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CLN

It stands for credit-linked note. A credit-linked hybrid that combines a note with a credit default swap. The face value…

BCLN

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other…

Basket CLN

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other...

Basket Credit Linked Note

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other...

Leveraged Credit Linked Note

A credit linked note (CLN) whose redemption and coupon payments are linked to a single default event and also depend...

Leveraged CLN

A credit linked note (CLN) whose redemption and coupon payments are linked to a single default event and also depend...

Self-Referenced Credit Linked Note

A self-referenced credit derivative (a credit-linked note- CLN for short) which involves a firm (or an investor) selling protection on...