Credit default swap: Difference between revisions
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A variety of swap agreement that enables the effective transfer of credit risk from one party to the other. | A variety of swap agreement that enables the effective transfer of credit risk from one party to the other. | ||
== See also == | == See also == | ||
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* [[International Swaps and Derivatives Association]] | * [[International Swaps and Derivatives Association]] | ||
* [[Swap overlay]] | * [[Swap overlay]] | ||
== Other links == | |||
[http://www.treasurers.org/cdsloanpricing Credit Default Swap based on loan pricing, ACT 2008] | |||
Revision as of 08:32, 2 October 2013
(CDS).
A variety of swap agreement that enables the effective transfer of credit risk from one party to the other.
See also
- Constant maturity credit default swap
- Credit risk
- International Swaps and Derivatives Association
- Swap overlay
