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Index Credit Default Swap

A credit default swap (CDS) that is linked to a basket of credit derivatives. This swap works primarily as if...

Credit Default Basket Option

An option that has the features of both a credit default option and a basket option. It is an exchange-traded,...

Long CDS

Buying a credit default swap (CDS); a long position in a credit default swap (CDS). It is equivalent to shorting credit risk, i.e., having a...

Basket Credit Default Swap

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....

Basket Default Swap

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....

Basket CDS

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....

CDS

An acronym for credit default swap; a swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for...

Credit Default Swap

A swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for its face value in the event...