Browse the glossary:
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
R
S
T
U
V
W

Credit event fixing

The process of determining the cash settlement price for a credit derivative using a credit event auction. At the time of publication, credit event fixings are used only for credit indices and are administered by Creditex and Markit Group.

Related stories

Lehman auction produces one of the lowest recoveries on record 3 years ago

Single names drive Dura auction price lower 5 years ago

Dura default set to test credit event mechanism 5 years ago

Creditex plans to make event auctions foolproof 5 years ago

Isda plans settlement dispute panel 5 years ago

Ref ob proposal rejected 5 years ago

Ref ob proposal sparks controversy 5 years ago

Ref ob proposal rejected 5 years ago

Dealers abandon net physical settlement 5 years ago