A credit default swap (CDS) that protects its buyer (the long) from losses of a reference asset/ reference entity or...

A credit default swap (CDS) that is linked to a basket of credit derivatives. This swap works primarily as if...

A credit default swap whereby the protection seller pays the protection buyer in case of default by one or more...

Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...

A forward contract whose underlying is a credit default swap (CDS). It is a contract to take a buyer’s position...

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

Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...

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

A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...

A credit default swap (CDS) that is traded in multiple currencies, i.e., protection, in case of default, is paid by...