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Credit Default Swaps : The Risks and Regulatory Issues
Fadahunsi, Oluwatomilayo Olumide - 2011
actually linked to the intricacies of the credit derivative market particularly credit default swaps-its high risk volatility … spread in the event of default; its lack of regulation and close supervision by authorities. This paper would give background …
Persistent link: https://www.econbiz.de/10013134003
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由美國次級房貸市場風暴論信用衍生性商品及信用證券化產品之使用及管制 (The Use and Regulation of Credit Derivatives and CDOs after the Subprime Debacle)...
Chen, Christopher C. - 2011
This paper discusses the regulation of credit derivatives after the subprime mortgage crisis and the implication for …
Persistent link: https://www.econbiz.de/10013125638
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Credit default swaps and corporate bond trading
Czech, Robert - In: Journal of financial intermediation 48 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012801608
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Kreditmärkte im Wandel : Märkte, Modellierung und regulatorisches Umfeld in der Post-Lehman-Ära
Felsenheimer, Jochen (ed.) - 2011 - 1. Aufl.
dies das erste Buch, das sich mit den Auswirkungen der Krise was Modellierung, Märkte und Regulierung betrifft, beschäftigt. …
Persistent link: https://www.econbiz.de/10009315833
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Restructuring counterparty credit risk
Albanese, Claudio; Brigo, Damiano; Oertel, Frank - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
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Benchmark approach for defaultable claims under partial information
Raju, I. Venkat Appal; Selvaraju, N. - In: International journal of financial engineering and risk … 1 (2013) 2, pp. 170-192
Persistent link: https://www.econbiz.de/10010197913
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A tree Implementation of a credit spread model for credit derivatives
Schönbucher, Philipp J. - 2000 - This version June 1999
In this paper we present a tree model for defaultable bond prices which can be used for the pricing of credit derivatives. The model is based upon the two-factor Hull-White (1994) model for default-free interest rates, where one of the factors is taken to be the credit spread of the defaultable...
Persistent link: https://www.econbiz.de/10011538904
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Credit derivatives and loan yields
Azam, Nimita; Mamun, Abdullah al; Tannous, George F. - In: The financial review : the official publication of the … 57 (2022) 1, pp. 205-241
Persistent link: https://www.econbiz.de/10012819512
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Pros and cons of using derivatives
Gogoncea, Ramona; Paun, Ioana-Diana - In: Theoretical and applied economics : GAER review 20 (2013) 9, pp. 87-102
Persistent link: https://www.econbiz.de/10010190844
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Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803