Credit default swaps (CDSs)
Language neutering swaps push-out was the work of political staff and banks
Isda AGM: no new products added to Sef mandate list in 13 months
State-owned and private banks already above 4% standard regulators are introducing
More Credit default swaps (CDSs) articles
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ABSTRACT The purpose of this paper is to build a contingent convertible bond (CoCo) model with a minimal number of stochastic factors that includes all relevant sources of risk. The value of a CoCo stems...
Indexes may be less effective hedges in absence of arbitrageurs
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
Kicillof comments mean contracts can be extended, law firm argues
This paper quantifies and explains the valuation differences between credit default swaps (CDSs) and corporate bonds from a sample of European investment-grade firms. Based on all information gained through...
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