Counterparty Risk and Contract Volumes in the Credit Default Swap Market

After more than a decade of rapid growth, the volume of outstanding credit default swaps peaked at almost $60 trillion at the end of 2007. Since then it has nearly halved, while turnover has continued to rise. The decline in volumes outstanding reflects intensified efforts to reduce counterparty risk, which have eliminated more than $65 trillion of offsetting positions

MoreLess

Year of publication:	2013
Authors:	Vause, Nicholas
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Kreditderivat \| Credit derivative \| Kreditrisiko \| Credit risk \| Derivat \| Derivative \| Handelsvolumen der Börse \| Trading volume

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: BIS Quarterly Review, December 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2010 erstellt
Classification:	G23 - Pension Funds; Other Private Financial Institutions ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013094041