Credit Derivatives

Credit Derivatives
(кредитные деривативы)
финансовые инструменты, предназначенные для передачи кредитного риска от одного лица другому. Такие инструменты включают: дефолтные свопы, свопы на совокупный доход и кредитные ноты.

Ипотека. Словарь терминов. . 2011.

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Смотреть что такое "Credit Derivatives" в других словарях:

  • Credit Derivatives —    Derivative instruments created to separate the credit risk of a borrower from overall market risk. A purchaser of a bond buys a credit derivative to cover the risk of the bond s debtor defaulting. Effectively the seller or writer of the credit …   Financial and business terms

  • Credit Derivatives Product Company — Credit Derivatives Product Companies, or CDPC, are a business almost solely focused on selling credit default swaps contracts. IE, they basically sell insurance against someone failing to pay back a loan ( defaulting ). CDPC are usually highly… …   Wikipedia

  • credit derivative — United Kingdom A derivative under which the parties obligations are determined by events related to the debt obligations and creditworthiness of a third party (or group of third parties) known as a reference entity (or reference entities).… …   Law dictionary

  • credit default swap — UK US noun [C] (also credit swap) ► FINANCE a type of credit derivative in which the buyer pays the seller for the right to get money back if a particular loan, bond, etc. is not paid back: »The cornerstone of the credit derivatives market is the …   Financial and business terms

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

  • Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… …   Wikipedia

  • Derivatives market — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Credit Default Swap — Ein Credit Default Swap (CDS, engl. für Kreditausfall Swap) ist ein Kreditderivat, das es erlaubt, Ausfallrisiken von Krediten, Anleihen oder Schuldnernamen zu handeln. Ein CDS ist ein Vertrag zwischen zwei Parteien, der Bezug auf einen… …   Deutsch Wikipedia

  • Credit default option — In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity.… …   Wikipedia

  • Credit risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk …   Wikipedia


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