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First-To-Default Spread

With respect to FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread the protection buyer pays to...

FTD Spread

It stands for first-to-default spread; in connection with FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread...

First-To-Default Credit Swap

A credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit event relates to the first time...

FTD Credit Swap

It stands for first-to-default credit swap; a credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit...

FTD Basket Default Swap

A basket default swap in which a payment by the protection seller to the protection buyer is triggered by the...