Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Default – Page 5 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

DTD

It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

    Credit Default Basket Option

    An option that has the features of both a credit default option and a basket option. It is an exchange-traded,...

      Distance To Default

      A measure of risk that is based on the probability distribution of the income earned by a firm (e.g., a...

        CDS-Implied Probability of Default

        Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...

          CDS-Implied Default Probability

          Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...

            Default Intensity

            The probability of default for a certain time period, provided that no earlier default has occurred up to that point....

              Default Sensitivity

              A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...

                Omega

                The default sensitivity of a tranche (to the default of a single name/ credit). It is a measure of the...

                  Default01

                  A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...

                    Recovery Swap

                    A swap in which a fixed recovery rate is exchanged for a real recovery rate following a credit default. This...