Credit default swap: Difference between revisions
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imported>Doug Williamson (Amend link titling and categorise page.) |
imported>Doug Williamson (Categorise page.) |
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[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] | ||
[[Category: | [[Category:Long_term_funding]] | ||
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Revision as of 17:43, 9 November 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
