標(biāo)題: 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 [打印本頁] 作者: ARRAY 時(shí)間: 2025-3-21 16:35
書目名稱Credit Default Swaps影響因子(影響力)
書目名稱Credit Default Swaps影響因子(影響力)學(xué)科排名
書目名稱Credit Default Swaps網(wǎng)絡(luò)公開度
書目名稱Credit Default Swaps網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Credit Default Swaps被引頻次
書目名稱Credit Default Swaps被引頻次學(xué)科排名
書目名稱Credit Default Swaps年度引用
書目名稱Credit Default Swaps年度引用學(xué)科排名
書目名稱Credit Default Swaps讀者反饋
書目名稱Credit Default Swaps讀者反饋學(xué)科排名
作者: occurrence 時(shí)間: 2025-3-21 21:20 作者: 有限 時(shí)間: 2025-3-22 00:47 作者: Anemia 時(shí)間: 2025-3-22 05:29
Palgrave Studies in Risk and Insurancehttp://image.papertrans.cn/c/image/239628.jpg作者: 顛簸地移動 時(shí)間: 2025-3-22 10:53 作者: Granular 時(shí)間: 2025-3-22 13:36 作者: Granular 時(shí)間: 2025-3-22 17:32
Thaweesak Yingthawornsuk,Pawita Temsangt markets. The main types of CDSs are: (i) single-name CDSs that derive their values from bonds or loans issued by individual corporate, sovereign, or other reference entities; (ii) multi-name CDSs that derive their values from portfolios of multiple reference entities, indices of multiple reference作者: conduct 時(shí)間: 2025-3-22 22:26 作者: MONY 時(shí)間: 2025-3-23 04:02 作者: Omnipotent 時(shí)間: 2025-3-23 09:30
Xi-Qing Liang,Wei-ying Li,Tzu-Chuen Lu with individualized reference portfolios . engineered payoffs (e.g., .th-to-default CDSs and excess-of-loss CDSs) designed to reduce the cost of credit protection while tailoring such protection to the particular needs of protection purchasers, index CDSs based on a standardized set of underlying r作者: 冬眠 時(shí)間: 2025-3-23 13:47
https://doi.org/10.1007/978-3-319-63856-0based ABSs, and tranches of collateralized debt obligations (“CDOs”)) are not amenable to the same ISDA credit definitions applied to single-name CDSs based on specific reference entities. To address the specialized nature of CDSs backed by ABSs, ISDA published in 2005 and 2006 “pay-as-you-go” docum作者: 詢問 時(shí)間: 2025-3-23 17:27 作者: refine 時(shí)間: 2025-3-23 21:34
https://doi.org/10.1007/978-981-13-9714-1anagement process. By supplementing loan sales and securitizations with another credit risk management tool, CDSs give lenders flexibility in choosing a preferred credit risk transfer solution, which can free up capital and facilitate additional lending to reference entity borrowers. CDSs can also b作者: Dungeon 時(shí)間: 2025-3-23 22:10
https://doi.org/10.1007/978-3-319-63859-1ier loans, not doing sufficient up-front due diligence, and/or underinvesting in ongoing credit risk monitoring of borrowers; (ii) lenders hedging the credit exposure of borrowers could be biased toward forcing borrowers into bankruptcy in lieu of pursuing debt restructurings; (iii) speculators with作者: 甜食 時(shí)間: 2025-3-24 02:23 作者: Inordinate 時(shí)間: 2025-3-24 08:02 作者: Sinus-Rhythm 時(shí)間: 2025-3-24 12:50
Xinyi Wang,Zhenghong Yang,Shaozhang Niuities. We review the empirical academic literature on which of the three markets is the Primary Price Discovery Market (“PPDM”) and find that CDS spreads lead corresponding cash bond prices in price discovery. The PPDM is more empirically ambiguous when comparing CDSs and equities. We also review th作者: 孵卵器 時(shí)間: 2025-3-24 17:17 作者: Senescent 時(shí)間: 2025-3-24 22:55
Book 2018mes of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes. .the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial in作者: MILL 時(shí)間: 2025-3-25 01:07
Loan-Only CDSs LCDSs, the specific obligations underlying LCDSs that are deliverable into LCDS-specific auctions or physical settlements, and the embedded cancellation options in LCDSs corresponding to prepayments on underlying broadly syndicated term loans.作者: Exploit 時(shí)間: 2025-3-25 06:04
Multi-Name and Index CDSseference entities, and tranched index CDSs based on both a standardized set of underlying reference entities and pre-defined cumulative loss rates. The mechanics of these types of multi-name CDSs are summarized here.作者: 拱形大橋 時(shí)間: 2025-3-25 10:35
