credit-linked derivative

См. также в других словарях:

• credit-linked note — (CLN) United Kingdom A funded credit derivative in the form of a debt security, under which the investor in the note will receive the face value of the note at maturity unless there is a default by an underlying third party referenced by the note …   Law dictionary

• 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 linked security — A type of credit derivative instrument. Credit linked notes are a securitized form of credit derivatives. The protection buyer issues notes. If a specified credit event occurs, the investor who buys the notes has to suffer either a delay in… …   Financial and business terms

• credit linked note — A type of credit derivative instrument. Credit linked notes are a securitized form of credit derivatives. The protection buyer issues notes. If a specified credit event occurs, the investor who buys the notes has to suffer either a delay in… …   Financial and business terms

• 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 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

• Derivative (finance) — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

• Credit enhancement — Securities Securities Bond Stock Investment fund Derivative Structured finance Agency security …   Wikipedia

• credit derivative — Contractual arrangements that allow one party to transfer credit risk of a reference asset, which it may or may not own, to one or more counterparties. The first party may be called the protection buyer , the beneficiary or the originator . The… …   Financial and business terms

• Credit Default Insurance — The use of a financial agreement usually a credit derivative such as a credit default swap, total return swap, or credit linked note to mitigate the risk of loss from default by a borrower or bond issuer. Credit default insurance allows for the… …   Investment dictionary