Publications Search Results

January 19, 2018

The Search found 5 of 16390 documents sorted by Date with the following criteria:
Subject/Keyword: CDS

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1. Title: CDS Spreads in European Periphery : Some Technical Issues to Consider
  Author/Editor: Manmohan Singh ; Mohsan Bilal
  Series: IMF Working Papers
  Published: March 01, 2012
  Subject(s): Economic models
  Author's Keyword(s): CDS spreads | peripheral Europe | stochastic recovery rate | probability of default | collateral use in OTC derivatives | cheapest-to-deliver bonds | price of risk
2. Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
  Author/Editor: Miguel A. Segoviano Basurto ; Raphael A. Espinoza
  Series: IMF Working Papers
  Published: April 01, 2011
  Subject(s): Bankruptcy | Banks | Credit risk | Economic models | Risk premium
  Author's Keyword(s): Price of risk | credit default swap | CDS | risk-neutral probability
3. Title: The Use (and Abuse) of CDS Spreads During Distress
  Author/Editor: Singh, Manmohan ; Spackman, Carolyne
  Published: March 01, 2009
  Subject(s): Credit risk | Financial institutions | Risk premium | Bond markets | Asset prices | Bankruptcy
  Author's Keyword(s): CDS spreads during distress | stochastic recovery rate | probability of default | cheapest-to-deliver bonds | financial institutions
4. Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
  Author/Editor: Chan-Lau, Jorge A. ; Ong, Li L.
  Published: June 01, 2006
  Subject(s): Credit risk | United Kingdom | Capital markets | Financial stability
  Author's Keyword(s): CDO | CDS | credit derivatives | credit risk transfer | structured credit products
5. Title: A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
  Author/Editor: Avesani, Renzo G. ; Garcia Pascual, Antonio ; Li, Jing
  Published: April 01, 2006
  Subject(s): Risk management | Economic indicators | Debt | Credit risk | Financial institutions | Investment policy | Commodity pricing policy | International capital markets | Banks | Economic models
  Author's Keyword(s): Risk management | market indicators | stress testing | credit default swap (CDS) | collateralized debt obligation (CDO) | credit risk | large complex financial institutions (LCFIs)

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