The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

It stands for significant increase in credit risk; a significant "upward" change in the estimated default risk over the remaining...

A significant "upward" change in the estimated default risk over the remaining expected life of a financial asset/ instrument. A...

The probability that a borrower (an individual or institution) fails to make full and timely payments of a loan's principal...

It stands for multi-name credit default swap; a credit default swap (CDS) in which the underlying reference is more than...

An equity index futures that is traded on a regulated futures exchange. More specifically, it is a standardized futures contract…

In the United Kingdom, a financial company (such as a bank, merchant bank, etc) that endorses a bill of exchange…

It stands for currency total return swap; a total return swap (TRS) that allows the buyer to hedge against both…

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other…