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Credit Linked Note

From the Collaborative Bond and Money Market Data Portal 

A credit linked note (CLN) is a Category or type of debt instrument where movements in the price of the instrument is exposed to a credit, for example that of a specific corporate or a credit index. Typically this is achieved by embedding a credit default swap or one or more credit options. If the credit to which the note is linked defaults, then the issuer will not be required to repay the note, subject to the actual terms of the credit linked note.  

In the Collaborative Market Data Model we distinguish the following Credit Linked Notes:

·         Credit Linked (Bank).

·         Credit Linked (Basket).

·         Credit Linked (CDO).

·         Credit Linked (Corporate).

·         Credit Linked (Fund).

·         Credit Linked (Index).

·         Credit Linked (N/A).

·         Credit Linked (Other).

·         Credit Linked (Sovereign).

In the Collaborative Bond and Money Market Data Model the Credit Linked Note classification appears within the field Category.

Based on available data, on the 1st of December 2017, the size of the International Credit Linked Note Market was nearly USD200bn   

For information on the current size and composition of the Credit Linked Note Market, please use CMDportal's data sheet tool.
For information on active issuers in the Credit Linked Note Market, please use CMDportal's issuer search tool.
For information on active dealers in the Credit Linked Note Market, please use CMDportal's dealer search tool.



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