But what is a (naked) credit-default swap?
但是，什么是(无担保)信用违约互换呢？
Sir, can you tell me what a credit default swap is?
先生你能告诉我什么是信用违约交换吗？
You are as blameless for these credit default swap losses as I am.
你们和我一样不应为信用违约互换交易负责。
Figure 2 illustrates a small portion of a sample FpML record for a credit default swap trade.
图2展示了信用违约掉期交易的一个样例FpML记录的一小部分。
The WHERE clause restricts the update to a specific credit default swap trade involving Agrium Inc.
where子句将更新限制到一个涉及Agrium Inc .的特定信用违约掉期交易。
The model is used to measure the credit risk implied by credit default swap index.
第三章应用结构转换模型分析信用风险。
We use the same query as in Listing 3 to obtain credit default swap from DB2, so we won't repeat it here.
我们使用与清单3中相同的查询来从DB2获得信用违约掉期，所以这里不再重复它。
Borrowing costs for big financial institutions plunged on Tuesday, as measured by credit-default swap spreads.
周二的时候，以信贷互换违约利差计算的大机构借贷成本下降。
Concerns over contagion have caused sovereign credit-default swap spreads to widen, and the cost of borrowing to rise.
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。
Analyse of pricing theory of credit default swap build a foundation for its product design and trading in our country.
对信用违约互换定价原理的分析，为其在我国的产品设计及交易构筑了基础。
One aspect of this application might need to obtain current market data about the firms referenced in credit default swap trades.
该应用程序的一个方面可能需要获得关于信用违约掉期交易中引用的公司的当前市场数据。
As an alternative to short selling, you can buy a credit default swap, which is a form of insurance on debt-not necessarily your own debt.
作为卖空交易的替代选择，你还可以购买信贷违约掉期。这是债务保险的一种形式，担保的未必是你自己的债务。
Specifically, we want only credit default swap data, which FpML represents as an XML node that contains multiple child nodes (see Figure 2).
具体来说，我们只想要信用违约掉期数据，FpML 将这些数据表示为一个包含多个子节点的XML节点（参见图 2）。
This is a relational view that contains information about credit default swap derivatives that involve a failure to pay by some known entity.
这是一个关系视图，其中包含信用违约互换衍生产品(即在发生违约时由某个知名的金融实体承担损失)的相关信息。
A credit-default swap may be described as an insurance that investors buy to compensate for a loss if a particular debtor defaults on its obligation.
信用违约互换(credit - default swap，简称CDS，又译为信用违约掉期)可看成是一种保险，投资者购买CDS以弥补一旦某特定债务人发生债务违约而可能给自己造成的损失。
Listing 2 illustrates how to use XPath expressions to obtain credit default swap trade data involving a company of interest from a database-in this case, DB2.
清单2演示了如何使用XPath表达式从数据库(本例中是DB2)获得一家公司的信用违约掉期数据。
For example, BlueMountain Capital, an American hedge fund, has agreed to take on some risks on a credit-default swap portfolio from credit Agricole, a French bank.
比如说，美国对冲基金BlueMountain Capital已经与法国农业信贷银行达成协议，承担部分信贷违约掉期风险。
Thursday's frenzy was whipped up in part by big moves in the credit-default swap markets, where traders can take big bets on the likelihood of a country defaulting.
周四市场的震荡在一定程度上是因为信贷违约掉期（CDS）市场出现了较大的波动。在这个市场，交易员可以为某个国家违约的可能性押下重注。
When the latest crisis hit Europe, credit-default swap spreads rose sharply for countries such as Greece, Hungary, Portugal and Spain, yet they barely budged for Turkey.
当最近的一波金融危机冲击到欧洲的时候，一些国家，比如希腊，匈牙利，葡萄牙，西班牙，它们的信用违约交换差额大幅上升，但是土耳其的却几乎没有变化。
The LET clause extracts referenced entity information from the collection of credit default swap data that DB2 returns after executing the named query defined in Listing 6.
let子句从执行清单6中定义的已命名查询之后DB 2返回的信用违约掉期数据集合中摘取所引用的实体信息。
As China suffers a rise in company defaults and an increase in corporate 1 downgrades, the need for a credit default swap 2 market in the country has become more pressing.
中国的企业违约和企业评级下调增多之际，它对信用违约互换（CDS）市场的需要已变得愈发迫切。
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.
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。
So if there is a default, the issuer of the credit default swap pays you, and so you gain just as the short seller gains when the price of the stock or bond that he's shorted falls.
从而一旦出现债务违约，信贷违约掉期的发行人将赔偿你，于是你就可以从中获利，正如空头在他看空的股票或债券价格下跌时获利一样。
In particular, this query returns the text values of the trade IDs associated with all credit default swap derivatives in which "Amcor Ltd" or "Abbey National PLC" are referenced entities.
具体地说，此查询返回引用的实体是“AmcorLtd”或“AbbeyNationalPLC”的所有信用违约互换衍生产品的相关交易ID的文本值。
The credit default swap pricing model is the core of the credit default swap research, and particularly the pricing model based on a reduced form model is the mainstream in current studies.
构建有效的信用违约互换定价模型是信用违约互换研究的核心，而基于强度模型的信用违约互换定价模型研究是目前研究方向的主流。
This paper carries out a systemic study on pricing, documentation issues and application of credit default swap and put forwards implementation methods of developing credit default swaps in China.
本文以信用违约互换为研究对象，对其定价、合约设计以及应用等方面进行了研究，并尝试结合我国金融市场实际，探讨了信用违约互换在我国的应用问题。
For example, the Credit Default Swap rate for Spain has dropped by 140 basis points since reaching a peak earlier this month of 360 basis points.
比如，西班牙债券违约掉期利率自月初触及360个基点的顶点以来，下跌了140个基点。
For example, the Credit Default Swap rate for Spain has dropped by 140 basis points since reaching a peak earlier this month of 360 basis points.
比如，西班牙债券违约掉期利率自月初触及360个基点的顶点以来，下跌了140个基点。
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