Unlike standard credit default swaps which require a valuation following a credit event (usually default), fixed-recovery credit default swaps (CDS)...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
A credit default swap (CDS) on a mortgage-backed security or an asset-backed security. That means the reference obligation in such...
A combination of a plain vanilla credit default swap (CDS) and a credit default swap option (CDS option) on the...
It stands for standardized tranche credit default swap; a type of first loss credit default swaps (FLCDS) or tranche loss...
A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...
A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...
A credit default swap on a mortgage-backed security or an asset-backed security. That means the reference obligation in such a...
