Credit Derivatives: Basic Terminology
Interactive

Credit Derivatives: Basic Terminology

Intuition Publishing Pty Ltd
Updated Sep 24, 2020

There is a lot of jargon associated with credit derivatives. A grasp of some key terminology is therefore essential to understanding the mechanics of credit derivative trading. Here we look at a simple credit default swap, agreed and contingent payments, reference entities and obligations, the protection period, and credit events.

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