You are here: Home » Glossary » Equity default swap

Equity default swap

A barrier equity option which uses terminology similar to a credit default swap. The trigger or equity event is a fall in the reference share price below a certain level at any point during the life of the trade and is analogous to a credit event.

Related stories

JP Morgan markets novel synthetic hybrid 4 years ago
Broker eyes credit derivatives fund for Israeli corporates 5 years ago
S&P plans to overhaul cashflow CDO ratings 6 years ago
End view: Nereus Financial: looking to stormier waters 6 years ago
Credit-FX hybrids break new ground 6 years ago
S&P plans to overhaul cashflow CDO ratings 6 years ago
End view: How to add alpha in EM 6 years ago
Icap hires structured broker 7 years ago
Moody's revamps correlation model 7 years ago