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

The price of credit risk quoted in a credit default swap. This price is derived indirectly from the credit risk...

A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

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

A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...

The premium differential (CDS premium) between credit default swaps (CDS) that have the same reference entities (reference assets) but differ...

A basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long) from a range of cumulative losses of...

The sensitivity of a credit spread. It measures the change in fair value of a credit derivative (e.g., a credit...

An acronym for par equivalent CDS spread; a measure of the creditworthiness of a bond. It sets the bond’s Z-spread...