Il credit default swap (CDS) è un contratto con il quale il detentore di un credito (protection buyer) si impegna a pagare una somma fissa periodica, in genere espressa in basis point rispetto a ...
i Credit Default Swap: il protection buyer effettua pagamenti periodici a tasso fisso, mentre il protection seller effettua un unico pagamento se e solo se si verifica un credit event ...
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, ...
This article was first published in March 2008. We have since updated the credit default swap ratings so they reflect the current positions. The whole point about the 'credit crunch' - is that it ...
What was the utility of the credit default swap in that case? Well, the basic concept or the original driver of credit derivatives was for banks to be able to transfer credit risk off of their ...
Ci sono strumenti finanziari che offrono agli investitori la possibilità di puntare sul mercato del credito tramite strumenti quotati. Si tratta dei Credit Linked Certificate (CLC), strumenti finanzia ...
The market has suddenly become much more confident in the prospects for BP, as shown by an enormous rally in the company's credit default swaps (CDS). BP's CDS spread dropped nearly 20% to just ...
In my paper, I calculated the intrinsic value of BTC at the then current credit default swap (CDS) rates and total liabilities of the G-20 nations. This dynamic calculation will increase in value as ...
Spreads on U.S. one-year credit default swaps (CDS) - market-based gauges of the risk of a default - widened to 49 basis ...
Over 15 million people default on credit card payments each year for various reasons, including job loss, healthcare debt, and marital disruption. According to the Federal Reserve, the rate of ...