A regular stream of payments made by the protection buyer to the protection seller in a default swap (a credit...

Selling a credit default swap (CDS); a short position in a credit default swap (CDS). It is equivalent to longing...

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...

A swap that references a set of single name credit default swaps. The portfolio will be customized to meet the...

A binary credit default swap. Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually...

A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are not in the same currency,...

The duration of a credit default swap (CDS) is the time over which the swap remains in effect, where the two...

With respect to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time (it...

The change in the value of credit default swap (CDS) in reaction to a one basis point increase in the underlying spread, or underlying...