A credit default swap is a type of swap designed to transfer the credit exposure of fixed-income products. It can reference either a single name or an index of names. For the duration of the contract, ...
What was the utility of the credit default swap in that case? Well, the basic concept or the original driver of credit derivatives was for banks to be able to transfer credit risk off of their ...
Spreads on U.S. one-year credit default swaps (CDS) - market-based gauges of the risk of a default - widened to 49 basis ...
The shadow banking system can also refer to unregulated activities by regulated institutions, which include financial instruments like credit default swaps. The shadow banking system consists of ...
Definition of a derivative A derivative ... issues like commodity prices or interest rates. For example, a credit default swap involves transferring the risk of default — the buyer pays premiums ...
Credit risk analysts need to know how to explain a credit default swap and provide an example of one. General areas of expertise for a credit risk analyst should include being a team player ...
We examine the relationship between carbon emissions and the market perception of firms' default risk measured by corporate credit default swap (CDS) spreads in Japan. While corporate revenue size is ...
Definition of a hedge fund A hedge fund ... For example, hedge funds can use derivatives like credit default swaps as risk protection against a negative credit event, so that even if the issuer ...
In a niche corner of global debt markets, a product first structured three years ago by a group of Credit Suisse bankers is having a moment. The instrument — a so-called debt-for-nature swap ...