A credit default swap in which the underlying reference is more than one name (reference entity, reference asset, reference obligation,...
In the context of credit default swaps (CDS) and similar credit derivatives, settlement takes place once a credit event (bankruptcy,...
Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...
Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
It stands for standardized tranche credit default swap; a type of first loss credit default swaps (FLCDS) or tranche loss...
It stands for credit-linked certificate of deposit; a credit-linked hybrid that combines a deposit (certificate of deposit, CD) with a...
A credit-linked hybrid that combines a deposit (certificate of deposit, CD) with a credit default swap that the investor (depositor)...