Credit default swap

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Revision as of 11:59, 6 July 2022 by imported>Doug Williamson (Add link.)
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(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


Other link

Credit Default Swap based loan pricing, ACT 2008