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Corporate credit default swap (CDS) premium is the market price of credit risk posed by a corporate obligor. Although corporate CDS are commonly used for risk benchmarking in accounting and credit risk management, liquid CDS are limited to less than 500 corporate names globally. CDS users must...
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Corporate credit default swap (CDS) premium is the market price of credit risk posed by a corporate obligor. Although corporate CDS are commonly used for risk benchmarking in accounting and credit risk management, liquid CDS are limited to less than 500 corporate names globally. CDS users must...
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banks” or G-SIBs), institutions whose failure, by virtue of “their size, complexity, and systemic interconnectedness”, could … have dramatic negative consequences for the global financial system. While “size” and “interconnectedness” have been the … this method might be used by bank supervisors, particularly the Federal Reserve under its authority as consolidated …
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