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Credit Derivatives – Single-Name CDS

Single-name credit default swaps are comparatively simple instruments when compared with the complex and opaque structures that once adorned the credit derivatives market. This course outlines the key features and trading practices surrounding these instruments.

  • OBJECTIVES

    On completion of this course, you will be able to:

    Identify the features of single-name credit default swaps

    Recognize the main market practices in the single-name CDS market

  • COURSE OUTLINE

    Topic 1: Single-Name CDS Structures

    Overview of Single-Name CDS Structures

    Dates & Maturities

    o  Lookback Periods

    Premium Rates & Upfront Payments

    Accrued Interest

    o Upfront Payments

    o Event Determination Dates

    Settlement & Documentation

    Restructuring

    o Modified Restructuring

    Topic 2: Market Practices & Development

    Reference Entities & Obligations

    Trading Volumes

    CDS Currencies & Trade Sizes

    Market Quotations

    Future of the Single-Name CDS Market

  • PREREQUISITE KNOWLEDGE

  • ESTIMATED COMPLETED TIME

    60 Minutes

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