Credit Default Swap (CDS)

AdvancedOptions & Derivatives2 min read

Quick Definition

A derivative contract where one party pays periodic premiums to another in exchange for protection against a credit event like default on a bond or loan.

What Is Credit Default Swap (CDS)?

A credit default swap (CDS) is a financial derivative that functions like insurance against a borrower defaulting on debt. The protection buyer makes periodic premium payments (the "spread") to the protection seller. If a credit event occurs — such as default, bankruptcy, or restructuring — the seller compensates the buyer for the loss. CDS spreads are widely used as a measure of credit risk; wider spreads indicate higher perceived default probability. The CDS market played a notorious role in the 2008 financial crisis, when massive CDS exposure at firms like AIG nearly collapsed the global financial system. Today, the CDS market is more regulated with central clearing requirements. CDS can be used for hedging credit exposure, speculating on credit quality changes, or constructing synthetic credit positions.

Credit Default Swap (CDS) Example

  • 1A bank buys CDS protection on $10M of corporate bonds, paying 200 basis points annually ($200,000/year). If the company defaults, the CDS seller pays the bank up to $10M
  • 2When a company's CDS spread widens from 100bps to 500bps, it signals the market sees significantly higher default risk — bond prices typically fall simultaneously