Credit Default Swaps Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations /

• Κύριοι συγγραφείς: Culp, Christopher L. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), van der Merwe, Andria (http://id.loc.gov/vocabulary/relators/aut), Stärkle, Bettina J. (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Palgrave Studies in Risk and Insurance,
• Θέματα: Risk management.; Investment banking.; Securities.; Insurance.; Risk Management.; Investments and Securities.

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensi...

Πίνακας περιεχομένων:

• Part I: The CDS Market and Product Mechanics
• Chapter 1: Overview of CDS Products and Market Activity
• Chapter 2: Single-Name CDSs
• Chapter 3: Loan-Only CDSs
• Chapter 4: Multi-Name and Index CDSs
• Chapter 5: Asset-Backed CDSs
• Chapter 6: CDS Execution and Clearing Mechanisms
• Part II: Potential Benefits and Costs of CDSs
• Chapter 7: Potential Benefits of CDSs
• Chapter 8: Potential Costs of CDSs
• Part III: Empirical Evidence on the Benefits, Costs, and Inter-Market Relations of CDSs
• Chapter 9: The Informational Content of CDS Spreads
• Chapter 10: Implications of CDS Listings for Reference Entities and Creditors
• Chapter 11: Inter-Market Basis Relations
• Chapter 12: Inter-Connectedness and Systemic Risk
• Appendix 1: Research Methodology
• Appendix 2: Additional Tables.