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

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

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other…

A credit linked note (CLN) whose redemption and coupon payments are linked to a single default event and also depend…

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

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

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

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

It stands for nth-to-default swap; a credit default swap (CDS) whereby the protection buyer makes a payment to the protection...

A basket credit default swap (basket CDS) that pays off if and when any of the reference entities defaults. As...