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[Learn] <b>Credit</b> default swaps (CDS) - Terminology &amp; Risk Transfer

The investor conducts two transactions: long a Treasury bond plus short a credit default swap (CDS). By “short the CDS,” we mean the investor sells credit protection to a counterparty (who buys credit protection); this credit protection …

This entry was posted on Tuesday, April 1st, 2008 at 4:35 am and is filed under Credit Protection. You can follow any responses to this entry through the RSS 2.0 feed. Responses are currently closed, but you can trackback from your own site.

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