Counterparty risk and counterparty choice in the credit default swap market
We investigate how market participants price and manage counterparty credit risk using
confidential trade repository data on single-name credit default swap (CDS) transactions …
confidential trade repository data on single-name credit default swap (CDS) transactions …
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
We investigate how market participants price and manage counterparty credit risk using
confidential trade repository data on single-name credit default swap (CDS) transactions …
confidential trade repository data on single-name credit default swap (CDS) transactions …
A contingent claim model of life insurer-bank swap default pricing: strategic substitutes and complements
JH Lin, S Chen, FW Huang - Applied Economics, 2021 - Taylor & Francis
This paper develops a contingent claim framework to examine swap transactions between a
life insurer and a bank that bilaterally price default risks. We show that the insurer (the …
life insurer and a bank that bilaterally price default risks. We show that the insurer (the …
Türkiye CDS priminin belirleyicileri üzerine üç deneme
E Soylu Yıldırım - 2022 - acikerisim.aksaray.edu.tr
Bir referans varlığın, şirketin veya ülkenin temerrüt riskinin göstergesi olarak kabul edilen
CDS, temerrüt ihtimaline karşı alacaklı tarafı koruma altına alan bir sözleşmedir. CDS …
CDS, temerrüt ihtimaline karşı alacaklı tarafı koruma altına alan bir sözleşmedir. CDS …