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...
131 KB (15,186 words) - 15:57, 14 October 2024
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...
12 KB (1,239 words) - 03:48, 21 March 2024
to Default Credit Default Swap Portfolio Credit Default Swap Secured Loan Credit Default Swap Credit Default Swap on Asset Backed Securities Credit default...
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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...
3 KB (300 words) - 16:31, 15 January 2022
corporate bonds or Credit Default Swaps, bond yield spreads and credit default swap spreads indicate market participants assessments of credit risk and may...
18 KB (2,098 words) - 12:55, 19 September 2024
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...
3 KB (323 words) - 15:20, 8 October 2023
A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard credit default swap (CDS). Addressing CMCDS...
3 KB (349 words) - 18:44, 5 October 2023
Category:Swaps (finance), for a list of articles Constant maturity swap Credit default swap Cross currency swap Equity swap Foreign exchange swap Fuel price...
32 KB (3,961 words) - 20:03, 4 October 2024
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...
15 KB (1,742 words) - 01:24, 16 October 2024
Derivative (finance) (section Credit default swap)
forwards, futures, options, swaps, and variations of these such as synthetic collateralized debt obligations and credit default swaps. Most derivatives are...
89 KB (11,103 words) - 19:24, 15 October 2024
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...
5 KB (798 words) - 06:43, 29 September 2023
variation of a CDO (collateralized debt obligation) that generally uses credit default swaps and other derivatives to obtain its investment goals. As such, it...
30 KB (4,084 words) - 23:11, 26 April 2023
(finance) Swap (finance) International Swaps and Derivatives Association Credit derivatives Credit default swap Currency swap Forex swap Interest rate swap Energy...
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stressed PDs.: 14 Credit default swap-implied (CDS-implied) probabilities of default are based upon the market prices of credit default swaps. Like equity...
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early credit default swap. Using his quant to verify that Burry is most likely correct, he decides to enter the market and purchase credit default swaps himself...
47 KB (4,344 words) - 23:11, 13 October 2024
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...
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Subprime mortgage crisis (redirect from Global Credit Crunch 2007)
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...
297 KB (34,080 words) - 17:28, 23 September 2024
counterparty (CCP) and clearinghouse for credit default swap (CDS) transactions conducted by its participants. ICE Clear Credit LLC is a subsidiary of IntercontinentalExchange...
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2007–2008 financial crisis (redirect from Credit crisis of 2008)
corporate and institutional investors globally. Derivatives such as credit default swaps also increased the linkage between large financial institutions....
246 KB (25,613 words) - 09:57, 30 September 2024
)[citation needed] Swap (finance) National Futures Association Credit default swap Currency swap Foreign exchange swap Interest rate swap Swap Execution Facility...
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and Joe Nocera. Financial innovations, such as credit default swaps and synthetic CDO. Credit default swaps provided insurance to investors against the possibility...
72 KB (9,173 words) - 18:46, 2 October 2024
Causes of the Great Recession (section Over-leveraging, credit default swaps and collateralized debt obligations as causes)
housing debt was in turn caused by the mortgage-backed security, credit default swap, and collateralized debt obligation sub-sectors of the finance industry...
134 KB (15,301 words) - 22:45, 9 October 2024
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...
10 KB (1,108 words) - 14:43, 26 July 2024
simple approximation for CVA. This consists in buying default protection, typically a Credit Default Swap, netted for each counterparty. The CDS price may...
10 KB (1,035 words) - 08:43, 31 July 2024
derivatives dealers". The CFMA's handling of OTC derivatives, such as credit default swaps, has become controversial, as these derivatives played a major role...
188 KB (26,029 words) - 12:04, 4 October 2024
adequately capitalized. In the credit default swap (CDS) market, the standard contracts typically used between parties to a swap define the action of placing...
55 KB (6,184 words) - 23:06, 4 August 2024
ITraxx (category Swaps (finance))
name for the family of credit default swap index products covering regions of Europe, Australia, Japan and non-Japan Asia. Credit derivative indexes form...
9 KB (1,199 words) - 14:31, 21 December 2023
firms to sell him credit default swaps against subprime deals he saw as vulnerable. During his payments toward the credit default swaps, Burry suffered...
21 KB (2,057 words) - 17:34, 14 September 2024
obligations and credit default swaps. The value of these assets was very sensitive to economic factors, such as housing prices, default rates, and financial-market...
14 KB (1,798 words) - 04:12, 14 September 2024
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...
7 KB (667 words) - 20:58, 3 August 2024