Credit default swap: Difference between revisions
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imported>Doug Williamson (Linked to The Treasurers Handbook - Putting a limit on losses) |
imported>Doug Williamson (Layout.) |
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== Other links == | ===Other links=== | ||
[http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008] | [http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008] | ||
Revision as of 08:57, 11 May 2015
(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
- Putting a limit on losses
