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Name

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

Single-Name Credit Default Swaption

An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...

Single-Name Credit Derivative

A credit derivative whose underlying is a single-name reference entity/ asset/ issuer. Every credit derivative contract has two counterparties: a...