Credit Default Swaps Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations /

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensi...

Celý popis

Uložené v:
Podrobná bibliografia
Hlavný autor: Culp, Christopher L. (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:English
Vydavateľské údaje: Cham : Springer International Publishing, 2018.
Vydanie:1st ed. 2018.
Edícia:Palgrave Studies in Risk and Insurance,
Predmet:
Risk management.
Investment banking.
Securities.
Insurance.
ISBN:9783319930763
ISSN:2523-8221
On-line prístup: Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Obsah:
  • Part I: The CDS Market and Product Mechanics
  • Chapter 1: Overview of CDS Products and Market Activity
  • Chapter 2: Single-Name CDSs
  • Chapter 3: Loan-Only CDSs
  • Chapter 4: Multi-Name and Index CDSs
  • Chapter 5: Asset-Backed CDSs
  • Chapter 6: CDS Execution and Clearing Mechanisms
  • Part II: Potential Benefits and Costs of CDSs
  • Chapter 7: Potential Benefits of CDSs
  • Chapter 8: Potential Costs of CDSs
  • Part III: Empirical Evidence on the Benefits, Costs, and Inter-Market Relations of CDSs
  • Chapter 9: The Informational Content of CDS Spreads
  • Chapter 10: Implications of CDS Listings for Reference Entities and Creditors
  • Chapter 11: Inter-Market Basis Relations
  • Chapter 12: Inter-Connectedness and Systemic Risk
  • Appendix 1: Research Methodology
  • Appendix 2: Additional Tables.

Podobné jednotky