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Credit Switch

The process whreby a portfolio manager buys credit protection on one reference asset or pool of assets, and simultaneously sells protection…

Credit Protection

A set of measures or tools that can help a creditor/ lender or broadly a market player with certain exposures...

Default Swap Spread

In connection with a default swap (or a credit default swap), it is the periodic payment that is made by...

Default Swap Premium

In connection with a default swap (or a credit default swap), it is the periodic payment that is made by...