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

A credit default swap whereby the protection seller pays the protection buyer in case of default by one or more...

A basket credit default swap (credit default basket swap) in which the investors (protection sellers) are exposed to all reference...

A credit default swap (CDS) which comes into life at some future start date, provided that no default event occurs...

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

A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...

A credit default swap (CDS) that is traded in multiple currencies, i.e., protection, in case of default, is paid by...

The differential or spread that exists between credit derivatives (such as credit default swaps or CDSs) and their underlying cash...

A credit default swap (CDS) entails the exchange of a floating recovery amount for a fixed recovery amount. For example,...

A swap in which a fixed recovery rate is exchanged for a real recovery rate following a credit default. This...