Search Results - subject:"Collateralized Debt Obligations"

Transformation nicht-gehandelter in handelbare Kreditrisiken

Franke, Günter - In: Funktionsfähigkeit und Stabilität von Finanzmärkten …, (pp. 151-181). 2005

Persistent link: https://www.econbiz.de/10003249937

The effect of credit ratings on credit default swap spreads and credit spreads

Daniels, Kenneth N.; Jensen, Malene Shin - In: The journal of fixed income 15 (2005) 3, pp. 16-33

Persistent link: https://www.econbiz.de/10003303931

Using credit derivatives to compute marketwide default probability term structures

Byström, Hans N. E. - In: The journal of fixed income 15 (2005) 3, pp. 34-41

Persistent link: https://www.econbiz.de/10003303934

Intra-industry credit contagion : evidence from the credit default swap market and the stock market

Zhang, Gaiyan - 2005

Persistent link: https://www.econbiz.de/10003946350

CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS

SCHMIDT, THORSTEN; ZABCZYK, JERZY - In: International Journal of Theoretical and Applied … 15 (2012) 01, pp. 1250008-1

This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward …

Persistent link: https://www.econbiz.de/10009651590

Treating Uncertainty as Risk: The Credit Default Swap and the Paradox of Derivatives

Brown, Christopher; Hao, Cheng - In: Journal of Economic Issues 46 (2012) 2, pp. 303-312

The credit default swap (CDS) is implicated in the global financial crises because a vast market for securities collateralized by subprime mortgages and consumer debt could not have materialized if hedge funds and other holders of these instruments lacked a means of hedging default "risk." The...

Persistent link: https://www.econbiz.de/10010602569