Credit default swap: Difference between revisions
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imported>Doug Williamson m (Layout.) |
imported>Doug Williamson (Update - source - Association of Corporate Treasurers - email from Naresh Aggarwal 16 Feb 2022.) |
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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. | ||
The pricing of credit default swaps is used as a market valuation of relative counterparty risk. | |||
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* [[BCDS]] | * [[BCDS]] | ||
* [[Constant maturity credit default swap]] | * [[Constant maturity credit default swap]] | ||
* [[Counterparty risk]] | |||
* [[Credit default swap index]] | * [[Credit default swap index]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[International Swaps and Derivatives Association]] | * [[International Swaps and Derivatives Association]] | ||
* [[Swap]] | |||
* [[Swap overlay]] | * [[Swap overlay]] | ||
* [[Putting a limit on losses]] | * [[Putting a limit on losses]] | ||
==Other | ==Other link== | ||
[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 10:58, 16 February 2022
(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
- Constant maturity credit default swap
- Counterparty risk
- Credit default swap index
- Credit risk
- International Swaps and Derivatives Association
- Swap
- Swap overlay
- Putting a limit on losses
