The differential or spread that exists between credit derivatives (such as credit default swaps or CDSs) and their underlying cash...

A credit default swap (CDS) entails the exchange of a floating recovery amount for a fixed recovery amount. For example,...

A swap in which a fixed recovery rate is exchanged for a real recovery rate following a credit default. This...

Unlike standard credit default swaps which require a valuation following a credit event (usually default), fixed-recovery credit default swaps (CDS)...

Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually default), fixed-recovery credit default swaps...

It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...

It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...

It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...

A credit default swap (CDS) on a mortgage-backed security or an asset-backed security. That means the reference obligation in such...

A combination of a plain vanilla credit default swap (CDS) and a credit default swap option (CDS option) on the...