Glossary

Updated 23 September 2018

This glossary offers definitions of technical terms commonly used in the BIS Quarterly Review.

The glossary is also available as a PDF file in ChineseFrench, German, Italian and Spanish.

index product

Multi-name CDS contract with constituent reference credits and a fixed coupon that are determined by an administrator such as Markit (which administers the CDX and iTraxx indices). Index products include tranches of CDS indices.

Updated: 11 Dec 2016
index product

Multi-name CDS contract with constituent reference credits and a fixed coupon that are determined by an administrator such as Markit (which administers the CDX and iTraxx indices). Index products include tranches of CDS indices.

Updated: 11 Dec 2016