Credit default swap (cds)
Sanctions imposed this week by the EU and US on named Russian companies could trigger CDSs, but would also make auctions difficult, lawyers are warning
Structured Products talks to Jaime Uribe and Jorge Masalles about the role that Commerzbank has played in the creation and development of the structured products market in the 20 years it has been present....
Finra says year-long approvals process revealed "notable outliers"
More Credit default swap (cds) articles
Second-quarter start date slated by the Japan-based clearing house
Credit Suisse has remained focused on the structured credit market while others have retreated – and racked up a record-breaking performance in 2013 as a result
This paper examines the credit default swap (CDS) market's reaction to operational risk events in the banking industry, and thus addresses the question of the extent to which operational risk affects the default risk of the banks. The analysis is based...
We extend the work of Hull and White and Kettunen and Meissner and build a credit default swap (CDS) pricing model that includes default intensities and default correlation of all three involved entities, ie, the investor (the CDS buyer), the counterparty...
On March 22, 2013 a CFS Conference on Operational Risk (Management and Measurement) took place at the House of Finance at Goethe University in Frankfurt, Germany. It was organized jointly by the Center for Financial Studies (CFS) at Goethe University...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014