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Swap DV01

A swap dollar value of one basis point (0.01%). It refers to the change in the present value of a swap in response to...

    Spread DV01

    It captures the change in the market value of the credit default swap (CDS) position as a result of a one basis point shift...

      Risky DV01

      In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...