(Difference between pages)
imported>Doug Williamson |
imported>Administrator |
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| (CDS).
| | ''Maths.'' |
| | | A mathematical statement that two expressions are equal to each other. |
| A variety of swap agreement that enables the effective transfer of credit risk from one party to the other. | |
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| The pricing of credit default swaps is used as a market valuation of relative counterparty risk.
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| | For example: |
| | y = 3x |
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| == See also == | | == See also == |
| * [[BCDS]] | | * [[Simultaneous equations]] |
| * [[Constant maturity credit default swap]]
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| * [[Counterparty risk]]
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| * [[Credit]]
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| * [[Credit default swap index]]
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| * [[Credit risk]]
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| * [[International Swaps and Derivatives Association]]
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| * [[Swap]]
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| * [[Swap overlay]]
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| * [[Putting a limit on losses]]
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| ==Other link==
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| [http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008]
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| [[Category:Long_term_funding]]
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| [[Category:Manage_risks]]
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| [[Category:Risk_frameworks]]
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Revision as of 14:19, 23 October 2012
Maths.
A mathematical statement that two expressions are equal to each other.
For example:
y = 3x
See also
