The spread that is attributed to the credit risk associated with a defaultable instrument (e.g., a credit default swap or...
The spread that is attributed to the credit risk associated with a defaultable instrument (e.g., a credit default swap or...
The spread that is attributed to the credit risk associated with a defaultable instrument (e.g., a credit default swap or...
A credit derivative in which the investor, that is, the credit protection seller, makes an upfront payment to the credit protection buyer when the latter...
A credit derivative in which the investor, i.e., the credit protection seller, doesn't make an upfront payment to the credit protection buyer when the latter...
A European option that grants the holder the right, without the obligation, to buy or sell credit protection on a specific reference entity for a specific...
An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...
An option on a credit default swap. It provides the holder with the right, without the obligation, to enter into a credit default swap at...
The risk that arises from the “unfavorable” change in bond values (or values of credit derivatives such as credit default swaps) in response to changes...
A process of replacing a contract or a series of contracts with a new one(s), whereas a third party takes...