A set of definitions of the terms used in a credit derivative confirmation. The wording of such definitions as restructuring, successor and guarantee can have a big impact on the outcome of a credit derivative trade. New definitions are drawn up periodically by Isda. The most recent, at the time of publication, are the 2003 credit derivative definitions.

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