It stands for credit support annex; a collateral arrangement the purpose of which is to mitigate counterparty risk in an...
A collateral arrangement the purpose of which is to mitigate counterparty risk in an OTC derivative contract such as swaps....
It stands for contingent credit default swap; a credit default swap (CDS) which is “contingent” upon the setting-off of two...
A credit default swap (CDS) which is “contingent” upon the setting-off of two triggers. The first, as in an ordinary...
A credit default swap (CDS) which is “contingent” upon the setting-off of two triggers. The first, as in an ordinary...
The breakeven coupon on a swap is the coupon that gives the swap a zero value. For example, in a...
A credit spread that constitutes an amortized premium for a default-based product (such as a credit default swap, credit option,...
The use of financial instruments to eliminate or mitigate credit and default risks posed by borrowers or issuers of debt...
Also put CDS, it is a CDS option that grants the holder (as a put) the right to sell credit...
A CDS option (option on a credit default swap) that grants the holder the right to sell credit protection on...