(PRWEB) September 23, 2005 A new study published in The Journal of Finance finds that while most corporate credit spreads are due to default risk, liquidity related factors also contribute to the cost of debt. By using information from credit default swap premia (a common credit derivative), the authors were able to provide direct measures [...]
Tag Archives: Default
Malaysia Default Swaps Climb to Four-Month High on Fed Outlook
Malaysia Default Swaps Climb to Four-Month High on Fed Outlook Five-year credit-default swaps rose seven basis points, or 0.07 percentage point, to 94 in New York yesterday, according to data provider CMA, which is owned by McGraw-Hill Cos. and compiles prices quoted by dealers in the privately negotiated market. Read more on Businessweek Too much [...]
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Credit default swap (CDS) basis trade
The CDS basis trade exploits a difference between the cash and synthetic markets. Big bets on an obscure index lay at the heart of JPMorgan’s losses this week. Sr. Producer Paddy Hirsch explains how an index of CDS works. Video Rating: 4 / 5
Credit Default Swap 1 – BASIC INTRO
After this video “Credit Default Swap 1 – BASIC INTRO” , Be sure to view Credit Default Swap 2 , the Second part, once you are finished with this. Video Rating: 5 / 5
Latest Credit Default Swap News
799 Oct 22 2005 – Central Valley, California Image by niiicedave Mexican media giant Televisa eyes new peso bond deal U.S. credit default swap column…….. U.S. credit default swap news………. European corporate bond market report.. European corporate bond market report.. Credit default swap guide………….. Fixed income guide…… U.S. swap spreads report … Read more on [...]
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Default risks soar in South Korea, Japan, China
Default risks soar in South Korea, Japan, China The credit default swap (CDS) premium for South Korea closed at 87.90 basis points on Thursday, up 24.26 basis points or 38.1 percent from March 7 when the United Nations Security Council imposed sanctions against North Korea for its nuclear test, … Read more on Yonhap News [...]
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EU ban on naked sovereign credit default swaps unnecessary -IMF
EU ban on naked sovereign credit default swaps unnecessary -IMF NEW YORK, April 11 (Reuters) – The International Monetary fund said the European Union was moving in the wrong direction by banning the use of a hedging strategy related to sovereign credit default swaps. In a report published on Thursday ahead of its … Read [...]
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Latest Credit Default Swap News
U.S. Company Credit Swaps Fall as Japan Doubles Bond Purchases Credit-default swaps tied to the debt of Energy Future Holdings Corp. dropped after the U.S. Internal Revenue Service said the Texas power company won't have to pay a potential tax liability on $ 23 billion when transferring ownership of some of its units. Read more [...]
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Credit Default Swap (CDS)
It is a video from N S TOOR School of Banking (India) that explains the concept of CDS and also provides a case study. For more such videos please log in www… Video Rating: 0 / 5
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