ONTOLOGY EXPLORER
multi-name credit default swap
<https://spec.edmcouncil.org/fibo/ontology/DER/CreditDerivatives/CreditDefaultSwaps/MultiNameCreditDefaultSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "multi-name credit default swap"@en |
| subClassOf | CreditDefaultSwap |
| definition | "credit default swap that references more than one obligation or borrower"@en |
| adaptedFrom | "Draft paper on Credit Default Swaps from the Federal Reserve Board, available at https://www.federalreserve.gov/econres/feds/files/2022023pap.pdf" |
| adaptedFrom | "ISO 10962:2019, Securities and related financial instruments - Classification of financial instruments (CFI) code" |
| explanatoryNote | "For instance, a multiname contract could be written to cover defaults in a reference portfolio (such as in the case of a basket credit default swap) or, as has been increasingly common over the past couple of decades,be based on an index of commonly negotiated single-name CDS. The latter are generally called CDS indexes."@en |
| synonym | "multiname credit default swap" |