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Credit Contingent Swap

A credit derivative (specifically, a hybrid credit derivative) that entails the exchange (swapping) of two different legs of payment, one...

Self-Referenced Swap

A self-referenced credit derivative (a credit contingent swap) in which an issuer sells subordinated debt to an investor and then...

Self-Referenced Credit-Contingent Swap

A self-referenced credit derivative (a credit contingent swap) in which an issuer sells subordinated debt to an investor and then...