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Credit Quanto Spread

The quanto spread that relates to a credit derivative, particularly credit default swaps (CDSs), in which case it is known...

Credit-Linked Hybrid

A combination of an interest-bearing debt security or instrument and a credit default swap. The face value or principal amount...

Spreadlock

A derivative contract that allows a market participant to enter into an interest rate swap (IRS) at a preset spread...

Spreadtion

An OTC option which is written on a spread. The spreadtion is usually used to lock in the difference between...

Spread Option

An OTC option which is written on a spread. The spread option is usually used to lock in the difference...

DVA

An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...

Debit Value Adjustment

It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...

Debit Valuation Adjustment

It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...

Subsidized Collar

A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...

Debit Collar

A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...