A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...
A derivative instrument which is traded and privately negotiated in over-the-counter (OTC) markets, i.e. directly between the two parties involved,...
In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...
It stands for nth-to-default swap; a credit default swap (CDS) whereby the protection buyer makes a payment to the protection...
It stands for marked-to-market swap; any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM)....
An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...
An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...
A type of credit default swap (CDS) where there is only one reference entity. The reference entity is usually a...
A credit default swap (CDS) in which the underlying reference is more than one name (reference entity, reference asset, reference...
A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...