credit derivative


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Related to credit derivative: Credit default swap

credit derivative

n.
A financial derivative used to transfer the risk of investing in bonds, loans, or other debt.
References in periodicals archive ?
For assets held in banking books, regulatory capital relief is less generous, limited to instances when the credit derivative gives a one-to-one match with the loss experience of individual banking-book positions.
Starting with the $58 trillion dollar credit derivatives market, our first end user product, JuliusProp(tm), offers an enhanced analytic data service with a full range of market implied risk metrics, exotic prices, and forward-looking analysis uniquely derived using next generation unified credit models.
The second is whether macroeconomic factors might act as catalysts in initiating widespread credit crises and their associated implications for credit derivative markets.
The first and leading e-trading platform in credit derivatives, Creditex is used by more than 1,000 credit derivatives traders at the world's top financial institutions.
New credit derivatives details reduce risk and increase transparency
T-Zero has the strongest affirmation platform in the credit derivative market, and Bloomberg's reach in the financial markets is unparalleled, making this an exceptional win for the industry.
The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil.
IDX Launches New Desks and is First Inter-Dealer Broker to Offer ABX and CMBX Products to the Credit Derivatives Marketplace
Terence Sawchuk, a management analyst with BearingPoint and co-author of the paper, pointed out that most credit derivative trades are not standardized and have to be reviewed individually by each party, raising the possibility of error and extending the time delay on trade execution.
com/reports/c17573 ) has announced the addition of Learning Curves, Vol VII: Credit Derivatives, Securitizations and the New Regulatory Environment to their offering.
Credit Derivatives is unique self-study guide to these complex instruments, their application, pricing and market development.
The changes will be implemented through the adoption by counterparties to CDS transactions of the 2009 ISDA Credit Derivatives Determinations Committees and Auction Settlement Supplement to the 2003 ISDA Credit Derivatives Definitions.