ONTOLOGY EXPLORER
credit derivative
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/CreditDerivative>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "credit derivative"@en |
| subClassOf | DerivativeInstrument |
| definition | "derivative instrument that is a privately held, negotiable bilateral contract traded over-the-counter (OTC) between two parties in a creditor/debtor relationship, enabling the creditor to effectively transfer some or all of the risk of a debtor defaulting to a third party"@en |
| example | "Examples include credit default swaps (CDS), collateralized debt obligations (CDO), total return swaps, and credit spread options and forwards."@en |
| explanatoryNote | "The third party accepts the risk in return for payment, known as the premium."@en |