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Tradeoff between default risk and efficiency loss

Lee, Jin Hyung - In: CESifo economic studies : a joint initiative of the … 66 (2020) 1, pp. 91-114

Persistent link: https://www.econbiz.de/10012181682

Helwege, Jean - 2013

auctions conducted to date and evaluate their efficacy by comparing the auction outcomes to prices of the underlying bonds in … market before and after each auction has occurred. We qualify our conclusions by noting that relatively few auctions have … to major changes in the way CDS contracts are settled when default occurs. Auctions are increasingly the mechanism used …

Persistent link: https://www.econbiz.de/10013095919

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

The credit default swap market and the settlement of large defaults

Coudert, Virginie; Gex, Mathieu - 2010

Persistent link: https://www.econbiz.de/10008748212

Zentrale Gegenparteien für den außerbörslichen Derivatehandel in der Praxis

Neuner, Stefan; Schäfer, Klaus - 2011

Persistent link: https://www.econbiz.de/10008907158

Policy perspectives on OTC derivatives market infrastructure

Duffie, Darrell; Li, Ada; Lubke, Theodore J. - 2010 - Rev.

In the wake of the recent financial crisis, over-the-counter (OTC) derivatives have been blamed for increasing systemic risk. Although OTC derivatives were not a central cause of the crisis, the complexity and limited transparency of the market reinforced the potential for excessive risk-taking,...