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MN-CDS

It stands for multi-name credit default swap; a credit default swap (CDS) in which the underlying reference is more than...

Name

With respect to a credit derivative (e.g., a credit default swap), a name implies a borrower or reference entity or...

Multi-Name Credit Default Swap Option

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

Multi-Name CDS Option

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

Multi-Name CDS

A credit default swap (CDS) in which the underlying reference is more than one name (reference entity, reference asset, reference...

Multi-Name Credit Default Swap

A credit default swap in which the underlying reference is more than one name (reference entity, reference asset, reference obligation,...

Multi-Name Credit Default Swaption

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

Multi-Name Credit Derivative

A credit derivative whose underlying is a set of names, i.e., reference entities/ assets/ issuers. Typically, every credit derivative contract...