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Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users



出版社 Ivan Zelenko
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FX Week – The Global Business of Foreign Exchange
Cutting-edge news and analysis to keep money market professionals informed of all the latest global FX developments
Working Papers | Office of Financial Research
This paper assesses the risk of contagion in the credit default swap (CDS) market. This risk emerges through the inability of CDS counterparties to make payments ...
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Just two weeks after Banco Popular’s rescue was hailed as a triumph of Europe’s post-crisis resolution regulation in action, Italian taxpayers are footing the € ...




Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users