Results 31 to 40 of about 520 (246)
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
openaire +6 more sources
CREDIT DEFAULT SWAPS IN THE MECHANISM OF REDISTRIBUTION OF CREDIT RISK
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2015 In the article the economic nature and the functioning of CDS in terms of efficient redistribution of credit risk. The features of the dynamics of the nominal volume of the world market CDS, the gross market value and net market value of the CDS.
O. Solodka
doaj +1 more source
The Leverage Externalities of Credit Default Swaps [PDF]
SSRN Electronic Journal, 2013 This paper provides the first empirical evidence of the externalities of credit default swaps (CDS). We find that a firm's leverage is lower when a larger proportion of its revenue is derived from CDS-referenced customers. This finding is robust to alternative samples and measures, placebo tests, and the selection of customers by suppliers.
Tang, DY, Li, JY
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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
doaj +1 more source
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
doaj +1 more source
Being Naked - et Quo hinc?: Developing a ‘Skin-in-the-Game’ Solution for Credit Default Swaps
International Journal of Financial Studies, 2022 A credit default swap (CDS) is a derivative financial instrument that provides insurance against credit risk. CDSs on subprime Asset Backed Securities (ABSs) paved the way for securitizers to hedge the credit risk of the underlying subprime loans during ...
Shanuka Senarath +4 more
doaj +1 more source
British Journal of Clinical Pharmacology, EarlyView.This study provides the first open‐source tool to implement the complete TEN‐SPIDERS framework in linked datasets for the determination of the PDC for medication adherence. The TEN‐SPIDERS tool enables transparent, reproducible medication adherence research through automated reporting of all calculation parameters and flexible customization options ...
Adam C. Livori +8 more
wiley +1 more source
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
doaj +1 more source
Are Credit Default Swaps Associated with Higher Corporate Defaults? [PDF]
SSRN Electronic Journal, 2011 Are companies with traded credit default swap (CDS) positions on their debt more likely to default? Using a proportional hazard model of bankruptcy and Merton’s contingent claims approach, we estimate the probability of default for U.S. nonfinancial firms.
Stavros Peristiani, Vanessa Savino
openaire +3 more sources
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