One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche...

A leveraged super senior note (LSS note) (a synthetic collateralized note) that is associated with a loss trigger. More specifically…

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

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...