Contingent CDS Trigger Probability Calculator

Price contingent CDS (CCDS) where protection is triggered by joint default of reference entity AND adverse market move. Models the joint probability of credit event and market trigger.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How to Use

Enter the values for the scenario you are assessing. Price contingent CDS (CCDS) where protection is triggered by joint default of reference entity AND adverse market move. Models the joint probability of credit event and market trigger. Use the contingent cds trigger result to inform your calculation.

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Frequently Asked Questions