.e. default risk, liquidity, risk and the relative attractiveness of government bonds. Afterwards we will shed some light on the … paper aims to provide an insight on how the risk contained in the credit spread can be hedged appropriately. This includes …-name credit and market component risk the applicability of CDS will be examined. However, iTraxx Index Swaps are considered to be …

Unternehmen haben. Als Indikator für die Bonität eines Unternehmens werden fünfjährige Credit-Default-Swap-Spreads (CDS …-specific performance figures have explicit influence on the assessment of companies' financial solvency. Credit Default Swap Spreads (CDS …

derivatives ; credit derivatives market ; credit default swap ; credit risk transfer ; pricing ; valuation ; default spread …Within the last decade, credit risk management of financial institutions has been subject to major changes due to the … influence the portfolio at a later stage. Alternative solutions for risk mitigation like selling the obligation (e.g. via an …