Results 71 to 80 of about 1,396 (101)
The CDO market Functioning and implications in terms of financial stability. [PDF]
The result of relatively recent financial innovations, collateralised debt obligations (CDOs) are securities that represent a portfolio of bank loans and/or different financial instruments.
Cousseran, O., Rahmouni, I.
core
Credit default swaps and financial stability: risks and regulatory issues. [PDF]
The credit default swap (CDS) market has grown much faster than other derivatives markets since its inception. Even though it is dwarfed by the interest rate derivatives market, which is eight times larger, its growth has affected the stability of the ...
Duquerroy, A., Gauthier, N., Gex, M.
core
Infinite product expansion of the Fokker-Planck equation with steady-state solution. [PDF]
Proc Math Phys Eng Sci, 2015 Martin RJ, Craster RV, Kearney MJ.
europepmc +1 more source
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets [PDF]
This paper examines risk transmission and migration among six US measures of credit and market risk during the full period 2004-2011 period and the 2009-2011 recovery subperiod, with a focus on four sectors related to the highly volatile oil price. There
Chia-Lin Chang +3 more
core
CDO Pricing with Copulae [PDF]
Modeling the portfolio credit risk is one of the crucial issues of the last years in the financial problems. We propose the valuation model of Collateralized Debt Obligations based on a one- and two-parameter copula and default intensities estimated from
Barbara Choros +2 more
core
Does BRRD mitigate the bank-to-sovereign risk channel? [PDF]
PLoS OneLamers M +3 more
europepmc +1 more source
PIIGS, iTraxx SoyX, Neoliberalism, and Unshackled Finance Capital
, 2010 Tayyab Mahmud
openalex +1 more source
Credit default swaps: iTraxx Crossover index as an emerging markets’ portfolio indicator
, 2017 Ekin Tokat, Atılım Murat
openalex +1 more source