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

The price of credit risk quoted in a credit default swap. This price is derived indirectly from the credit risk...

A self-referenced credit derivative (a credit-linked note- CLN for short) which involves a firm (or an investor) selling protection on...

A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...

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

A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...

A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...

The price of credit risk as traded in the cash market using asset swaps. In other words, it is the...

The premium differential (CDS premium) between credit default swaps (CDS) that have the same reference entities (reference assets) but differ...

A basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long) from a range of cumulative losses of...