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Forecasting default with the Merton distance to default model

Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369

Persistent link: https://www.econbiz.de/10003742248

Das, Sanjiv R.; Fong, H. Gifford; Geng, Gary - In: The journal of fixed income 11 (2001) 3, pp. 9-19

Persistent link: https://www.econbiz.de/10001706056

Developments in derivatives and synthetic securitization following the US bankruptcy reforms of 2005

Clark, Ellen H. - In: Innovations in securitisation : yearbook (2006), pp. 85-110

Persistent link: https://www.econbiz.de/10003772741

The credit default swap market and the settlement of large defaults

Coudert, Virginie; Gex, Mathieu - In: International economics : a journal published by CEPII … 123 (2010) 3, pp. 91-120

Persistent link: https://www.econbiz.de/10008902602

Beyong Enron : regulation in energy derivatives trading

Brunet, Alexia; Shafe, Meredith - In: Northwestern journal of international law & business 27 (2007) 3, pp. 665-706

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Les marchés de produits dérivés et la loi américaine sur les faillites

Roe, Mark J. - In: Revue d'économie financière : revue trimestrielle de … 105 (2012), pp. 231-248

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Should derivatives be privileged in bankruptcy?

Bolton, Patrick; Oehmke, Martin - 2011

"Derivative contracts, swaps, and repos enjoy "super-senior" status in bankruptcy: they are exempt from the automatic …, even though this risk could be borne more efficiently by derivative counterparties. In addition, because super …-senior derivatives dilute existing creditors, they may lead firms to take on derivative positions that are too large from a social …

Persistent link: https://www.econbiz.de/10009408758