SOVEREIGN RISK ANALYSIS OF DEVELOPING COUNTRIES: FINDINGS FROM CREDIT DEFAULT SWAP PREMIUM BEHAVIOUR
Buletin Ekonomi Moneter dan Perbankan, 2011 This study conducts econometric analysis CDS Premium relations towards variables usually used as a sovereign rating explanatory. Estimation with data panel econometric found that global risk appetite is the most important influencing variable followed by
Moch Doddy Ariefianto +1 more
doaj +1 more source
Data augmentation of credit default swap transactions based on a sequence GAN
Information Processing & Management, 2022 Xi Fan +5 more
semanticscholar +1 more source
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment
, 2016 This paper mainly discusses the pricing of credit default swap (CDS) in the fractional dimension environment. We assume that the default intensity of a firm depends on the default states of counterparty firms and the term structure of interest rates, but
Wenjing Gu, Yinglin Liu, Ruili Hao
semanticscholar +1 more source
A Libor Market Model with Default Risk [PDF]
, 2000 In this paper a new credit risk model for credit derivatives is presented. The model is based upon the ‘Libor market’ modelling framework for default-free interest rates.
Schönbucher, Philipp J.
core
Ed Davey's Tory Removals: The Liberal Democrats and the 2024 General Election
The Political Quarterly, Volume 96, Issue 1, Page 83-90, January/March 2025.Abstract The 2024 general election represented a remarkable comeback for the Liberal Democrats. Less than a decade on from the coalition and the 2015 election debacle, Sir Ed Davey's party reclaimed third‐party status in the House of Commons with seventy‐two MPs—the largest total for the Liberal Democrats or their Liberal Party predecessors since the ...
Peter Sloman
wiley +1 more source
An Empirical Comparison of Default Swap Pricing Models [PDF]
, 2002 In this paper we compare market prices of credit default swaps with model prices. We showthat a simple reduced form model with a constant recovery rate outperforms the market practice ofdirectly comparing bonds' credit spreads to default swap premiums ...
Houweling, Patrick, Vorst, Ton
core
The Global Minimum Tax and the Future of International Taxation
The Modern Law Review, EarlyView.Over 140 countries have agreed to the introduction of a Global Minimum Tax (GMT), widely regarded as the most significant reform of the international business tax system in a century. While acknowledging that the agreement constitutes a remarkable political and technical achievement, this article questions whether the hype over the reform is justified ...
John Vella
wiley +1 more source
ANALISA SOVEREIGN RISK NEGARA BERKEMBANG: TEMUAN DARI PERILAKU PREMI CREDIT DEFAULT SWAP
Buletin Ekonomi Moneter dan Perbankan, 2011 Persepsi pelaku pasar asing terhadap perekonomian domestik dapat diukur melalui sovereign risk. Risiko ini merupakan hasil evaluasi/assestment lembaga rating mengenai probabilitas suatu entitas berdaulat (negara) akan melakukan wanprestasi terhadap ...
Moch. Doddy Ariefianto +1 more
doaj +1 more source
Dynamic link between central bank reserves, credit default swap spreads, and foreign exchange rates: Evidence from Turkey by time series econometrics. [PDF]
Heliyon, 2023 Kartal MT +3 more
europepmc +1 more source
The Modern Law Review, EarlyView.In September 2023, the Electronic Trade Documents Act (ETDA) came into force in the UK. It aims to facilitate paperless trade by allowing certain trade documents in electronic form to have the same legal functionality as their paper counterparts. The question this article poses is whether the ETDA, and similar legislative initiatives in other countries,
Ilias Ioannou
wiley +1 more source