What was the utility of the credit default swap in that case ... there's always the probability that they may not be able to pay that money back. And it's a small probability, but that's the ...

This article was first published in March 2008. We have since updated the credit default swap ratings so they reflect the current positions. The whole point about the 'credit crunch' - is that it ...

In this issue of The Journal of Credit Risk we present three research papers. Our first paper is "Valuation differences between credit default swap and corporate ... Our final paper, "The art of ...

In my paper, I calculated the intrinsic value of BTC at the then current credit default swap (CDS) rates and total liabilities of the G-20 nations. This dynamic calculation will increase in value as ...

Spreads on U.S. one-year credit default swaps (CDS) - market-based gauges of the risk of ... Barclays estimated the current ...

The market has suddenly become much more confident in the prospects for BP, as shown by an enormous rally in the company's credit default swaps (CDS). BP's CDS spread dropped nearly 20% to just ...

(Bloomberg) The cost of securing the Russian government's debt skyrocketed and indicates a record 99% probability of ... its dollar bonds in rubles. Credit default swaps (CDS) that secure US$ ...

A LARGE part of statistical theory is based on the assumption that measurements are distributed in normal probability curves and that the variance is constant. The normal curve was discovered by ...

Probability or chance is how likely something is to happen. Probabilities are most commonly shown as fractions. The probability of getting 'tails' when you toss a coin is a 1 in 2 chance, or 1/2 ...