Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users

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Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users

出版社 Ivan Zelenko
ページ数 109ページ
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Working Papers | Office of Financial Research
This paper assesses the risk of contagion in the credit default swap (CDS) market. This risk emerges through the inability of CDS counterparties to make payments ...