The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh
| The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh |
| Autore | Spackman Carolyne |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (13 p.) |
| Disciplina | 338.267 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives
Derivative securities Investments: Bonds Macroeconomics Money and Monetary Policy International Lending and Debt Problems Banks Depository Institutions Micro Finance Institutions Mortgages Bankruptcy Liquidation Information and Market Efficiency Event Studies Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Price Level Inflation Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Monetary economics Investment & securities Credit default swap Bonds Asset prices Currencies Credit Money Financial institutions Prices |
| ISBN |
1-4623-8806-X
1-4527-7832-9 1-4518-7209-7 9786612842832 1-282-84283-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 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 |
| Record Nr. | UNINA-9910788338303321 |
Spackman Carolyne
|
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh
| The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh |
| Autore | Spackman Carolyne |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (13 p.) |
| Disciplina | 338.267 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives
Derivative securities Asset prices Bankruptcy Banks Bonds Credit default swap Credit Currencies Deflation Depository Institutions Event Studies Financial Institutions and Services: Government Policy and Regulation Financial institutions General Financial Markets: General (includes Measurement and Data) Government and the Monetary System Inflation Information and Market Efficiency International Lending and Debt Problems Investment & securities Investments: Bonds Liquidation Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary Systems Money and Monetary Policy Money Mortgages Payment Systems Price Level Prices Regimes Standards |
| ISBN |
9786612842832
9781462388066 146238806X 9781452778327 1452778329 9781451872095 1451872097 9781282842830 1282842838 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 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 |
| Record Nr. | UNINA-9910969850403321 |
Spackman Carolyne
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||