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…

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

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

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

A credit default swap (CDS) on a mortgage-backed security or an asset-backed security. That means the reference obligation in such...

A credit default swap on a mortgage-backed security or an asset-backed security. That means the reference obligation in such a...