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A credit default swap (CDS) is a particular type of swap designed to transfer the credit exposure of fixed income products to another party.
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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 ...
An asset-backed credit default swap (ABCDS) protects a buyer's investment in an asset-backed security rather than a corporate credit instrument.
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.
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.
This is also referred to as the scheduled term since the credit event causes a payment by the protected seller, which means the swap will be terminated. When ...
Credit derivatives include credit default swaps, collateralized debt obligations, total return swaps, credit default swap options, and credit spread forwards.
A credit-linked note is a security with an embedded credit default swap that allows the issuer to transfer specific credit risks to credit investors.
A credit default swap is an investment that effectively transfers the credit risk to a third party. The swap buyer makes premium payments to the swap seller ...