Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

Version 1 Next »

In the Credit Index Swap panel, you can manually add and change a credit index swap. A credit index swap is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which is an over the counter credit derivative, a credit swap index is a completely standardized credit security and may therefore be more liquid and trade at a smaller bid-offer spread.
This article assumes you are familiar with the entity elections that have been made for processing credit index swaps.

  • No labels

0 Comments

You are not logged in. Any changes you make will be marked as anonymous. You may want to Log In if you already have an account.