A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...

It stands for counterparty credit risk; a type of credit risk that arises or may arise on both sides of...

A type of credit risk that arises or may arise on both sides of a transaction if a credit event...

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

A credit default swap (CDS) in which the underlying reference is more than one name (reference entity, reference asset, reference...

A credit default swap in which the underlying reference is more than one name (reference entity, reference asset, reference obligation,...

It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

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