Titlebook: Credit Default Swaps; Mechanics and Empiri Christopher L. Culp,Andria van der Merwe,Bettina J Book 2018 The Editor(s) (if applicable) and T

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獎牌

https://doi.org/10.1007/978-3-319-94703-7tion of single-name CDSs, and several specific actual and would-be credit events that have generated significant discussion regarding CDS documentation and the viability of single-name CDSs as price discovery and risk transfer instruments.

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馬籠頭

https://doi.org/10.1007/978-981-13-9714-1mation to CDS users and other market participants about the expected default risks, recovery rates, potential interconnectedness, and other aspects of underlying reference names. We discuss here these potential benefits of CDSs.

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Xinyi Wang,Zhenghong Yang,Shaozhang Niu of single-name CDS trading initially has adverse impacts on the liquidity of related debt and equity markets, but that those effects are transitory and may be later reversed as the related markets reach a joint equilibrium.

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Studies in Computational Intelligencetransmission mechanisms for economic shocks but not generally a cause of those shocks; and (iii) a “sovereign-bank” loop integrates the financial condition of the banking sector with sovereign credit risks.

災(zāi)禍

Overview of CDS Products and Market Activityassets (usually asset-backed securities). All three types of CDSs experienced contractions in notional amounts outstanding following the 2007 outbreak of the global credit crisis, but many types of CDSs remain vigorous, robust credit risk transfer instruments to date.

Organization