LEADER 01601nam2 22002893i 450 001 SUN0116434 005 20180530103619.696 010 $d0.00 012 $2fei$aern- t.3. u.). (222 (3) 1802 (R)$5SUN 100 $a20180530d1802 |0itac50 ba 101 $aita 102 $aIT 140 $a||||||||| ||||||||| 200 1 $a<<*Dell'origine delle leggi delle arti e delle scienze e dei loro progressi presso gli antichi popoli. >> 3.2 205 $aParma : per li fratelli Gozzi : a spese di Luigi Mussi, 1802 210 $a330, [6] p. ; 8° 215 $aSegnatura: [1]-21/? 22/? (-22/4) 461 1$1001SUN0116431$12001 $a*Dell'origine delle leggi delle arti e delle scienze e dei loro progressi presso gli antichi popoli. Tomo primo parte 1. [-Tomo sesto parte 3.]$v3.2$1205 $aParma : per li fratelli Gozzi : a spese di Luigi Mussi, 1802$1210 $a6 volumi$a8°$1215 $aPer il nome dell'Autore, (Antoine-Yves Goguet), cfr. la pref. del v. 1 a pag. III. 620 $dParma$3SUNL000121 700 1$aGoguet$b, Antoine Yves$3SUNV089843$0716885 712 02$aGozzi fratelli$3SUNV089844 801 $aIT$bSOL$c20181109$gRICA 856 4 $uhttps://books.google.it/books?id=xU0i3cdGAuwC&printsec=frontcover&hl=it#v=onepage&q&f=false$zVolume digitalizzato. 912 $aSUN0116434 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA$d00 ANTICO BL.800.43 3.2 $e00 BL 594 995 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA$gBL$h594$kANTICO BL.800.43 3.2$oc$qa 997 $aUNICAMPANIA LEADER 01488nam 2200349Ia 450 001 996390880403316 005 20200824124929.0 035 $a(CKB)1000000000657563 035 $a(EEBO)2240900225 035 $a(OCoLC)ocm52211712e 035 $a(OCoLC)52211712 035 $a(EXLCZ)991000000000657563 100 $a20030509d1682 uy 0 101 0 $aeng 135 $aurbn||||a|bb| 200 02$aA brief narrative of the case between His Royal Highness James duke of York, lord of the mannor of Richmond alia?s West-sheen, in the county of Surry;$b[electronic resource] $eGeorge Carew esq; one of the customary tenants of the said manor, and Sir James Butler, mortgagee upon a conditional surrender, and others concerned in the said case 210 $a[London : s.n.$d1682] 215 $a4 p 300 $aCaption title. 300 $aPlace of publication suggested by Wing. 300 $aSigned and dated at end: Recollected by John Brown, gent. April 20. 1682. 300 $aReproduction of the original in the University of Texas, Austin Library. 330 $aeebo-0179 606 $aCopyhold$vCases$vEarly works to 1800 615 0$aCopyhold 701 $aBrown$b John$cgent.$0396957 801 0$bEAE 801 1$bEAE 906 $aBOOK 912 $a996390880403316 996 $aA brief narrative of the case between His Royal Highness James duke of York, lord of the mannor of Richmond alia?s West-sheen, in the county of Surry$92426469 997 $aUNISA LEADER 04577oam 22010814 450 001 9910968751503321 005 20250426110928.0 010 $a9786613827548 010 $a9781462364930 010 $a1462364934 010 $a9781452700694 010 $a1452700699 010 $a9781283515092 010 $a1283515091 010 $a9781451909678 010 $a1451909675 035 $a(CKB)3360000000443682 035 $a(EBL)3014383 035 $a(SSID)ssj0000939926 035 $a(PQKBManifestationID)11553610 035 $a(PQKBTitleCode)TC0000939926 035 $a(PQKBWorkID)10939158 035 $a(PQKB)10143192 035 $a(OCoLC)698585633 035 $a(IMF)WPIEE2006254 035 $a(MiAaPQ)EBC3014383 035 $a(IMF)WPIEA2006254 035 $aWPIEA2006254 035 $a(EXLCZ)993360000000443682 100 $a20020129d2006 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe Pricing of Credit Default Swaps During Distress /$fManmohan Singh, Jochen Andritzky 205 $a1st ed. 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2006. 215 $a1 online resource (25 p.) 225 1 $aIMF Working Papers 300 $a"November 2006." 311 08$a9781451865141 311 08$a1451865147 320 $aIncludes bibliographical references. 327 $a""Contents""; ""I. INTRODUCTION""; ""II. CDS VALUATION AND THE BASIS""; ""III. THE ROLE OF RECOVERY""; ""IV. DATA ANALYSIS""; ""V. IMPLIED RECOVERY VALUES UNDER NO ARBITRAGE""; ""VI. IMPLIED RECOVERY VALUES UNDER NO ARBITRAGE WITH CTD""; ""VII. CONCLUSIONS""; ""REFERENCES"" 330 3 $aCredit default swaps (CDS) provide the buyer with insurance against certain types of credit events by entitling him to exchange any of the bonds permitted as deliverable against their par value. Unlike bonds, whose risk spreads are assumed to be the product of default risk and loss rate, CDS are par instruments, and their spreads reflect the partial recovery of the delivered bond's face value. This paper addresses the implications of the difference between bond and CDS spreads and shows the extent to which the recovery assumption matters for determining CDS spreads. A no-arbitrage argument is applied to extract recovery rates from CDS and bond markets, using data from Brazil's distress in 2002-03. Results are related to the observation that preemptive restructurings are now more common than straight defaults in sovereign bond markets and that this leads to a decoupling of CDS and bond spreads. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2006/254 606 $aSwaps (Finance) 606 $aDefault (Finance) 606 $aBanks and Banking$2imf 606 $aBonds$2imf 606 $aCapital market$2imf 606 $aCredit default swap$2imf 606 $aCredit$2imf 606 $aFinance$2imf 606 $aFinance: General$2imf 606 $aGeneral Financial Markets: General (includes Measurement and Data)$2imf 606 $aInterest rates$2imf 606 $aInterest Rates: Determination, Term Structure, and Effects$2imf 606 $aInvestment & securities$2imf 606 $aInvestments: Bonds$2imf 606 $aMonetary economics$2imf 606 $aMonetary Policy, Central Banking, and the Supply of Money and Credit: General$2imf 606 $aMoney and Monetary Policy$2imf 606 $aSecurities markets$2imf 606 $aYield curve$2imf 607 $aBrazil$2imf 615 0$aSwaps (Finance) 615 0$aDefault (Finance) 615 7$aBanks and Banking 615 7$aBonds 615 7$aCapital market 615 7$aCredit default swap 615 7$aCredit 615 7$aFinance 615 7$aFinance: General 615 7$aGeneral Financial Markets: General (includes Measurement and Data) 615 7$aInterest rates 615 7$aInterest Rates: Determination, Term Structure, and Effects 615 7$aInvestment & securities 615 7$aInvestments: Bonds 615 7$aMonetary economics 615 7$aMonetary Policy, Central Banking, and the Supply of Money and Credit: General 615 7$aMoney and Monetary Policy 615 7$aSecurities markets 615 7$aYield curve 700 $aSingh$b Manmohan$01815606 701 $aAndritzky$b Jochen$01673970 801 0$bDcWaIMF 906 $aBOOK 912 $a9910968751503321 996 $aThe Pricing of Credit Default Swaps During Distress$94371068 997 $aUNINA