2007年03月08日
よく知らせているクレジット・デリバティブ
1. Credit Default Swap (CDS)
2. Digital Default Swap (DDS)
3. Equity Default Swap (EDS)
4. Basket Default Swap
First-to-Default Swap (FtD)
Second-to-Default Swap (StD)
Nth-to-Default Swap
... ...
5. Total Return Swap (TRS)
6. Credit Spread Forward
7. Credit Spread Call Option
8. Credit Spread Put Option
9. Asset Swap (Strictly, This is not credit derivatives)
10. Credit-Linked Note (CLN)
11. Collateralized Debt Obligation (CDO)
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- at 10:23
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