In relation to credit default swaps (CDS) and other similar derivatives involving a deal of credit risk, it is the...

In connection with bonds and other instruments involving a deal of credit risk, it is the part of risk premium...

A type of credit risk exposure that involves a position in an instrument associated with a specific risk that arises...

It stands for credit spread option; an option whose payoff depends on the spread between the yields earned on two...

An option whose payoff depends on the spread between the yields earned on two underlying assets. For example, this option...

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...

It stands for credit risk spread; a measure of credit default swap (CDS) value sensitivity. It measures the credit sensitivity...