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FFS

It stands for fully funded swap; a swap in which the investor "fully" pays an upfront amount (funding) in return...

Fully Funded Swap

A swap in which the investor "fully" pays an upfront amount (funding) in return for the total return of a...

Funded Swap

A swap in which the investor pays an upfront amount (funding) in return for the total return of a reference...

MN-CDS

It stands for multi-name credit default swap; a credit default swap (CDS) in which the underlying reference is more than...

Credit Portfolio Derivative

A credit derivative in which the underlying is a portfolio of credit names (credit portfolios). This type of derivatives is...

Dynamic Portfolio Swap

A credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may change the actual composition of...

CTRS

It stands for currency total return swap; a total return swap (TRS) that allows the buyer to hedge against both…

Tranched Credit Derivative

A credit derivative that has a set of tranches as underlying credit. The the holder receives a spread payment in...

Credit Swap

An swap agreement which is entered into by two counterparties, a buyer and seller of credit protection, and whereby the...

Credit Contingent Swap

A credit derivative (specifically, a hybrid credit derivative) that entails the exchange (swapping) of two different legs of payment, one...