Category:Credit Default Swaps
From Open Risk Manual
A transaction and contract in which one leg is the conditional commitment to pay out on some debt in the event that a pre-defined credit event takes place. The contract may make reference to a specific debt instrument or loan, or take effect in the event of one of a range of events that happen to the business entity that is the debtor in that debt. Includes terms for different kinds of settlement arrangement. Note that these are a swap in name only, since under normal conditions there is only one stream of payment, the fee payment leg.
Pages in category "Credit Default Swaps"
The following 40 pages are in this category, out of 40 total.
C
- CDS Cash Settlement
- CDS Cash Settlement Dealer
- CDS Cash Settlement Quotation Method
- CDS Cash Settlement Valuation Method
- CDS Contingent Delivery Commitment
- CDS Contingent Delivery Side
- CDS Contingent Delivery Terms
- CDS Contingent Transaction
- CDS Contingent Transaction Settlement
- CDS Contract
- CDS Credit Event
- CDS Credit Event Reference
- CDS Fee Leg Stream
- CDS Fee Payment Commitment
- CDS Fee Payment Schedule Specification
- CDS Party
- CDS Periodic Payment Schedule
- CDS Physical Settlement
- CDS Reference Obligation
- CDS Transaction
- Contingent Leg
- Contingent Transaction Commitment
- Credit Basket Reference Constituent
- Credit Derivative Contract
- Credit Event Notice
- Credit Event Underlying
- Credit Protection Commitment
- Credit Protection Contingent Leg Terms
