Credit default swap

Results: 2109



#Item
221Basel II / United States housing bubble / Bank regulation / Risk / International Swaps and Derivatives Association / Collateral management / Credit default swap / Advanced IRB / Mark-to-market accounting / Financial economics / Finance / Financial regulation

QIS3 - Comments by International Swaps and Derivatives Association (Basel Committee - March 2003)

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
222Securities / Banking / Clearing / Credit default swap / Derivative / Capital requirement / Financial economics / Finance / Investment

Instructions for Joint QIS - CCP framework part

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Source URL: www.bis.org

Language: English - Date: 2013-07-17 08:34:00
223Economics / Bank / Troubled Asset Relief Program / Syndicated loan / Bailout / Credit default swap / Causes of the late-2000s financial crisis / Subprime mortgage crisis / Financial economics / Finance / United States housing bubble

Public recapitalisations and bank risk: evidence from loan spreads and leverage, July 2012

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Source URL: www.bis.org

Language: English - Date: 2012-07-31 10:54:00
224Basel II / Financial regulation / Loss given default / United States housing bubble / Credit default swap / Credit risk / Financial risk / Sovereign default / Financial crisis / Economics / Financial crises / Economic bubbles

NBP Working Paper No. 189 www.nbp.pl Pricing sovereign credit risk of an emerging market Gonzalo Camba-Méndez, Konrad Kostrzewa, Anna Mospan, Dobromił Serwa

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Source URL: www.nbp.pl

Language: English - Date: 2014-10-17 07:12:42
225Mortgage-backed security / Structured finance / United States housing bubble / Bonds / Funds / Collateralized debt obligation / Credit default swap index / Credit default swap / ITraxx / Financial economics / Investment / Finance

Credit derivatives and structured credit: the nascent markets of Asia and the Pacific - BIS Quarterly Review, part 5, June 2008

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Source URL: www.bis.org

Language: English - Date: 2008-06-08 18:00:00
226Financial risk / Economic bubbles / United States housing bubble / Mathematical finance / Credit default swap / Financial crises / Subprime mortgage crisis / Risk-neutral measure / Late-2000s financial crisis / Economics / Financial economics / Finance

Are Banks Different? Evidence from the CDS Market

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Source URL: www.bis.org

Language: English - Date: 2009-05-20 10:17:00
227Financial markets / Economic bubbles / United States housing bubble / Credit default swap / Corporate bond / Bond / Euro / Arbitrage / Yield spread / Economics / Financial economics / Finance

Intraday dynamics of euro area sovereign CDS and bonds

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Source URL: www.bis.org

Language: English - Date: 2013-09-04 08:56:00
228Derivative / Foreign exchange market / Over-the-counter / Currency swap / Swap / Interest rate derivative / Credit default swap / Exchange rate / Late-2000s financial crisis / Financial economics / Economics / Finance

Derivatives in emerging markets - BIS Quarterly Review, part 4, December 2010

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Source URL: www.bis.org

Language: English - Date: 2010-12-12 18:05:00
229Financial markets / Over-the-counter / Credit default swap / Derivative / Futures contract / Margin / Exposure at default / Interest rate swap / Clearing / Financial economics / Finance / Investment

DOCUMENT DE TRAVAIL N° 483 Endogenous Derivative Networks Guillaume Vuillemey and Régis Breton

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Source URL: www.banque-france.fr

Language: English - Date: 2014-04-16 11:16:58
230Financial economics / Late-2000s financial crisis / Credit default swap / United States housing bubble / Dodd–Frank Wall Street Reform and Consumer Protection Act / Swap / Financial crisis / Economics / Economic history / Economic bubbles

American Banker: Credit-Default Swaps Get Their Shot at Redemption

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Source URL: research.chicagobooth.edu

Language: English - Date: 2011-01-21 17:52:17
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