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Basic Question 1 of 9

In a CDS, which party bears the credit risk of the reference entity?

A. Protection buyer.
B. Protection seller.
C. The third party that issues the debt.

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I was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt

Martin Rockenfeldt

Learning Outcome Statements

describe credit default swaps (CDS), single-name and index CDS, and the parameters that define a given CDS product;

CFA® 2025 Level II Curriculum, Volume 4, Module 30.