Credit default swap

Results: 2109



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21Systemic risk / International Swaps and Derivatives Association / Credit default swap / Arbitration / Derivative

Determinations Committee Decision Date: Determinations Committee: Meeting Date: September 7, 2012

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Source URL: dc.isda.org

Language: English - Date: 2016-07-12 15:36:25
22Financial data vendors / Markit / UBS / Index / Loan credit default swap index

Notice to inv estors With effect from 25 July 2016, the UBS Dynamic Equity Risk Indicator and UBS Global Emerging Markets Dynamic Equity Risk Indicator (each, an “Index” and together, the “Indices”), will be admi

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Source URL: keyinvest-lu.ubs.com

Language: English - Date: 2016-08-19 13:50:44
23Systemic risk / Credit default swap / Derivative / Over-the-counter / Counterparty / Exposure at default / Swap / Futures contract / Financial crisis of 200708 / Bond / Basel III / Credit risk

Entangled Financial Systems Adam Zawadowski Boston University Modern financial institutions are entangled in a network of bilateral hedging contracts, such as over-the-counter (OTC) derivatives. The size of the OTC

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Source URL: www.personal.ceu.edu

Language: English - Date: 2013-04-11 10:04:35
24Mathematical finance / Options / United States housing bubble / Technical analysis / Corporate finance / Credit default swap / High-yield debt / BlackScholes model / Volatility / Stochastic volatility / Corporate bond / Capital structure

CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2009-07-06 16:20:34
25Systemic risk / Financial markets / Interest rate swap / Derivative / Credit default swap / Futures contract / Swap / Currency swap / Forward contract / Stock market / Basel III / Over-the-counter

Trusted. Innovative. Scalable. triReduce portfolio compression optimizing leverage ratios and reducing risk triReduce, TriOptima’s award-winning multilateral portfolio compression service for OTC derivatives, is an im

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Source URL: www.trioptima.com

Language: English - Date: 2016-06-17 09:32:29
26Credit / Financial markets / Systemic risk / Credit default swap index / ITraxx / Mathematical finance / Technical analysis / Credit default swap / Financial risk / Liquidity risk / Volatility / Markit

International Review of Financial Analysis–29 Contents lists available at SciVerse ScienceDirect International Review of Financial Analysis

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2012-07-04 15:45:12
27Systemic risk / Credit default swap / United States housing bubble / Derivative / Corporate bond / Bond / Swap / Financial crisis of 200708 / Arbitrage / Depository Trust & Clearing Corporation / Notional amount / Futures contract

The Anatomy of the CDS Market ⇤ Martin Oehmke†

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Source URL: www.personal.ceu.edu

Language: English - Date: 2015-11-17 09:41:24
28Systemic risk / International Swaps and Derivatives Association / Credit default swap / Arbitration / Derivative / Arbitral tribunal

Amendments to the ISDA Credit Derivatives Determinations Committees Rules with respect to Cleared Reference Entities 1. DEFINED TERMS

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Source URL: dc.isda.org

Language: English - Date: 2016-07-12 15:36:25
29Systemic risk / Mortgage-backed security / Credit default swap / United States housing bubble / Funds / Structured finance / Derivative / Synthetic CDO / Financial crisis of 200708 / Corporate bond / Algorithmic trading / Futures contract

Does the Tail Wag the Dog? The Price Impact of CDS Trading∗ Dragon Yongjun Tang† The University of Hong Kong Hong Yan‡ University of South Carolina

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:42
30Systemic risk / European Market Infrastructure Regulation / Over-the-counter / Swap Execution Facility / Derivative / ACT / Credit default swap / Commodity Futures Trading Commission / Central Counterparty Clearing / DoddFrank Wall Street Reform and Consumer Protection Act / Foreign Account Tax Compliance Act / Clearing

Edition 7 Markets Regulation Client Newsletter – July 2014 This is a monthly update presented by business theme to help you understand the changing regulatory landscape. Information prepared

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Source URL: cib.rbs.com

Language: English
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