IC test

See interest coverage test.

Ilex Asset Management

Ilex Asset Management describes itself as a leading investment manager in credit...

IMM dates

See standard maturity dates.

Implied writedown

A credit event often used in credit default swaps referencing cash CDOs.

Index

See .

Inner CDO

See synthetic CDO squared.

Interest diversion test

A par value test present in many cashflow CLOs. Like an overcollateralisation ...

Istithmar World Capital

Istithmar World Capital, the private equity and alternative investment arm of...

iTraxx

A family of European and Asian credit indices. See also www.itraxx.com