news, comment, analysis and data on the global business of credit trading and investing
Receiver
A credit swaption giving the option buyer the right to sell protection on a certain date at a certain price. This is equivalent to a call option on a bond.
Related stories
- Receiver bids dry up as option skew widens 6 days ago
- Credit implied volatility plummets as investors split on market... 21 days ago
- Rise in volatility prompts option profit taking 1 month ago
- Steepening vol smile prompts risk reversals 2 months ago
- Troubled Swiss oil refiner to file for bankruptcy 3 months ago
- Receiver agrees to sale of European CLO 5 months ago
- Recovery revealed for senior investors in a $2 billion liquidated... 5 months ago
- Supply spikes as CLO holders turn to the secondary market 5 months ago
- CDO in receivership heads for liquidation 6 months ago
