It stands for multi-name credit default swap; a credit default swap (CDS) in which the underlying reference is more than...

It stands for single-name credit default swap; a type of credit default swap (CDS) where there is only one reference...

It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…

An abbrevaition for par equivalent CDS spread; a measure of the creditworthiness of a bond. It sets the bond’s Z-spread…

It stands for coupon equivalent yield; the rate of return which is quoted on bonds on the basis of simple…

A forward contract whose underlying is a credit default swap (CDS). It is a contract to take a buyer’s position…

An index that measures the 12-month average of the monthly average yields (dealer bid rates) of 3-month certificates of deposit…

It stands for recovery lock CDS; a credit default swap (CDS) entails the exchange of a floating recovery amount for…

An acronym for asset-backed credit default swap. It is a credit default swap on a mortgage-backed security or an asset-backed…

A type of first loss credit default swaps (FLCDS) or tranche loss credit default swaps (TLCDS) in which the reference...