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CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
| CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski |
| Autore | Boberski David |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2009 |
| Descrizione fisica | 1 online resource (223 p.) |
| Disciplina |
332.63/2
332.632 332.6457 |
| Collana | Bloomberg Financial |
| Soggetto topico |
Credit derivatives
Swaps (Finance) Default (Finance) Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20441-0
1-282-68349-7 9786612683497 0-470-88325-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study. |
| Record Nr. | UNINA-9910139216503321 |
Boberski David
|
||
| New York, : Bloomberg Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
| CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski |
| Autore | Boberski David |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2009 |
| Descrizione fisica | 1 online resource (223 p.) |
| Disciplina |
332.63/2
332.632 332.6457 |
| Collana | Bloomberg Financial |
| Soggetto topico |
Credit derivatives
Swaps (Finance) Default (Finance) Risk management |
| ISBN |
1-119-20441-0
1-282-68349-7 9786612683497 0-470-88325-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study. |
| Record Nr. | UNINA-9910677568503321 |
|
Boberski David
|
||
| New York, : Bloomberg Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit default swaps on government debt [[electronic resource] ] : potential implications of the Greek debt crisis : hearing before the Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, second session, April 29, 2010
| Credit default swaps on government debt [[electronic resource] ] : potential implications of the Greek debt crisis : hearing before the Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, second session, April 29, 2010 |
| Pubbl/distr/stampa | Washington : , : U.S. G.P.O., , 2010 |
| Descrizione fisica | 1 online resource (v, 113 pages) : illustrations |
| Soggetto topico |
Credit derivatives
Swaps (Finance) Default (Finance) Debts, Public - Greece Financial crises - Greece |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Credit default swaps on government debt |
| Record Nr. | UNINA-9910703061503321 |
| Washington : , : U.S. G.P.O., , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Journal of derivatives and quantitative studies = : Seonmul yeongu
| Journal of derivatives and quantitative studies = : Seonmul yeongu |
| Pubbl/distr/stampa | [Bingley] : , : Emerald Publishing Limited |
| Descrizione fisica | 1 online resource |
| Soggetto topico |
Derivative securities
Swaps (Finance) Finance Investments Marchés à terme Économie politique Investissements |
| Soggetto genere / forma | Periodicals. |
| ISSN | 2713-6647 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Seonmul yeongu
JDQS |
| Record Nr. | UNISA-996413350303316 |
| [Bingley] : , : Emerald Publishing Limited | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Journal of derivatives and quantitative studies = : Seonmul yeongu
| Journal of derivatives and quantitative studies = : Seonmul yeongu |
| Pubbl/distr/stampa | [Bingley] : , : Emerald Publishing Limited |
| Descrizione fisica | 1 online resource |
| Soggetto topico |
Derivative securities
Swaps (Finance) Finance Investments Marchés à terme Économie politique Investissements |
| Soggetto genere / forma | Periodicals. |
| ISSN | 2713-6647 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Seonmul yeongu
JDQS |
| Record Nr. | UNINA-9910449358703321 |
| [Bingley] : , : Emerald Publishing Limited | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Practical guide to UCITS funds and their risk management / / Charles Muller, Alain Ruttiens
| Practical guide to UCITS funds and their risk management / / Charles Muller, Alain Ruttiens |
| Autore | Müller Charles |
| Pubbl/distr/stampa | Liège, Belgium : , : EdiPro, , [2013] |
| Descrizione fisica | 1 online resource (146 p.) |
| Disciplina | 332.6094 |
| Altri autori (Persone) | RuttiensAlain |
| Soggetto topico |
Swaps (Finance)
Securities Risk management |
| Soggetto genere / forma | Electronic books. |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464906003321 |
|
Müller Charles
|
||
| Liège, Belgium : , : EdiPro, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Practical guide to UCITS funds and their risk management / / Charles Muller, Alain Ruttiens
| Practical guide to UCITS funds and their risk management / / Charles Muller, Alain Ruttiens |
| Autore | Müller Charles |
| Pubbl/distr/stampa | Liège, Belgium : , : EdiPro, , [2013] |
| Descrizione fisica | 1 online resource (146 p.) |
| Disciplina | 332.6094 |
| Altri autori (Persone) | RuttiensAlain |
| Soggetto topico |
Swaps (Finance)
Securities Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910789178003321 |
|
Müller Charles
|
||
| Liège, Belgium : , : EdiPro, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Practical guide to UCITS funds and their risk management / / Charles Muller, Alain Ruttiens
| Practical guide to UCITS funds and their risk management / / Charles Muller, Alain Ruttiens |
| Autore | Müller Charles |
| Pubbl/distr/stampa | Liège, