A credit default swap (CDS) is a financial derivative that allows an investor to swap or offset their credit risk with that of another investor.

What Is a Credit Default Swap? · How a CDS Works

The credit default swap index (CDX) is a financial instrument composed of a set of credit securities issued by North American or emerging market companies.

An asset-backed credit default swap (ABCDS) protects a buyer's investment in an asset-backed security rather than a corporate credit instrument.

Credit event auctions set a price for all market participants who choose to cash settle. The credit event auction under the International Swaps and Derivatives ...

A loan credit default swap (LCDS) is a type of credit derivative in which the credit exposure of an underlying loan is exchanged between two parties.

A contingent credit default swap (CCDS) is a tailored credit default swap that depends on two triggering events for payout.

Credit default insurance allows for the transfer of credit risk without the transfer of an underlying asset. Credit default swaps (CDS) and total return swaps ...

A credit event is a negative change in a borrower's capacity to meet its payments, which triggers settlement of a credit default swap (CDS) contract.