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

It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…

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

The process whreby a portfolio manager buys credit protection on one reference asset or pool of assets, and simultaneously sells protection…

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

A type of first loss credit default swaps (FLCDS) or tranche loss credit default swaps (TLCDS) in which the reference asset…

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

A sovereign or highly-rated debt instrument or an equity index price that is used to provide a basis for a...

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

A type of first loss credit default swaps (FLCDS) or tranche loss credit default swaps (TLCDS) in which the reference...