CDS Execution and Clearing Mechanismsand administers a system of netting, marking-to-market, twice-daily cash resettlement, and margin. We review here the evolution of CDS execution and clearing (as well as the relevant regulations) and summarize CDS execution and clearing market activity in recent years.作者: crumble 時(shí)間: 2025-3-25 13:07 作者: 仔細(xì)檢查 時(shí)間: 2025-3-25 16:04
The Informational Content of CDS Spreads for reference entity-specific and systematic risks (both credit-related and non-credit-related); and (iii) are anticipatory and contain information regarding future announcements about the credit risk and financial condition of the underlying reference entity.作者: appall 時(shí)間: 2025-3-25 21:24 作者: 玷污 時(shí)間: 2025-3-26 03:03 作者: legitimate 時(shí)間: 2025-3-26 07:25 作者: 格言 時(shí)間: 2025-3-26 10:16 作者: Opponent 時(shí)間: 2025-3-26 13:45
https://doi.org/10.1007/978-981-13-9714-1and administers a system of netting, marking-to-market, twice-daily cash resettlement, and margin. We review here the evolution of CDS execution and clearing (as well as the relevant regulations) and summarize CDS execution and clearing market activity in recent years.作者: Mortar 時(shí)間: 2025-3-26 20:37
https://doi.org/10.1007/978-3-319-63859-1 synthetic shorts in reference entity obligations could precipitate excessive price volatility; and (iv) systemic linkages across financial institutions resulting from CDS counterparty exposures could exacerbate the spillover effects and severity of major financial firm’s failures. We discuss here these potential costs of CDSs.作者: ICLE 時(shí)間: 2025-3-26 23:31 作者: nauseate 時(shí)間: 2025-3-27 02:18 作者: 獎牌 時(shí)間: 2025-3-27 08:18
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.作者: 運(yùn)動的我 時(shí)間: 2025-3-27 11:21 作者: 馬籠頭 時(shí)間: 2025-3-27 16:53
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.作者: Fortuitous 時(shí)間: 2025-3-27 19:07 作者: outrage 時(shí)間: 2025-3-28 01:03
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.作者: acolyte 時(shí)間: 2025-3-28 03:24
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.作者: 災(zāi)禍 時(shí)間: 2025-3-28 09:32
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.作者: Organization 時(shí)間: 2025-3-28 14:28 作者: flaunt 時(shí)間: 2025-3-28 15:33
Asset-Backed CDSsugh such asset-backed CDSs (“ABCDSs”) have virtually disappeared since the outbreak of the credit crisis, the fundamental idea behind pay-as-you-go ABCDSs is sound, and such products could well re-emerge again (albeit not necessarily based on US subprime mortgage-based ABSs).作者: exceed 時(shí)間: 2025-3-28 19:36
Potential Benefits of CDSsmation 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.作者: 畢業(yè)典禮 時(shí)間: 2025-3-28 23:47 作者: Aids209 時(shí)間: 2025-3-29 06:36
Inter-Market Basis Relations 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.作者: inventory 時(shí)間: 2025-3-29 09:32
Interconnectedness and Systemic Risktransmission 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.作者: slow-wave-sleep 時(shí)間: 2025-3-29 13:24 作者: overrule 時(shí)間: 2025-3-29 16:33
Single-Name CDSses issued by an underlying reference entity from credit protection purchasers to sellers. Underlying reference names include corporations, sovereigns, and other borrowers. Payments by protections sellers to purchasers are based on the occurrence of any of several credit events, as defined in the doc作者: 殖民地 時(shí)間: 2025-3-29 19:44
Loan-Only CDSs are based. We then review the significant distinctions between single-name CDSs (typically based on bonds issued by reference entities) and LCDSs with loan-specific deliverable obligations. Such distinctions include reference entity credit events that trigger LCDSs, the timing of coupon payments on作者: 一條卷發(fā) 時(shí)間: 2025-3-30 03:33 作者: 開頭 時(shí)間: 2025-3-30 07:26
Asset-Backed CDSsbased ABSs, and tranches of collateralized debt obligations (“CDOs”)) are not amenable to the same ISDA credit definitions applied to single-name CDSs based on specific reference entities. To address the specialized nature of CDSs backed by ABSs, ISDA published in 2005 and 2006 “pay-as-you-go” docum
