LEADER 02775nam 2200601Ia 450 001 9910464066903321 005 20170821160723.0 010 $a1-4623-8806-X 010 $a1-4527-7832-9 010 $a1-4518-7209-7 010 $a9786612842832 010 $a1-282-84283-8 035 $a(CKB)3170000000055233 035 $a(EBL)1608234 035 $a(SSID)ssj0000939942 035 $a(PQKBManifestationID)11596388 035 $a(PQKBTitleCode)TC0000939942 035 $a(PQKBWorkID)10937986 035 $a(PQKB)11101171 035 $a(OCoLC)518508975 035 $a(MiAaPQ)EBC1608234 035 $a(EXLCZ)993170000000055233 100 $a20041202d2009 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe use (and abuse) of CDS spreads during distress$b[electronic resource] /$fprepared by Manmohan Singh and Carolyne Spackman 210 $a[Washington D.C.] $cInternational Monetary Fund$d2009 215 $a1 online resource (13 p.) 225 1 $aIMF working paper ;$vWP/09/62 300 $aDescription based upon print version of record. 311 $a1-4519-1644-2 320 $aIncludes bibliographical references. 327 $aContents; I. Introduction; II. Recent Distress in Financial Institutions; Figures; 1. Landsbanki; 2. Washington Mutual; 3. Lehman Brothers; III. Policy Implications of Using Stochastic Recovery; Table 1. CDS Settlements Determined Under the ISDA Cash Opt-in Protocol; Box 1. Ecuador ISDA Auction; Appendix I. Recovery Swaps, or Where the Ctd Bonds End Up; References 330 $aCredit Default Swap spreads have been used as a leading indicator of distress. Default probabilities can be extracted from CDS spreads, but during distress it is important to take account of the stochastic nature of recovery value. The recent episodes of Landbanski, WAMU and Lehman illustrate that using the industry-standard fixed recovery rate assumption gives default probabilities that are low relative to those extracted from stochastic recovery value as proxied by the cheapest-to-deliver bonds. Financial institutions using fixed rate recovery assumptions could have a false sense of security 410 0$aIMF working paper ;$vWP/09/62. 606 $aCredit derivatives 606 $aDerivative securities 608 $aElectronic books. 615 0$aCredit derivatives. 615 0$aDerivative securities. 676 $a338.267 700 $aSim?ha$b Manamohana$0856990 701 $aSpackman$b Carolyne$0873074 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464066903321 996 $aThe use (and abuse) of CDS spreads during distress$91948846 997 $aUNINA LEADER 01284nam0 22002891i 450 001 UON00492254 005 20231205105337.205 010 $a978-88-8450-305-3 100 $a20190206d2009 |0itac50 ba 101 $aita 102 $aIT 105 $a|||| ||||| 200 1 $aBibliografia degli scritti di Cesare Segre$fa cura di Alberto Conte 210 $aFirenze$cEdizioni del Galluzzo per la Fondazione Ezio Franceschini$d2009 215 $a191 p., 1 ritr.$d26 cm. 316 $aDono Prof. Alberto Varvaro.$5IT-UONSI F. Varvaro0334 606 $aSegre Cesare$xOpere$xBibliografie$3UONC094610$2FI 620 $aIT$dFirenze$3UONL000052 676 $a013.945$cBibliografie e cataloghi di opere di specifiche categorie di autori. Italia.$v22 702 1$aConte$bAlberto$3UONV138521 712 $aEdizioni del Galluzzo per la Fondazione Ezio Franceschini$3UONV282083$4650 801 $aIT$bSOL$c20250613$gRICA 899 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$2UONSI 912 $aUON00492254 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI F. Varvaro0334 $eSI 27617 7 Dono Prof. Alberto Varvaro. 996 $aBibliografia degli scritti di Cesare Segre$91380090 997 $aUNIOR LEADER 03190nam 22005653 450 001 9910163950103321 005 20241107093741.0 010 $a0-7860-3602-8 035 $a(CKB)3710000001055774 035 $a(MiAaPQ)EBC5820041 035 $a(Au-PeEL)EBL5820041 035 $a(OCoLC)974515721 035 $a(ODN)ODN0002939581 035 $a(EXLCZ)993710000001055774 100 $a20210901d2017 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe Frontiersman 205 $a1st ed. 210 $d2017 210 1$aNew York :$cPinnacle Books,$d2017. 210 4$dİ2017. 215 $a1 online resource (194 pages) 225 1 $aThe Frontiersman ;$vv.1 311 08$a0-7860-3945-0 327 $aIntro -- Also by -- Title Page -- Copyright Page -- Table of Contents -- BOOK ONE -- Chapter One -- Chapter Two -- Chapter Three -- Chapter Four -- Chapter Five -- Chapter Six -- BOOK TWO -- Chapter Seven -- Chapter Eight -- Chapter Nine -- Chapter Ten -- BOOK THREE -- Chapter Eleven -- Chapter Twelve -- Chapter Thirteen -- Chapter Fourteen -- BOOK FOUR -- Chapter Fifteen -- Chapter Sixteen -- Chapter Seventeen -- Chapter Eighteen -- BOOK FIVE -- Chapter Nineteen -- Chapter Twenty -- Chapter Twenty-one -- Chapter Twenty-two -- BOOK SIX -- Chapter Twenty-three -- Chapter Twenty-four -- Chapter Twenty-five -- Chapter Twenty-six -- Chapter Twenty-seven -- River of Blood Teaser -- Monahan's Massacre Teaser -- ABOUT THE AUTHORS. 330 $aIn this western series opener by two bestselling authors, an exiled young man carves a path to his future through the deadly American frontier. In Tennessee, 17-year-old Breckinridge Wallace knew the laws of nature. When his life was in danger, he showed a fearless instinct to fight back. Killing a thug who was sent to kill him got Breckinridge exiled from his Smoky Mountain home. Brutally wounding an Indian attacker earned him an enemy for life... Now, from the bustling streets of St. Louis to the vast stillness of the Missouri headwaters, Breckinridge is discovering a new world of splendor, violence, promise and betrayal. Most off all, he is clawing his way to manhood behind the law of the gun. Because the trouble he left in Tennessee won't let him go. A killer stalks his every move. And by the time he joins a dangerous expedition, Breckenridge has only had a small taste of the blood, horror, and violence he must face next?to make his way to a new frontier... 410 4$aThe Frontiersman 606 $aFiction$2OverDrive 606 $aHistorical Fiction$2OverDrive 606 $aThriller$2OverDrive 606 $aWestern$2OverDrive 615 17$aFiction. 615 7$aHistorical Fiction. 615 7$aThriller. 615 7$aWestern. 676 $a813.54 686 $aFIC002000$aFIC014000$aFIC033000$2bisacsh 700 $aJohnstone$b William W$01233137 701 $aJohnstone$b J.A$01235334 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910163950103321 996 $aThe Frontiersman$93419197 997 $aUNINA