estimate the credit default swap premium (CDS) needed to insure each fund’s portfolio against credit losses. We also calculate … outlook of banks in the Asia-Pacific region. Finally, we find evidence that the SEC’s 2010 liquidity and weighted average life …

Following the 2008 financial crisis, regulation mandates the clearing of the CDS market through Central Clearing …-mediated contagion and its amplification. A novel spatial measure captures the covariance between members' CDS holdings and the CDS being … unwound. Key results show: Liquidations by constrained members lower the CCP's profits and make cds-spreads less informative …

Recent regulation mandating the clearing of credit default swaps (CDS) by a Central Clearing Counterparties (CCP), has … well as, regulatory implications for a Lender of Last Resort in various liquidity scenarios …

market efficiency, price discovery, information flow, and liquidity. Attention is also paid to the CDS-bond basis, the wedge …, including bond issuance, capital structure, liquidity management, and corporate governance. The sixth section analyzes how CDS …Credit default swaps (CDS) have been growing in importance in the global financial markets. However, their role has …

Regulation of Money Market Funds (MMFs) in the EU requires some categories of MMFs to consider applying liquidity … management tools if they breach a minimum 'weekly' liquidity requirement. Anticipation of the application of such tools is a … liquidity thresholds explains differences in redemptions both at the start of the COVID-19 crisis and in the following months …

Regulation of Money Market Funds (MMFs) in the EU requires some categories of MMFs to consider applying liquidity … management tools if they breach a minimum ‘weekly’ liquidity requirement. Anticipation of the application of such tools is a … liquidity thresholds explains differences in redemptions both at the start of the COVID-19 crisis and in the following months …