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Issuer’s On-The-Run Yield Curve

The yield spread for a given issuer that is added to the yield for the corresponding maturity of the on-the-run...

Issuer

An issuer (of a debt instrument or a similar types of instruments) is an entity (or a market player such...

Reference Issuer

The issuer of the debt that is "insured" by a credit derivative. In other words, it is the institution (known...

Callable CB Asset Swap

An asset swap which has a callable convertible bond (CB) as underlying. The underlying convertible bond is associated with a…

Issuer Swap

A swap by which a low-rated issuer can sell its debt under the name of another issuer. A low-rated bank...

Seasoned Issuer

A large issuer (smaller than a well-known seasoned issuer, WKSI) that must have met a number of requirements in terms...

Wedding Warrant

A warrant which protects the issuer from a potential increase of its outstanding debt above the initial level, in the...