3. Credit default swaps

  1. Vinod Kothari

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390412.ch3

Credit Derivatives and Structured Credit Trading, Revised Edition

Credit Derivatives and Structured Credit Trading, Revised Edition

How to Cite

Kothari, V. (2008) Credit default swaps, in Credit Derivatives and Structured Credit Trading, Revised Edition, John Wiley & Sons (Asia) Pte. Ltd., 2 Clementi Loop, #02-01, Singapore 129809. doi: 10.1002/9781118390412.ch3

Publication History

  1. Published Online: 20 MAR 2012
  2. Published Print: 19 SEP 2008

ISBN Information

Print ISBN: 9780470822920

Online ISBN: 9781118390412

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Keywords:

  • credit default swaps;
  • reference obligation;
  • notional value;
  • credit events;
  • obligation acceleration

Summary

This chapter contains sections titled:

  • Meaning of CDS

  • Summary of terms

  • Main terms of the CDS

  • Funded CDS

  • How do the parties to a CDS encash value

  • CDS on sovereign names

  • Basket default swap

  • Portfolio CDS

  • Structured portfolio default swap

  • Binary swaps

  • Endnotes