In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...

The fixed leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...

The premium leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...

A credit default swap (CDS) that is traded in multiple currencies, i.e., protection, in case of default, is paid by...

In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...

A regular stream of payments made by the protection buyer to the protection seller in a default swap (a credit...