A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the...

A credit default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default...

corporate bonds or Credit Default Swaps, bond yield spreads and credit default swap spreads indicate market participants assessments of credit risk and may...

A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard credit default swap (CDS). Addressing CMCDS...

Category:Swaps (finance), for a list of articles Constant maturity swap Credit default swap Cross currency swap Equity swap Foreign exchange swap Fuel price...

The loan credit default swap index (LCDX) is a loan-only credit default swap index created by CDS Index Company (CDSIndexCo). The LCDX index is a tradeable...

to Default Credit Default Swap Portfolio Credit Default Swap Secured Loan Credit Default Swap Credit Default Swap on Asset Backed Securities Credit default...

A credit-linked note (CLN) is a form of funded credit derivative. It is structured as a security with an embedded credit default swap allowing the issuer...

variations of these such as synthetic collateralized debt obligations and credit default swaps. Most derivatives are traded over-the-counter (off-exchange) or on...

option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity. The option is usually European...

name for the family of credit default swap index products covering regions of Europe, Australia, Japan and non-Japan Asia. Credit derivative indexes form...

stressed PDs.: 14  Credit default swap-implied (CDS-implied) probabilities of default are based upon the market prices of credit default swaps. Like equity...

variation of a CDO (collateralized debt obligation) that generally uses credit default swaps and other derivatives to obtain its investment goals. As such, it...

(finance) Swap (finance) International Swaps and Derivatives Association Credit derivatives Credit default swap Currency swap Forex swap Interest rate swap Energy...

investors to estimate the probability of mortgage default was based on the history of credit default swaps, which unfortunately went back "less than a decade...

The purest form is the credit default swap market, which is essentially a traded market in credit insurance. A credit default swap represents the price...

one's credit worthiness, credit events can trigger specific protections provided by credit derivatives (e.g. credit default swap, credit default swap index...

adequately capitalized. In the credit default swap (CDS) market, the standard contracts typically used between parties to a swap define the action of placing...

economic recovery. May 19, 2005: Fund manager Michael Burry closed a credit default swap against subprime mortgage bonds with Deutsche Bank valued at $60...

officer of PNC Financial Services. He is credited with being one of the earliest adopters of the credit default swap, especially the creation of markets around...

Bruno Iksil (also trading credit default swaps) and in 2021 when Bill Hwang lost around $10 billion on total return swaps. Hubler was born and raised...

who are insolvent or in default. Default can be of two types: debt services default and technical default. Debt service default occurs when the borrower...

counterparty (CCP) and clearinghouse for credit default swap (CDS) transactions conducted by its participants. ICE Clear Credit LLC is a subsidiary of IntercontinentalExchange...

and Joe Nocera. Financial innovations, such as credit default swaps and synthetic CDO. Credit default swaps provided insurance to investors against the possibility...

is set as USD LIBOR, would be considered a quanto swap. Quanto credit default swap, in which default protection is purchased on a notional amount specified...

Short describes several of the main players in the creation of the credit default swap market who sought to bet against the collateralized debt obligation...

prominence at Deutsche Bank in the early and mid 2000s with his credit default swap and capital structure arbitrage trading strategies. He then formed...

enabling AIG to deliver additional collateral to its credit default swap trading partners. The credit facility was secured by the stock in AIG-owned subsidiaries...

current exposure method". This consists in: buying default protection, typically a credit default swap, netted for each counterparty; and the CDS price...

derivatives dealers". The CFMA's handling of OTC derivatives, such as credit default swaps, has become controversial, as these derivatives played a major role...