An index of loan-only credit default swaps (CDS). A credit default swap is a hedge against a borrower defaulting on a loan. The LCDX is an index of 100 companies that have unsecured loans. Purchasing the LCDX provides greater diversification than purchasing individual credit default swaps.
Related information about loan credit default swap index (LCDX):
- North American Loan Credit Default Swap Index - LCDX Definition ...
A specialized index of loan-only credit default swaps (CDS) covering 100 individual companies that have unsecured debt trading in the broad secondary ...
- Loan credit default swap index - Wikipedia, the free encyclopedia
The loan credit default swap index (LCDX) is a loan-only credit default swap index created by CDS Index Company (CDSIndexCo). The LCDX index is a ...
- What is loan credit default swap index (LCDX)? - InvestorWords.com
Definition of loan credit default swap index (LCDX): An index of loan-only credit default swaps (CDS). A credit default swap is a hedge against a borrower ...
- Valuation of a Tranched Loan Credit Default Swap Index
Abstract. This paper provides a methodology for valuing a Loan Credit Default Swap Index (LCDX) and its tranches involving both default and prepayment risks.
- ISDA Publishes Documentation for LCDX
May 22, 2007... announced the launch of trading documentation and auction rules relating to the North American Loan Credit Default Swap Index (LCDX).
- LCDX index tranches trade today - Risk.net
Oct 9, 2007... Credit Risk ,Markit,Credit default swaps index,Loan credit default swap (LCDS) ,Loan credit default swap index (LCDX)
- Andrew Azzato - Sales / Operations ... - West Islip, NY | Indeed.com
Aug 9, 2011... Corporate Bonds, and products tied to North American Loan Credit Default Swap Index (LCDX) and Dow Jones Credit Default Swap Index ...
- US Credit Perspectives / PIMCO - immobilienblasen
Aug 15, 2007 ... The loan credit default swap index (LCDX), which references a diversified basket of bank loan credit default swaps (LCDS), has gone from ...