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

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.

In the interdealer market, the standard tenor on credit default swaps is five years. This is also referred to as the scheduled term since the credit event ...

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.

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.

A swap is a derivative contract. This financial agreement takes place between two parties to exchange assets that have cash flows for a set period of time.

The Standard Terms Supplement and Confirmation for a Syndicated Secured Loan Contingent Credit Default Swap Transaction allow parties to hedge the credit ...