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CDS and credit: the effect of the bangs on credit insurance, lending and hedging
Gündüz, Yalın; Ongena, Steven; Tümer-Alkan, Günseli; … - 2023 - This draft: October 31, 2023
Persistent link: https://www.econbiz.de/10014483049
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CDS and credit : after the bangs cheaper credit insurance, more lending and hedging
Gündüz, Yalın; Ongena, Steven; Tümer-Alkan, Günseli; … - 2021
Persistent link: https://www.econbiz.de/10012796769
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CDS and Credit : After the Bangs Cheaper Credit Insurance, More Lending and Hedging
Gündüz, Yalin; Ongena, Steven; Tumer-Alkan, Gunseli; … - 2021
Does the cost of credit insurance affect the availability of credit? To answer this question, we couple comprehensive bank-firm level CDS trading data from DTCC to the German credit register containing bilateral bank-firm credit exposures. We assess the differential impact on market participants...
Persistent link: https://www.econbiz.de/10013219935
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Bank loan renegotiation and credit default swaps
Clark, Brian; Donato, James; Francis, Bill B.; Shohfi, … - In: Journal of banking & finance 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
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A comparative analysis of CDO pricing models
Burtschell, Xavier; Gregory, Jon; Laurent, Jean-Paul - In: The definitive guide to CDOs : market, application, …, (pp. 389-427). 2008
Persistent link: https://www.econbiz.de/10003918804
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A two factor Black-Karasinski sovereign credit default swap pricing model
Realdon, Marco (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535823
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The impact of CDX spreads on individual credit default swap contracts
Davaadorj, Zagdbazar - In: International Journal of Financial Markets and … 10 (2024) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10015064459
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Asset pricing factors and bank CDS spreads
Koutmos, Dimitrios - In: Journal of international financial markets, … 58 (2019), pp. 19-41
Persistent link: https://www.econbiz.de/10012127819
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Credit risk management in Greater China
Byström, Hans N. E. - In: The journal of futures markets 28 (2008) 6, pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
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The determinants of credit default swap prices : an industry-based investigation
Sougné, Danielle; Heuchenne, Cédric; Hübner, Georges - In: Credit risk : models, derivatives, and management, (pp. 85-96). 2008
Persistent link: https://www.econbiz.de/10003718330