Credit default swap: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Link with BCDS page.) |
imported>Doug Williamson (Add link.) |
||
Line 9: | Line 9: | ||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[International Swaps and Derivatives Association]] | * [[International Swaps and Derivatives Association]] | ||
* [[iTraxx]] | |||
* [[Swap overlay]] | * [[Swap overlay]] | ||
* [[Putting a limit on losses]] | * [[Putting a limit on losses]] |
Revision as of 09:10, 12 August 2016
(CDS).
A variety of swap agreement that enables the effective transfer of credit risk from one party to the other.
See also
- BCDS
- Constant maturity credit default swap
- Credit risk
- International Swaps and Derivatives Association
- iTraxx
- Swap overlay
- Putting a limit on losses