A power reverse dual currency note (PRDC note) that has a knock-out feature, i.e., a discrete trigger whereby the structure...

A provision in a derivative contract that stipulates immediate contract termination with a cash settlement if the credit rating of...

A structural feature that gives protection to senior bondholders (noteholders) against a deterioration of credit support. It applies a host...

It stands for trigger barrier reverse convertible; a variant of barrier reverse convertible (BRC)- a structured product- which is structured...

A hybrid of an equity derivative and a credit derivative which has identically the structure of a credit default swap...

It stands for equity default swap; a hybrid of an equity derivative and a credit derivative which has identically the...