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 on a mortgage-backed security or an asset-backed security. That means the reference obligation in such a...
A credit default swap (CDS) in which the underlying is a syndicated secured loan rather than corporate or sovereign bonds,...
A basket credit default swap that pays off on the condition that any of the reference entities defaults. As such,...
A linear credit default swap; a basket credit default swap (credit default basket swap) in which the investors (protection sellers)...
It stands for credit spread option; an option whose payoff depends on the spread between the yields earned on two...
A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...
A type of credit derivative in which the two counterparties agree to exchange the total return on a specified asset...
