The premium (measured in basis points) that is paid to the protection seller in a credit default swap (CDS) or...

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

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

It stands for credit risk spread; a measure of credit default swap (CDS) value sensitivity. It measures the credit sensitivity...