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...
The spread that makes the value of a credit default swap (CDS) with the same maturity equal to zero at the present....
A premium which is paid quarterly by the protection buyer in a credit default swap (CDS) to the protection seller. It is quoted in basis points per...
It stands for credit-linked deposit; a credit-linked hybrid that combines a deposit with a credit default swap that the investor (depositor) sells to the deposit...
A credit-linked hybrid that combines a deposit with a credit default swap that the investor (depositor) sells to the deposit taker. The principal amount of the...
Buying a credit default swap (CDS); a long position in a credit default swap (CDS). It is equivalent to shorting credit risk, i.e., having a...
Any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM). For example, in a credit default swap (CDS),...
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
