Modification of the credit default swap where an additional event beyond that of the original credit event occurs. In a credit default swap, the credit risk of a fixed income product is transferred from buyer to the seller.
Related information about contingent credit default swap (CCDS):
- Contingent Credit Default Swap - CCDS Definition | Investopedia
A variation on the credit default swap (CDS). In a simple CDS, payment under the swap is triggered by a credit event, such as non-payment of interest.
- Contingent Credit Default Swap (CCDS): Definition from Answers.com
Contingent Credit Default Swap (CCDS) A variation on the credit default swap ( CDS). In a simple CDS, payment under the swap is triggered by a credit.
- What is contingent credit default swap (CCDS)? - InvestorWords.com
Definition of contingent credit default swap (CCDS): Modification of the credit default swap where an additional event beyond that of the original credit event ...
- Contingent Credit Default Swap [CCDS] Law & Legal Definition
Contingent Credit Default Swap or CCDS is a variation on the regular credit default swap. It requires a credit event like non-payment of interest and another ...
- Hedge Funds Review - Dealers agree terms for standard contingent ...
Feb 9, 2012 ... A group of major dealers has agreed the terms for standard contingent credit default swap (CCDS) trades linked to indexes. Documentation is ...
- counterparty risk for credit default swaps - Damiano Brigo
May 16, 2008 ... A Contingent Credit Default Swap (CCDS) is a CDS that, upon the default of the reference credit, pays the loss given default on the residual net ...
- Counterparty risk and Contingent CDS valuation ... - Damiano Brigo
Aug 20, 2006 ... A Contingent Credit Default Swap (CCDS) is a CDS that, upon the default of the reference credit, pays the loss given default on the residual net ...
- COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS - CiteSeer
May 16, 2008 ... A Contingent Credit Default Swap (CCDS) is a CDS that, upon the default of the reference credit, pays the loss given default on the residual net ...