IMF Publications by Subject
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Credit default swap:
2014
Title: Market Signals and the Cost of Credit Risk Protection : An Analysis of CDS Settlement Auctions
Series: Working Paper No. 14/239
Date: December 24, 2014
Subject: Auctions Bonds Credit default swap Credit risk Financial markets
2012
Title: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings
Series: Working Paper No. 12/23
Date: January 1, 2012
Subject: Credit default swap Credit rating agencies Credit risk Risk management Sovereign debt
2011
Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Series: Working Paper No. 11/75
Date: April 1, 2011
Subject: Credit default swap
2010
Title: The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions
Series: Working Paper No. 10/153
Date: June 1, 2010
Subject: Credit default swap Early warning systems