Commission de Surveillance du Secteur Financier and Credit default swap: Difference between pages
From ACT Wiki
(Difference between pages)
imported>Doug Williamson (Create page. CSSF webpage http://www.cssf.lu/) |
imported>Doug Williamson m (ACT Website link added 2/10/13) |
||
Line 1: | Line 1: | ||
(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]] | |||
== | |||
== 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