It stands for standardized tranche credit default swap; a type of first loss credit default swaps (FLCDS) or tranche loss...
A type of credit default swap (CDS) where there is only one reference entity. The reference entity is usually a...
A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...
A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...
A credit default swap on a mortgage-backed security or an asset-backed security. That means the reference obligation in such a...
A Latin phrase that means "on equal footing", "with equal pace", or "with equal step". Credit default swaps (CDSs) are...
A basket credit default swap (basket CDS) that pays off if and when any of the reference entities defaults. As...
A variant on cancellable credit default swap (cancellable CDS) where the protection buyer has the right to unwind the swap...
A credit default swap (CDS) which comes into life at some future start date, provided that no default event occurs...
A credit default swap (CDS) that is structured to be permissible by shari'ah. It is based on some shari'ah-compliant underlyings...