scroll to top
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "CREDIT derivatives"

1 - 10 of 7,252 results for
 "CREDIT derivatives"
Results per page:

Credit Default Swaps around the World.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; May2022, Vol. 35 Issue 5, p2464-2524, 61p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

View details

Enhanced disclosure of credit derivatives, information asymmetry and credit risk.

Publication Type:Academic Journal

Source(s):Journal of Business Finance & Accounting. May2022, Vol. 49 Issue 4, p717-751. 35p. 9 Charts, 1 Graph.

Abstract:This study examines the extent to which enhanced disclosure of credit derivatives [Financial Accounting Standards Board (FASB) issued FASB Staff Position (FSP) Financial Accounting Standards (FAS) No. 133‐1] reduces information asymmetry and credit der...

View details

Credit derivatives and loan yields.

Publication Type:Academic Journal

Source(s):Financial Review. Feb2022, Vol. 57 Issue 1, p205-241. 37p. 11 Charts.

Abstract:We compare the loan yields of credit derivative (CRD) active bank holding companies (BHCs) with the loan yields of CRD inactive peers over the pre‐crisis, crisis (2008–10), and post‐crisis periods. During the post‐crisis period, protection purchasers r...

View details

The Effect of Company's Interest Coverage Ratio on the Structural and Reduced-Form Models in Predicting Credit Derivatives Price.

Publication Type:Academic Journal

Source(s):Iranian Journal of Management Studies. Winter2022, Vol. 15 Issue 1, p169-188. 20p.

Abstract:Derivative pricing models use either fixed or variable interest rates at the corporate level to compensate for the devaluation, which results in an estimated accounting profit caused by the cash inflation at the maturity date. These models also fail to...

View details

KREDİ TEMERRÜT SWAPLARI VE GELİŞMEKTE OLAN ÜLKELER ÜZERİNE KARŞILAŞTIRMALI BİR ANALİZ.

Publication Type:Academic Journal

Source(s):Uludag Journal of Economy & Society. ara2020, Vol. 39 Issue 2, p87-118. 32p.

Abstract:Kredi türevleri dayanak varlıktan kaynaklanan kredi riskini karsı tarafa aktarmak için tasarlanmış finansal enstrümanlardır. Kredi türevlerinin en basit hali kredi temerrüt swap sözleşmeleridir. Bu çalışmanın amacı gelişmekte olan ülkelerin kredi temer...

View details

Basket Credit Derivative Pricing in a Markov Chain Model with Interacting Intensities.

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 10/17/2020, p1-17. 17p.

Abstract:In this paper, we propose a Markov chain model to price basket credit default swap (BCDS) and basket credit-linked note (BCLN) with counterparty and contagion risks. Suppose that the default intensity processes of reference entities and the counterpart...

View details

Disastrous Defaults*.

Publication Type:Academic Journal

Source(s):Review of Finance. Nov2021, Vol. 25 Issue 6, p1727-1772. 46p.

Abstract:We define a disastrous default as the default of a systemic entity. Such an event is expected to have a negative effect on the economy and to be contagious. Bringing macroeconomic structure to a no-arbitrage asset-pricing framework, we exploit prices o...

View details

Forecasting high‐yield equity and CDS index returns: Does observed cross‐market informational flow have predictive power?

Publication Type:Academic Journal

Source(s):Journal of Futures Markets; Aug2022, Vol. 42 Issue 8, p1466-1490, 25p

Abstract:Copyright of Journal of Futures Markets is the property of John Wiley & Sons, Inc. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may prin...

View details

Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk.

Publication Type:Academic Journal

Source(s):Symmetry (20738994); Jul2022, Vol. 14 Issue 7, pN.PAG-N.PAG, 25p

Abstract:Copyright of Symmetry (20738994) is the property of MDPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email arti...

View details

banner_970x250 (970x250)

sponsored