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Self-Referencing Credit Default Swap

A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...

    Correlation Risk

    The risk that arises in many types of exotic options (particularly, multi-asset options, basket options, etc.) A correlation risk is...

      Self-Referencing CDS

      A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...