...赔偿损失 (三)总收益互换(Total return swap, TRS)总收益互换的原理 信用利差衍生产品主要是指信用利差互换(credit spread swaps)。 信用利差是指证券收益率与无风险收益率之间的差额。
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对于该扩散的担心引起了主权信用违约互换利差扩大，借贷成本增加。
Concerns over contagion have caused sovereign credit-default swap spreads to widen, and the cost of borrowing to rise.
最近几周，LIBOR指数(银行借入成本的指标)银行债权的CDS(信用违约互换)利差(为抵御破产风险所支付的成本)都有所上涨。
In recent weeks there has been a rise in both LIBOR (a gauge of Banks' borrowing costs) and the credit-default-swap spreads on bank bonds (the cost of insuring against default risk).
信用衍生工具的主要品种有信用违约互换、总收益互换、信用违约期权、信用利差期权、信用联系票据。
There are many major credit derivatives types such as credit default swap, total return swap, credit default options, credit spread options and credit-linked note and so on.
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