A swap whereby two counterparties agree to exchange interest payments based on two interest rates and denominated in two different...
It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...
It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...
It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...
In the context of credit default swaps (CDS) and similar credit derivatives, settlement takes place once a credit event (bankruptcy,...
In relation to credit default swaps (CDS) and other similar derivatives involving a deal of credit risk, it is the...
A type of swap where one party or both parties to the swap has (or have) the right but not...
A type of swap where one party or both parties to the swap has (or have) the right but not...
A compounding swap that can be terminated on preset payment dates. Once terminated, the swap requires the floating-rate payer to...
The act of terminating a swap agreement by mutual consent of the parties at an early date before maturity. The...