Credit Default Swap

GPTKB entity

Statements (52)
Predicate Object
gptkbp:instanceOf gptkb:financial_services_company
gptkbp:abbreviation gptkb:CDS
gptkbp:component credit derivatives market
gptkbp:creditEventExamples gptkb:bankruptcy
restructuring
failure to pay
gptkbp:currency gptkb:USD
gptkb:JPY
GBP
EUR
other major currencies
gptkbp:documentation gptkb:ISDA_Credit_Derivatives_Definitions
gptkbp:fareControl gptkb:organization
gptkbp:filingMethod quarterly
semi-annual
https://www.w3.org/2000/01/rdf-schema#label Credit Default Swap
gptkbp:involves protection buyer
protection seller
reference entity
reference obligation
gptkbp:marketDataProvider gptkb:Bloomberg
gptkb:ICE_Data_Services
gptkb:Markit
gptkbp:marketParticipants banks
insurance companies
hedge funds
pension funds
asset managers
gptkbp:notableFailure gptkb:AIG_(2008)
gptkbp:notableFor gptkb:2008_financial_crisis
gptkbp:originatedIn 1990s
gptkbp:regulates gptkb:Dodd-Frank_Act_(US)
gptkb:European_Market_Infrastructure_Regulation_(EMIR)
gptkb:ISDA
gptkbp:relatedTo credit-linked note
interest rate swap
synthetic CDO
total return swap
gptkbp:riskFactor systemic risk
counterparty risk
central clearing (post-2008)
gptkbp:settlementType cash settlement
physical settlement
gptkbp:standardizedBy gptkb:ISDA_Master_Agreement
gptkbp:tradedOn over-the-counter market
gptkbp:triggeredBy credit event
gptkbp:usedFor speculation
hedging
credit risk transfer
gptkbp:市值 trillions of USD (notional outstanding)
gptkbp:bfsParent gptkb:CDS
gptkbp:bfsLayer 5