Results 1 to 10 of about 501 (229)
Credit default swaps drawup networks: too interconnected to be stable? [PDF]
PLoS ONE, 2013 We analyse time series of CDS spreads for a set of major US and European institutions in a period overlapping the recent financial crisis. We extend the existing methodology of ε-drawdowns to the one of joint ε-drawups, in order to estimate the ...
Rahul Kaushik, Stefano Battiston
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Analysis of Lithuanian credit default swaps
Journal of Business Economics and Management, 2015 This paper studies international sovereign Credit Default Swaps (CDS) market focusing attention to the CDS of Central and East Europe. The main purpose of the study was to perform detail analysis of Lithuanian CDS in the global capital market.
Arvydas Kregzde, Gediminas Murauskas
doaj +3 more sources
Credit Default Swap: A Scrutiny of Differentiating its Nature from Credit Insurance and Sharia Feasibility Review [PDF]
تحقیقات مالی اسلامی (پیوسته), 2021 Credit risk as a possibility of a debtor’s default in its obligations has led creditors to acquire some tools to cover it. Credit default swap as a derivative is one of the most effective risk management tools, because in addition to risk management, it ...
Diba Jafari, Mansour Amini
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Credit Default Swaps in the External Public Debt Management [PDF]
Problemi Ekonomiki, 2020 The article aims at systematizing the theoretical and methodological foundations of using credit default swaps in the external public debt management. Theoretical principles of using credit default swaps in the external public debt management are studied.
Lupenko Andrii Yu.
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Credit Default Swaps around the World [PDF]
The Review of Financial Studies, 2020 Abstract We analyze the impact of the introduction of credit default swaps (CDSs) on real decision-making within the firm. Our structural model predicts that CDS introduction increases debt capacity more when uncertainty about the credit events that trigger CDS payment is lower.
Bartram, Söhnke M. +3 more
openaire +2 more sources
Mathematical Estimation Methods and Models for Industrial Companies [PDF]
EPJ Web of Conferences, 2021 The collateralized debt obligations and credit default swaps applications are shown in this paper. The industry obligations secondary market risk estimation methods are considered in this work.
Stikhova Olga
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Credit default swaps, investor protection, and audit cost: international evidence [PDF]
European Journal of Management and Business Economics, 2023 PurposeCredit Default Swap (CDS) trading alters equilibrium interactive monitoring of external corporate monitors due to a possible change in private lenders' incentive to monitor client firms. This study explores how audit fees change in response to CDS
Patrick Kwashie Akorsu
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Credit Default Swaps networks and systemic risk. [PDF]
Sci Rep, 2014 Credit Default Swaps (CDS) spreads should reflect default risk of the underlying corporate debt. Actually, it has been recognized that CDS spread time series did not anticipate but only followed the increasing risk of default before the financial crisis.
Puliga M, Caldarelli G, Battiston S.
europepmc +10 more sources
CREDIT DEFAULT SWAPS AND BANK SAFETY
Applied Finance Letters, 2022 In this analysis we find evidence that credit default swap (CDS) purchasesincrease bank safety. Specifically, we show banks which were net buyers ofCDS had smaller increases in loan loss reserves in response to the COVID-19crisis.
Matt Brigida
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Credit default swaps (CDSs): an effective tool to manage credit risk of Indian banks [PDF]
Journal of Money and Business, 2022 Purpose – Credit default swaps (CDSs) are among the most widely used credit derivatives since their innovation and designed to hedge the credit risk of reference entities.
Tabassum, Mohammad Yameen
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