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Credit default swapsmechanics and em...

Culp, Christopher L.

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Credit default swapsby Christopher L. Culp, Andria van der Merwe, Bettina J. Starkle.
Reminder of title:	mechanics and empirical evidence on benefits, costs, and inter-market relations /
Author:	Culp, Christopher L.
other author:	van der Merwe, Andria.
Published:	Cham :Springer International Publishing :2018.
Description:	xxxvii, 331 p. :digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Swaps (Finance)
Online resource:	http://dx.doi.org/10.1007/978-3-319-93076-3
ISBN:	9783319930763$q(electronic bk.)

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /
Culp, Christopher L.

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /[electronic resource] :by Christopher L. Culp, Andria van der Merwe, Bettina J. Starkle. - Cham :Springer International Publishing :2018. - xxxvii, 331 p. :digital ;24 cm. - Palgrave studies in risk and insurance,2523-8221. - Palgrave studies in risk and insurance..

Part I: The CDS Market and Product Mechanics -- Chapter 1: Overview of CDS Products and Market Activity -- Chapter 2: Single-Name CDSs -- Chapter 3: Loan-Only CDSs -- Chapter 4: Multi-Name and Index CDSs -- Chapter 5: Asset-Backed CDSs -- Chapter 6: CDS Execution and Clearing Mechanisms -- Part II: Potential Benefits and Costs of CDSs -- Chapter 7: Potential Benefits of CDSs -- Chapter 8: Potential Costs of CDSs -- Part III: Empirical Evidence on the Benefits, Costs, and Inter-Market Relations of CDSs -- Chapter 9: The Informational Content of CDS Spreads -- Chapter 10: Implications of CDS Listings for Reference Entities and Creditors -- Chapter 11: Inter-Market Basis Relations -- Chapter 12: Inter-Connectedness and Systemic Risk -- Appendix 1: Research Methodology -- Appendix 2: Additional Tables.

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.

ISBN: 9783319930763$q(electronic bk.)

Standard No.: 10.1007/978-3-319-93076-3doiSubjects--Topical Terms:

211953
Swaps (Finance)

LC Class. No.: HG6024.A3 / C857 2018

Dewey Class. No.: 332.645

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /
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505 0 $a Part I: The CDS Market and Product Mechanics -- Chapter 1: Overview of CDS Products and Market Activity -- Chapter 2: Single-Name CDSs -- Chapter 3: Loan-Only CDSs -- Chapter 4: Multi-Name and Index CDSs -- Chapter 5: Asset-Backed CDSs -- Chapter 6: CDS Execution and Clearing Mechanisms -- Part II: Potential Benefits and Costs of CDSs -- Chapter 7: Potential Benefits of CDSs -- Chapter 8: Potential Costs of CDSs -- Part III: Empirical Evidence on the Benefits, Costs, and Inter-Market Relations of CDSs -- Chapter 9: The Informational Content of CDS Spreads -- Chapter 10: Implications of CDS Listings for Reference Entities and Creditors -- Chapter 11: Inter-Market Basis Relations -- Chapter 12: Inter-Connectedness and Systemic Risk -- Appendix 1: Research Methodology -- Appendix 2: Additional Tables.
520 $a This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.
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