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SDV01

An abbreviation for spread DV01 (of a CDS position), i.e, the spread dollar value of an 01; it captures the...

Mark To Market

The practice which is used to revalue a financial instrument, in general. In the context of derivatives, marking to market...

Cleared Derivative

A derivative contract that, like an OTC derivative, is negotiated bilaterally (privately) between the two parties and is booked with...