credit risk option

См. также в других словарях:

• 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 Spread Option — A financial derivative contract that transfers credit risk from one party to another. An initial premium is paid by the buyer in exchange for potential cash flows if a given credit spread changes from its current level. The buyer of a credit… …   Investment dictionary

• Credit Spread — 1. The spread between Treasury securities and non Treasury securities that are identical in all respects except for quality rating. 2. An options strategy where a high premium option is sold and a low premium option is bought on the same… …   Investment dictionary

• option-adjusted spread — ( OAS) (1) A measurement of the return provided to an investor from a financial instrument that is either an option or that includes an option. The option adjusted spread calculations break up a security into separate cash flows. Each of those… …   Financial and business terms

• Risk (magazine) — Risk is a magazine covering financial risk management and the global derivatives markets. It includes papers on option pricing and hedging, market risk, credit risk, swaps and Monte Carlo methods.It was founded by Peter Field in 1987. It was… …   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

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

• Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income …   Wikipedia

• Credit-linked note — 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 to transfer a specific credit risk to credit investors. The issuer is not obligated to repay …   Wikipedia

• Credit spread (options) — Finance Financial markets Bond market …   Wikipedia

• Credit card — Personal finance Credit and debt Pawnbroker Student loan Employment contract Salary Wage Empl …   Wikipedia