In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...
In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...
In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...
In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...
The change in the value of credit default swap (CDS) in reaction to a one basis point increase in the...
It stands for credit risk spread; a measure of credit default swap (CDS) value sensitivity. It measures the credit sensitivity...