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…
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,...