A credit derivative in which one of the counterparties is the reference entity itself. It involves the transfer of credit...
The most basic version of a total return swap (TRS). By definition, it is a type of credit derivative in...
A credit derivatives trading strategy in which a trader attempts to avail from mispricing in credit spreads. In other words,...
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...
An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...
A credit derivative whose underlying is a single-name reference entity/ asset/ issuer. Every credit derivative contract has two counterparties: a...
A credit default swap (CDS) in which the underlying reference is more than one name (reference entity, reference asset, reference...
A credit derivative which constitutes a forward contract on a credit spread. More specifically, it is a single period OTC...
It stands for credit default index swap; a fixed set of equally weighted credit default swaps with standard maturities ranging...