Credit Derivatives: CLNs
Interactive

Credit Derivatives: CLNs

Intuition Publishing Pty Ltd
Updated Sep 24, 2020

A credit linked note (CLN) is a type of funded credit derivative. It is structured as a security mixed with a credit default swap, enabling the issuer to transfer credit risk to credit investors. Here we examine funded credit derivatives, simple CLNs, types of CLN, and issuer credit risk.

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