Credit default swap: Difference between revisions
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(CDS). A variety of swap agreement that enables the effective transfer of credit risk from one party to the other. | (CDS). | ||
A variety of swap agreement that enables the effective transfer of credit risk from one party to the other. | |||
The pricing of credit default swaps is used as a market valuation of relative counterparty risk. | |||
== See also == | == See also == | ||
* [[BCDS]] | |||
* [[Capital market swap]] | |||
* [[Constant maturity credit default swap]] | * [[Constant maturity credit default swap]] | ||
* [[Counterparty risk]] | |||
* [[Credit]] | |||
* [[Credit default swap index]] | |||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[Default]] | |||
* [[International Swaps and Derivatives Association]] | * [[International Swaps and Derivatives Association]] | ||
* [[Putting a limit on losses]] | |||
* [[Swap]] | |||
* [[Swap overlay]] | * [[Swap overlay]] | ||
==Other link== | |||
[http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008] | |||
[[Category:Long_term_funding]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
Latest revision as of 05:28, 6 November 2023
(CDS).
A variety of swap agreement that enables the effective transfer of credit risk from one party to the other.
The pricing of credit default swaps is used as a market valuation of relative counterparty risk.
See also
- BCDS
- Capital market swap
- Constant maturity credit default swap
- Counterparty risk
- Credit
- Credit default swap index
- Credit risk
- Default
- International Swaps and Derivatives Association
- Putting a limit on losses
- Swap
- Swap overlay
