Contractual gap and Credit default swap: Difference between pages

Revision as of 11:59, 6 July 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.

@@ Line 1: / Line 1: @@
-A mismatch in the timing at which interest rate assets and liabilities will reprice under their contractual terms, ignoring any effects of customers' behaviour.
+(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 ==
-* [[Behavioural gap]]
+* [[BCDS]]
-* [[Gap report]]
+* [[Constant maturity credit default swap]]
-* [[Interest gap report]]
+* [[Counterparty risk]]
-* [[Interest gap]]
+* [[Credit]]
-* [[Liquidity gap]]
+* [[Credit default swap index]]
+* [[Credit risk]]
+* [[International Swaps and Derivatives Association]]
+* [[Swap]]
+* [[Swap overlay]]
+* [[Putting a limit on losses]]
+==Other link==
+[http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008]
+[[Category:Long_term_funding]]
+[[Category:Manage_risks]]
+[[Category:Risk_frameworks]]