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There is a page named "Constant maturity credit default swap" on Wikipedia

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  • Thumbnail for Credit default swap
    A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the...
    131 KB (15,168 words) - 23:57, 17 June 2024
  • A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard credit default swap (CDS). Addressing CMCDS...
    3 KB (349 words) - 18:44, 5 October 2023
  • Unfunded credit derivative products include the following products: Credit default swap (CDS) Total return swap Constant maturity credit default swap (CMCDS)...
    15 KB (1,808 words) - 08:05, 28 December 2023
  • Constant maturity refers to have a fixed (constant) maturity. It may refer to: Constant maturity credit default swap Constant maturity swap Constant-maturity...
    233 bytes (56 words) - 22:53, 20 October 2013
  • A credit-linked note (CLN) is a form of funded credit derivative. It is structured as a security with an embedded credit default swap allowing the issuer...
    5 KB (798 words) - 06:43, 29 September 2023
  • Category:Swaps (finance), for a list of articles Constant maturity swap Credit default swap Cross currency swap Equity swap Foreign exchange swap Fuel price...
    32 KB (3,961 words) - 01:15, 14 July 2024
  • consistency. Constant maturity swap Equity swap Eurodollar FTSE MTIRS Index Inflation derivative Interest rate cap and floor Swap rate Total return swap "OTC...
    32 KB (3,797 words) - 08:00, 17 July 2024
  • Thumbnail for Subprime mortgage crisis
    investors to estimate the probability of mortgage default was based on the history of credit default swaps, which unfortunately went back "less than a decade...
    297 KB (34,080 words) - 04:05, 11 July 2024
  • Thumbnail for Government debt
    the United States General: Bond (finance) Credit default swap Warrant (of Payment) List of countries by credit rating List of countries by external debt...
    30 KB (3,331 words) - 01:39, 16 July 2024
  • Thumbnail for Yield curve
    to maturity, and all yields should be calculated as of the same point in time. All securities measured in the yield curve should have similar credit ratings...
    45 KB (5,682 words) - 21:54, 6 April 2024
  • Thumbnail for Mortgage-backed security
    as by private entities that may offer credit enhancement features to mitigate the risk of prepayment and default associated with these mortgages. Since...
    40 KB (5,251 words) - 01:00, 6 June 2024
  • Thumbnail for Constant proportion portfolio insurance
    constant mix. CPPI products on a variety of risky assets have been sold by financial institutions, including equity indices and credit default swap indices...
    11 KB (1,593 words) - 23:48, 28 December 2023
  • valuation. The most common derivative on corporate bonds are called credit default swaps (CDS) which are contracts between two parties that provide a synthetic...
    15 KB (1,799 words) - 13:14, 17 July 2024
  • often choose the yield to maturity on a risk-free bond issued by a government of the same currency whose risks of default are so low as to be negligible...
    11 KB (1,560 words) - 18:21, 30 June 2023
  • Outline of finance (category Pages using Sister project links with default search)
    binomial tree Swaps Swap valuation Asset swap § Computing the asset swap spread Credit default swap § Pricing and valuation Currency swap § Valuation and...
    68 KB (5,686 words) - 11:04, 13 July 2024
  • Thumbnail for Bond (finance)
    creditor (e.g. repay the principal (i.e. amount borrowed) of the bond at the maturity date as well as interest (called the coupon) over a specified amount of...
    44 KB (6,298 words) - 21:51, 19 May 2024
  • Thumbnail for Bank
    Bank (redirect from Credit institution)
    risk of default.[need quotation to verify] Thus the goldsmiths of London became the forerunners of banking by creating new money based on credit. The Bank...
    66 KB (7,637 words) - 16:20, 18 July 2024
  • Thumbnail for Greek government-debt crisis
    widening of bond yield spreads and rising cost of risk insurance on credit default swaps compared to the other Eurozone countries, particularly Germany. The...
    223 KB (19,824 words) - 04:53, 15 July 2024
  • rates are constant the forward price of the futures is equal to the forward price of the forward contract with the same strike and maturity. It is also...
    49 KB (6,927 words) - 14:39, 16 May 2024
  • swaps, futures contracts as well as forward contracts. The most widely traded kinds are: Credit default swaps Interest rate swaps Inflation swaps Bond...
    12 KB (1,781 words) - 15:48, 7 July 2024
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