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

With respect to a credit derivative (e.g., a credit default swap), a name implies a borrower or reference entity or...

The difference between the synthetic credit risk premium (the price of credit risk quoted in a credit default swap) and...

The difference or gap between a CDS premium and a corresponding par asset swap spread for the same reference entity....

A type of credit risk exposure that involves a position in an instrument associated with a specific risk that arises...

The premium differential (CDS premium) between credit default swaps (CDS) that have the same reference entities (reference assets) but differ...

A CDS option (option on a credit default swap) that grants the holder the right to sell credit protection on...

An abbreviation for spread DV01 (of a CDS position), i.e, the spread dollar value of an 01; it captures the...

In general, it is the price of a swap- i.e., the amount paid by the swap buyer to the swap...

The spread/ premium that reflects the a CDS market's view of both probability of default and an assumption about the...