A credit default swap is a type of swap designed to transfer the credit exposure of fixed-income products. It can reference either a single name or an index of names. For the duration of the contract, ...
And so the best way to manage it is to buy protection, or like buying insurance from another party. [Let's go back to the] mid-1990s, with the creation of the credit default swap. Who came up with ...
Unlike the basic forms of the contracts discussed in Chapters 4 through 8, basket default swaps are credit derivatives written on a basket or portfolio of assets issued by more than one reference ...
International credit markets’ immediate reaction to the prospect of Donald Trump winning the US presidential election is to ...
The basis of my paper is that BTC is insurance on the decaying credit quality of fiat-issuing sovereign nations. As such, it is credit protection on a basket ... value of BTC at the then current ...
Spreads on U.S. one-year credit default swaps (CDS) - market-based gauges of the risk of a default - widened to 49 basis ...
J.B. Maverick is an active trader, commodity futures broker, and stock market analyst 17+ years of experience, in addition to 10+ years of experience as a finance writer and book editor.
An influx of demand for credit protection on ailing energy and mining names has led the benchmark index for US investment grade credit default swaps to trade at historically tight levels compared with ...
The cost of credit-default swap protection has surged since Russia’s invasion of Ukraine in late February, with traders demanding to be paid around 38 points upfront on Thursday. That means a CDS ...
We examine the relationship between carbon emissions and the market perception of firms' default risk measured by corporate credit default swap (CDS) spreads in Japan. While corporate revenue size is ...