A credit default swap in which the underlying reference is more than one name (reference entity, reference asset, reference obligation,...
A fixed set of equally weighted credit default swaps with standard maturities ranging between 5 to 10 years. The credit...
A credit derivative (specifically a spreadlock option) that has a strike spread such that the payoff at maturity is determined...
It stands for total rate of return swap. A credit derivative in which the total return on a reference obligation...
A credit default swap (CDS) that protects its buyer (the long) from losses of a reference asset/ reference entity or...
A credit default swap (CDS) that protects its buyer (the long) from losses of a reference asset/ reference entity or...
A derivative instrument whose payoff is contingent on the occurrence or non-occurrence of a credit event. The payoff is also...
A credit derivative which constitutes a forward contract on a credit spread. More specifically, it is a single-period OTC contract...
The differential or spread that exists between credit derivatives (such as credit default swaps or CDSs) and their underlying cash...
Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually default), fixed-recovery credit default swaps...
