The duration of a credit default swap (CDS) is the time over which the swap remains in effect, where the two...

With respect 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 underlying spread, or underlying...

The difference between the synthetic credit risk premium (the price of credit risk quoted in a credit default swap) and the...

The difference between the synthetic credit risk premium (the price of credit risk quoted in a credit default swap) and the...

The spread that makes the value of a credit default swap (CDS) with the same maturity equal to zero at the present....

It stands for credit-linked deposit; a credit-linked hybrid that combines a deposit with a credit default swap that the investor (depositor) sells to the deposit...

A credit-linked hybrid that combines a deposit with a credit default swap that the investor (depositor) sells to the deposit taker. The principal amount of the...

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...

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