 14 October 2024
A credit default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default...
12 KB (1,239 words) - 03:48, 21 March 2024
to Default Credit Default Swap Portfolio Credit Default Swap Secured Loan Credit Default Swap Credit Default Swap on Asset Backed Securities Credit default...
15 KB (1,816 words) - 21:31, 26 September 2024
option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity. The option is usually European...
3 KB (300 words) - 16:31, 15 January 2022
corporate bonds or Credit Default Swaps, bond yield spreads and credit default swap spreads indicate market participants assessments of credit risk and may...
18 KB (2,098 words) - 12:55, 19 September 2024
The loan credit default swap index (LCDX) is a loan-only credit default swap index created by CDS Index Company (CDSIndexCo). The LCDX index is a tradeable...
3 KB (323 words) - 15:20, 8 October 2023
Category:Swaps (finance), for a list of articles Constant maturity swap Credit default swap Cross currency swap Equity swap Foreign exchange swap Fuel price...
32 KB (3,961 words) - 14:29, 3 November 2024
A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard credit default swap (CDS). Addressing CMCDS...
3 KB (349 words) - 18:44, 5 October 2023
A credit-linked note (CLN) is a form of funded credit derivative. It is structured as a security with an embedded credit default swap allowing the issuer...
5 KB (798 words) - 06:43, 29 September 2023
The purest form is the credit default swap market, which is essentially a traded market in credit insurance. A credit default swap represents the price...
15 KB (1,742 words) - 12:00, 1 November 2024