A leveraged super senior tranche (LSS tranche) (a synthetic collateralized tranche) that is associated with a loss trigger. More specifically,...

A leveraged super senior note (LSS note) (a synthetic collateralized note) that is associated with a loss trigger. More specifically…

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

The risk that a counterparty to a derivative contract may be unable or unwilling to fulfill contractual obligations with respect...

The potential loss that results from a counterparty to a derivative contract (specifically a forward contract or swap) unfulfilling its...