Results 31 to 40 of about 33,753 (322)
Are Credit Default Swaps Credit Default Insurances?
Journal of Applied Business Research (JABR), 2014 No, they are not. Although they exhibit similar cash flow patterns (economic perspective) this article argues that from a legal, accounting and regulatory perspective credit default swaps (CDS) are not considered to be an insurance contract. The protection buyer of a CDS is eligible to obtain the compensation without suffering any loss (and potentially
Christian Schmaltz, Periklis Thivaios
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Corporate Credit Default Swap Systematic Factors [PDF]
SSRN Electronic Journal, 2020 AbstractWe examine a comprehensive set of systematic and firm‐specific determinants of the credit default swap (CDS), using a two‐step approach to explore the factor's effect on CDS spread changes. We show that systematic factors are important and account for the most changes in the CDS spreads (with average of 35%), while firm‐specific factors are ...
Ka Kei Chan, Ming‐Tsung Lin, Qinye Lu
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Journal of Financial Management, Markets and Institutions, 2021 Based on daily data from Thomson Reuter’s Refinitiv, we investigate the effect of information and communication technology (ICT) on the profitability and risk of the European banking industry during the COVID-19 pandemic.
ANTONELLA FRANCESCA CICCHIELLO +3 more
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Dollarization and Risk Premium in a Risky Country: An Investigation on Turkiye
İstanbul İktisat Dergisi, 2022 In this study, developed from the importance of the deformation caused by dollarization in developing countries, the effect of risk level on financial dollarization is examined.
Murat Eren, Selim Başar, Bengü Tosun
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Credit default swaps and systemic risk [PDF]
, 2015 We present a network model for investigating the impact on systemic risk of central clearing of over the counter (OTC) credit default swaps (CDS). We model contingent cash flows resulting from CDS and other OTC derivatives by a multi-layered network with
Cont, R, Minca, A
core +1 more source
Are All Credit Default Swap Databases Equal? [PDF]
SSRN Electronic Journal, 2010 AbstractWe compare the five major sources of corporate Credit Default Swap prices: GFI, Fenics, Reuters, CMA, and Markit, using the most liquid single name 5‐year CDS in the iTraxx and CDX indexes from 2004 to 2010. Deviations from the common trend among prices in the different databases are not random but are explained by idiosyncratic factors ...
Sergio Mayordomo +2 more
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, 2023 https://ia904700.us.archive.org/2/items/variableMbsValuation/variableMbsValuation ...
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Cuadernos de Economía, 2021 Se analiza cómo los Credit Default Swaps (CDS) están relacionados con el riesgo soberano en Brasil, Chile, Colombia y México, durante el período 2010-2019.
Jeimy Lorena Martinez Arroyo +1 more
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The Degradation of Access‐Based Business Models: Customer Misbehavior and Shared Mobility
Business Strategy and the Environment, EarlyView.ABSTRACT Access‐based services are considered one of the strategies to embed sustainability in business models. Yet, because the evolution of these business models has been overlooked, we do not know whether their promise to create triple value is sustained.
Andres Camacho, Carmen Valor
wiley +1 more source
Optimizing Price of Credit Default Swaps for Dynamic Project System of Public-Private Partnership
Discrete Dynamics in Nature and Society, 2018 Most project operations management belongs to the type of public-private partnership (PPP), which is usually dynamic. This paper aims to propose a method for optimizing the price of credit default swaps (CDS) for the dynamic PPP system.
Ming Wu, Wenya Lv, Qiuji Sun
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