It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...

The risk that arises from the “unfavorable” change in bond values (or values of credit derivatives such as credit default swaps) in response to changes...

The parties to a contract (financial or non-financial), ultimately obligated by contractual terms, sign the contract in their own capacity,...

A gradual decrease in the quality (credit rating, credit quality) of a credit (a security or an issuer) or a...

A party to a credit default swap (or any other type of swap) that pays the other counterparty (known as...

A party to a credit default swap (or any other type of swap) that takes on the credit risk of...

A hybrid of an equity derivative and a credit derivative which has identically the structure of a credit default swap...

It stands for equity default swap; a hybrid of an equity derivative and a credit derivative which has identically the...

A sort of put option which is linked to the credit worthiness of a borrower. The holder of the option...