With respect to credit default swaps (CDS), it is the credit exposure of the swap at a given point in...

An abbreviation for spread DV01 (of a CDS position), i.e, the spread dollar value of an 01; it captures the...

In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...

A regular stream of payments made by the protection buyer to the protection seller in a default swap (a credit...

Selling a credit default swap (CDS); a short position in a credit default swap (CDS). It is equivalent to longing...

The spread/ premium that reflects the a CDS market's view of both probability of default and an assumption about the...

The premium (measured in basis points) that is paid to the protection seller in a credit default swap (CDS) or...

A swap that references a set of single name credit default swaps. The portfolio will be customized to meet the...

A binary credit default swap. Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually...

A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are not in the same currency,...