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~subject:"credit default swap (CDS)"
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credit default swap (CDS)
Credit derivative
35
Kreditderivat
35
Credit risk
25
Kreditrisiko
23
Credit Default Swap (CDS)
18
Credit default swap (CDS)
16
Insolvency
11
Insolvenz
11
European Market Infrastructure Regulation (EMIR)
8
Risikoprämie
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Risk premium
8
Swap
8
Theorie
8
Theory
8
Central Counterparty Clearing House (CCP)
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Derivat
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Derivative
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Clearing
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Financial clearing
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Financial market regulation
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Finanzmarktregulierung
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OTC market
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Systemic risk
4
Systemrisiko
4
Coronavirus
3
Credit insurance
3
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3
Multivariate Verteilung
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Cheruvelil, Roy M.
1
Delgado-Vaquero, David
1
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Fenger, Christian
1
Giacometti, Rosella
1
Guo, Nan
1
Harju, Antti J.
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Hong, Hyun A.
1
Ivanov, Stanislav
1
Jobst, Rainer
1
Jordan, Richard
1
Li, David
1
Li, Lingfei
1
Li, Weiping
1
Morales-Diaz, Jose
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Penasse, Julien
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Ryou, Ji Woo
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Srivastava, Anup
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Zamora-Ramírez, Constancio
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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The journal of credit risk : published quarterly by Incisive Media
4
The journal of financial market infrastructures
2
Accounting in Europe
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IMES discussion paper series / Englische Ausgabe
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International journal of financial engineering
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ECONIS (ZBW)
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Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
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2
Estimating actual probability of default from structural models
Zou, Lin
;
Li, Weiping
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013188686
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3
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
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4
IFRS 16 Incremental Borrowing Rate : comparability issues and a methodology proposal for Loss Given Default Adjustment
Delgado-Vaquero, David
;
Morales-Diaz, Jose
; …
- In:
Accounting in Europe
19
(
2022
)
2
,
pp. 287-310
Persistent link: https://www.econbiz.de/10013350328
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5
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
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6
Lender monitoring and the efficacy of managerial risk-taking incentives
Hong, Hyun A.
;
Ryou, Ji Woo
;
Srivastava, Anup
- In:
The accounting review : a publication of the American …
96
(
2021
)
4
,
pp. 315-339
Persistent link: https://www.econbiz.de/10012626693
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7
Credit default swap market retrospective: observations from the 2008-9 financial crisis and the onset of the Covid-19 pandemic
Ivanov, Stanislav
;
Jordan, Richard
;
Springle, Ian
- In:
The journal of financial market infrastructures
9
(
2021
)
3
,
pp. 53-72
Persistent link: https://www.econbiz.de/10013269960
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8
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
9
Study of correlation impact on credit default swap margin using a GARCH-DCC-copula framework
Li, David
;
Cheruvelil, Roy M.
- In:
The journal of financial market infrastructures
8
(
2019
)
1
,
pp. 51-92
Persistent link: https://www.econbiz.de/10012373185
Saved in:
10
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
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