It stands for contingent credit default swap; a credit default swap (CDS) which is “contingent” upon the setting-off of two...
A credit default swap (CDS) which is “contingent” upon the setting-off of two triggers. The first, as in an ordinary...
A credit default swap (CDS) which is “contingent” upon the setting-off of two triggers. The first, as in an ordinary...
The use of financial instruments to eliminate or mitigate credit and default risks posed by borrowers or issuers of debt...
A negotiable contract between two parties (bilateral always) that allows them to manage their credit risk by using a derivative...
A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...
A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...
A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...
A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...
An option whose payoff depends on the spread between the yields earned on two underlying assets. For example, this option...