debt swap
51Cross-Currency Swap — An agreement between two parties to exchange interest payments and principal on loans denominated in two different currencies. In a cross currency swap, a loan s interest payments and principal in one currency would be exchanged for an equally… …
52credit default swap — UK / US noun [countable] Word forms credit default swap : singular credit default swap plural credit default swaps economics a financial instrument for protecting against the risk that a company or organization will not pay money that they owe.… …
53Bond Market Association (BMA) Swap — A type of swap arrangement in which two parties agree to exchange interest rates on debt obligations, where the floating rate is based on the bond market association s swap index. One of the parties involved will swap a fixed interest rate for a… …
54Liability Swap — An exchange of debt related interest rates between two parties usually large corporations. In a liability swap, two currently identical (in nominal value) cash flows are exchanged. Usually a variable (floating) rate is exchanged for a fixed rate… …
55Constant Proportion Debt Obligation — A Constant Proportion Debt Obligation (or CPDO) is a type of credit derivative sold to investors looking for long term exposure to credit risk on a highly rated note. They employ dynamic leveraging in a similar (but opposite) way to Credit CPPI… …
56interest rate swap — An agreement under which two parties agree to exchange or swap a series of payments corresponding to each other s interest payment obligations. See also swap. + interest rate swap USA A type of over the counter derivative (OTC derivative) under… …
57Zero Basis Risk Swap - ZEBRA — A swap agreement between a municipality and a financial intermediary. Also known as a perfect swap or actual rate swap . The municipality pays a fixed rate of interest to the financial intermediary and receives a floating rate of interest in… …
58Collateralised Debt Obligation — Un CDO (pour collateralized debt obligation, en français, « obligation adossée à des actifs ») est une structure de titrisation d actifs financiers de nature diverse. Sommaire 1 Son fonctionnement 2 Les risques 3 Notes et références …
59Collateralized Debt Obligation — Collateralised debt obligation Un CDO (pour collateralized debt obligation, en français, « obligation adossée à des actifs ») est une structure de titrisation d actifs financiers de nature diverse. Sommaire 1 Son fonctionnement 2 Les… …
60Credit default swap — Produits dérivés financiers Produits fermes Forwards (Contrat de gré à gré) Futures (Contrat à terme) Swaps (Échange financier) Produits optionnels Options et Warrants Credit default swap (couvertures de défaillance) …
