The use (and abuse) of CDS spreads during distress / / prepared by Manmohan Singh and Carolyne Spackman |
Autore | Simha Manamohana |
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) | SpackmanCarolyne |
Collana | IMF working paper |
Soggetto topico |
Credit derivatives
Derivative securities |
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-9910827479003321 |
Simha Manamohana
![]() |
||
[Washington D.C.], : International Monetary Fund, 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
The use (and abuse) of CDS spreads during distress [[electronic resource] /] / prepared by Manmohan Singh and Carolyne Spackman |
Autore | Siṃha Manamohana |
Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
Descrizione fisica | 1 online resource (13 p.) |
Disciplina | 338.267 |
Altri autori (Persone) | SpackmanCarolyne |
Collana | IMF working paper |
Soggetto topico |
Credit derivatives
Derivative securities |
Soggetto genere / forma | Electronic books. |
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-9910464066903321 |
Siṃha Manamohana
![]() |
||
[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 |
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
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|