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English Abstract: This paper reviews the theory of Credit Default Swaps (CDS), the main characteristics of the CDS market, and how to estimate the non-default component of the yield spreads as the basis between the actual CDS premium and the hypothetical CDS premium implied by bond yields. We...
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the aggravation of geopolitical risks in 2022 forced the Bank of Russia to draft further restrictions on the limit of the …
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understanding potential of increase in market value. Following the quantitative decomposition of bank reserves size on bad debts … and the results of the empirical research on the global bank market with sub-samples on developed and emerging markets … only in risk assessment of a bank, but also in diagnosing of management behavior, of expectations on valuation of a public …
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