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000844172 019__ $$a1045205159$$a1046067436
000844172 020__ $$a9783319930763$$q(electronic book)
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000844172 050_4 $$aHG6024.A3
000844172 08214 $$a332.645$$223
000844172 1001_ $$aCulp, Christopher L.,$$eauthor.
000844172 24510 $$aCredit default swaps :$$bmechanics and empirical evidence on benefits, costs, and inter-market relations /$$cChristopher L. Culp, Andria van der Merwe, Bettina J. Stärkle.
000844172 264_1 $$aCham :$$bPalgrave Macmillan,$$c2018.
000844172 300__ $$a1 online resource.
000844172 336__ $$atext$$btxt$$2rdacontent
000844172 337__ $$acomputer$$bc$$2rdamedia
000844172 338__ $$aonline resource$$bcr$$2rdacarrier
000844172 4901_ $$aPalgrave studies in risk and insurance
000844172 5050_ $$aIntro; Additional Praise for Credit Default Swaps; Foreword; Preface; Contents; About the Authors; Abbreviations and Acronyms; List of Figures; List of Tables; Part I The CDS Market and Product Mechanics; Chapter 1 Overview of CDS Products and Market Activity; 1.1 Primary CDS Product Types; 1.1.1 Single-Name CDSs; 1.1.2 Multi-Name CDSs; 1.1.2.1 Portfolio and Basket CDSs; 1.1.2.2 Index CDSs; 1.1.2.3 Tranched Index CDSs; 1.1.3 Asset-Backed CDSs; 1.2 Aggregate Market Activity; 1.2.1 CDS Notional Amounts Outstanding; 1.2.1.1 Single-Name, Multi-Name, and Index CDSs
000844172 5058_ $$a1.2.1.2 Single-Name Corporate and Sovereign CDSs, LCDSs, and ABCDSs1.2.2 CDS Trading Activity; References; Chapter 2 Single-Name CDSs; 2.1 Standard Single-Name CDS Terms and Conventions; 2.1.1 Underlying Reference Name; 2.1.1.1 Market Composition by Type of Underlying Reference Entity; 2.1.1.2 Market Composition by Credit Risk of Underlying Reference Entity; 2.1.2 Maturity/Tenor; 2.1.3 Coupon/Spread/Premium; 2.1.4 Credit Events; 2.1.4.1 The 1999 and 2003 Definitions; 2.1.4.2 The 2009 "Big Bang Protocol" and Supplement to the 2003 Definitions; 2.1.4.3 The 2014 Definitions
000844172 5058_ $$a2.1.5 Settlement Methods2.1.5.1 Physical Settlement; 2.1.5.2 Cash Settlement; 2.1.5.3 Auction Settlement; 2.1.6 Deliverable Obligations for Single-Name CDSs with Physical or Auction Settlement; 2.2 Selected Credit Event Determinations; 2.2.1 The Argentine Republic (2001); 2.2.2 The Hellenic Republic (2012); 2.2.3 Noble Group Ltd. (2017); 2.2.4 Blackstone-Hovnanian (2017-2018); 2.2.4.1 The July 2017 Secured Hovnanian Debt Restructuring; 2.2.4.2 Rumors of an Unsecured Hovnanian Debt Restructuring; 2.2.4.3 The December 2017 Unsecured Hovnanian Debt Refinancing
000844172 5058_ $$a2.2.4.4 Litigation-Related Controversy2.2.4.5 The April 2018 Second Hovnanian Restructuring; 2.2.4.6 Proposed "Fixes" to Strategic Defaults like Hovnanian; References; Chapter 3 Loan-Only CDSs; 3.1 The Syndicated Leveraged Loan Market; 3.1.1 Syndication and Loan Facilities; 3.1.1.1 Revolving Credit Facilities; 3.1.1.2 Term Loans; 3.1.1.3 Letters of Credit; 3.1.1.4 Bridge Loans; 3.1.2 The Commoditization of the Leveraged Loan Market; 3.2 Distinctions Between LCDSs and CDSs; 3.2.1 Triggering Credit Events; 3.2.2 Coupon/Spread; 3.2.3 Deliverable Obligations and Settlement Methods
000844172 5058_ $$a3.2.4 Early Terminations and Bullet LCDSs3.2.4.1 Pre-2010 Legacy LCDSs; 3.2.4.2 Post-2010 and Bullet LCDSs; References; Chapter 4 Multi-Name and Index CDSs; 4.1 Portfolio and Basket Multi-Name CDSs; 4.1.1 Portfolio CDSs; 4.1.1.1 Coverage Period; 4.1.1.2 Settlement Mechanisms; 4.1.1.3 Costs of Portfolio CDSs-the Whole Versus the Sum of the Parts; 4.1.2 Nth-to-Default Basket CDSs; 4.1.3 Excess-of-Loss Basket CDSs; 4.2 Index CDSs; 4.2.1 Underlying Reference Portfolios; 4.2.2 Index Series and Roll Dates; 4.2.3 Pricing and Settlement; 4.3 Tranched Index CDSs; References
000844172 506__ $$aAccess limited to authorized users.
000844172 5208_ $$aThis book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.
000844172 588__ $$aOnline resource; title from PDF title page (viewed July 18, 2018)
000844172 650_0 $$aSwaps (Finance)
000844172 650_0 $$aDefault (Finance)
000844172 650_0 $$aCredit derivatives.
000844172 7001_ $$aMerwe, Ana van der,$$eauthor.
000844172 7001_ $$aStärkle, Bettina J.,$$eauthor.
000844172 77608 $$iPrint version: $$z3319930753$$z9783319930756$$w(OCoLC)1034590123
000844172 830_0 $$aPalgrave studies in risk and insurance.
000844172 852__ $$bebk
000844172 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-93076-3$$zOnline Access$$91397441.1
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000844172 980__ $$aBIB
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