In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...
In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...
A regular stream of payments made by the protection buyer to the protection seller in a default swap (a credit...
The spread/ premium that reflects the a CDS market's view of both probability of default and an assumption about the...
The premium (measured in basis points) that is paid to the protection seller in a credit default swap (CDS) or...