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Loss Event

An event or occurrence that gives rise to impairment of an asset or a collection of assets (e.g., financial assets)....

PWD

It stands for principal write-down; a write down of the principal of a contingent convertible bond (CoCo bond) upon occurrence...

Principal Write-Down

A write down of the principal of a contingent convertible bond (CoCo bond) upon occurrence of a trigger event. In...

Funged Tranche

In relation to fungible bonds (funged bonds) and parent bonds, it is a tranche (part of different tranches) that are...

Funge Event

In relation to fungible bonds and parent bonds, it is an event when a parent bond absorbs a fungible bond....

Barrier Event

An event to which barrier options (or other derivatives such as warrants, swaps, etc.) are subject for payoff determination. It...

EOD

It stands for event of default; an occurrence that allows a creditor (lender) to identify a debtor's (borrower's) unlikeliness to...

Event of Default

An occurrence that allows a creditor (lender) to identify a debtor's (borrower's) unlikeliness to timely pay (obligations: interest and principal),...

Credit Event

An impaired capacity/ ability of a borrower/ reference entity (in a credit derivative contract/ arrangement) to meet contractual payments, whereby...

Default Event

An occurrence that allows a creditor (lender) to identify a debtor's (borrower's) unlikeliness to timely pay (obligations: interest and principal),...