Unlike standard credit default swaps which require a valuation following a credit event (usually default), digital swaps simply specify payment...
A basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long) from a range of cumulative losses of...
In the context of credit default swaps (CDS) and similar credit derivatives, settlement takes place once a credit event (bankruptcy,...
A credit-linked hybrid that combines a note with a credit default swap. The face value of the note payable at...
A credit derivative whose underlying is a set of names, i.e., reference entities/ assets/ issuers. Typically, every credit derivative contract...
A combination of an interest-bearing debt security or instrument and a credit default swap. The face value or principal amount...
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...
In connection with a default swap (or a credit default swap), it is the periodic payment that is made by...
