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Reference Issuer

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

SN-CDS

It stands for single-name credit default swap; a type of credit default swap (CDS) where there is only one reference...

FCDO

It stands for forward-starting CDO; a single-tranche CDO (an exotic CDO product) with a premium starting at a pre-specified time…

Forward-Starting CDO

A single-tranche CDO (an exotic CDO product) with a premium starting at a pre-specified time in the future. It involves…

Reference Obligation

With respect to credit derivatives (e.g., credit default swaps, CDSs), it is an underlying asset (obligation) for which a debt...

Reference Asset

With respect to credit derivatives (e.g., credit default swaps, CDSs), it is an underlying asset for which a debt holder...

Reference Entity

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

Name

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

Single-Name Credit Default Swaption

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

Single-Name Credit Derivative

A credit derivative whose underlying is a single-name reference entity/ asset/ issuer. Every credit derivative contract has two counterparties: a...