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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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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 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 Swap Auctions [PDF]
SSRN Electronic Journal, 2009 The rapid growth of the credit default swap (CDS) market and the increased number of defaults in recent years have led to major changes in the way CDS contracts are settled when default occurs. Auctions are increasingly the mechanism used to settle these contracts, replacing physical transfers of defaulted bonds between CDS sellers and buyers.
Jean Helwege +3 more
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Finance and Economics Discussion Series, 2005 Credit default swaps (CDS) are the most common type of credit derivative. This paper provides a brief history of the CDS market and discusses its main characteristics. After describing the basic mechanics of a CDS, I present a simple valuation framework that focuses on the relationship between conditions in the cash and CDS markets as well as an ...
Lei Meng, Owain AP Gwilym
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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
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ORIGIN CREDIT-DEFAULT SWAPS, AND IDIOSYNCRATIC THEIR FUNCTIONING
Sovremennye Issledovaniâ Socialʹnyh Problem, 2013 Credit-default swaps as well as all derivatives have appeared as a result of policy of a decontrol the American government of bank sector of economy.
Sharipov Marsel Albertovich +1 more
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Impact of the COVID-19 Pandemic on the US Credit Default Swap Market
Complexity, 2021 The COVID-19 pandemic affected the US economy at different levels. Since credit default swaps can be viewed as a default probability indicator, the article shows the credit default swap market perspective on how the US economy was hit by the pandemic ...
Kirill Romanyuk
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Економіка, управління та адміністрування, 2023 The article is devoted to the development of assessment indicators for ensuring the financial stability of banking activities during transactions with derivative financial instruments, which was carried out using the hypothetical-deductive method ...
O.M. , A.O.
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