trading activity in the U.S. sovereign CDS market, and we infer a probability of default from CDS premiums. We find that … default risk reached 1% by the November 6 Presidential election, fell quickly after that, and progressively climbed back up in … subsequent months to the current 1.1% level. Overall, these estimates are well below the default risk estimates for the debt …

important market factors, particularly default risks due to contagion, we consider two different financial markets with … shocks. In both markets, we derive an indifference price for a contingent claim that is subject to the risk of default and …

) similar default frequency, and (iv) comparable haircuts. A notable difference is that the average default duration is higher …

) similar default frequency, and (iv) comparable haircuts. A notable difference is that the average default duration is higher …

Using harmonized household data from 18 European countries, this paper studies what triggers mortgage default. We … three increase default risk, but the double trigger is by far the strongest predictor. The results also show that debt … enforcement institutions shape how strongly equityrelated incentives affect mortgage default. …