Default Swap – Fincyclopedia

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TPDS

It stands for tranched portfolio default swap; a variation of collateralized debt obligations (CDOs) in which the exposure to the…

Subordinate Basket Default Swap

A basket default swap which sets a maximum payout for each defaulted reference entity and a maximum aggregate payout over...

TPD Swap

It stands for tranched portfolio default swap; a variation of collateralized debt obligations (CDOs) in which the exposure to the...

First-To-Default Spread

With respect to FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread the protection buyer pays to...

FTD Spread

It stands for first-to-default spread; in connection with FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread...

First-To-Default Credit Swap

A credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit event relates to the first time...

FTD Credit Swap

It stands for first-to-default credit swap; a credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit...

NTD Swap

It stands for nth-to-default swap; a credit default swap (CDS) whereby the protection buyer makes a payment to the protection...

Index CDS

A credit default swap (CDS) that is linked to a basket of credit derivatives. This swap works primarily as if...

Index Default Swap

A credit default swap whereby the protection seller pays the protection buyer in case of default by one or more...