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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2014 - This version: August 2014
restricting the speculative use of derivatives by funds to a reasonable level, as well as implement more standardized disclosure …
Persistent link: https://www.econbiz.de/10010530827
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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2015
restricting the speculative use of derivatives by funds to a reasonable level, as well as implement more standardized disclosure …
Persistent link: https://www.econbiz.de/10010503880
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Use of credit default swaps by UCITS funds: Evidence from EU regulatory data
Guagliano, Claudia; Mazzacurati, Julien; Kenny, Oisin; … - 2019
account for a small share of the overall EU credit derivatives market. The CDS market is highly concentrated, with thirteen …
Persistent link: https://www.econbiz.de/10012145160
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Use of Credit Default Swaps by UCITS Funds : Evidence from EU Regulatory Data
Braunsteffer, Achim; Guagliano, Claudia; Kenny, Oisin; … - 2021
Using a sample of more than 18,000 Undertakings for Collective Investment in Transferable Securities,or UCITS, this paper aims to provide a first overview of the use of credit default swaps by EU UCITSfunds. We show that UCITS funds only account for a small share of the overall EU credit...
Persistent link: https://www.econbiz.de/10013213946
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Pitfalls and perils of financial innovation : the use of CDS by corporate bond funds
Adam, Tim; Güttler, André - 2015
We use the financial crisis of 2007-2009 as a laboratory to examine the costs and benefits of teams versus single managers in asset management. We find that when a fund uses complex trading strategies involving the use of CDS team-managed funds outperform solo-managed funds. This may be due to...
Persistent link: https://www.econbiz.de/10010503931
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Manager characteristics and credit derivative use by US corporate bond funds
Gałkiewicz, Dominika - 2014 - This version: September 2014
use these credit derivatives. Results suggest that a manager's education, age, experience, and skill are positively …
Persistent link: https://www.econbiz.de/10010530828
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Manager characteristics and credit derivative use by US corporate bond funds
Gałkiewicz, Dominika - 2015
use these credit derivatives. Results suggest that a manager’s education, age, experience, and skill are positively …
Persistent link: https://www.econbiz.de/10010503878
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Similarities and differences between US and German regulation of the use of derivatives and leverage by mutual funds : what can regulators learn from each other?
Gałkiewicz, Dominika Paula - 2014
This study analyzes current regulation with respect to the use of derivatives and leverage by mutual funds in the U … using derivatives beyond their net assets (e.g., by selling credit default swaps protection with a notional amount equal to ….S. funds have greater discretion to undervalue derivative exposure compared to German funds. All analyses of this study reveal …
Persistent link: https://www.econbiz.de/10010402916
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Similarities and differences between US and German regulation of the use of derivatives and leverage by mutual funds : what can regulators learn from each other?
Galkiewicz, Dominika Paula - 2014
This study analyzes current regulation with respect to the use of derivatives and leverage by mutual funds in the U … using derivatives beyond their net assets (e.g., by selling credit default swaps protection with a notional amount equal to ….S. funds have greater discretion to undervalue derivative exposure compared to German funds. All analyses of this study reveal …
Persistent link: https://www.econbiz.de/10010402939
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Mitigating counterparty risk
Gündüz, Yalın - 2018
of Depository Trust and Clearing Corporation's (DTCC) proprietary bilateral credit default swap transactions and …
Persistent link: https://www.econbiz.de/10011900709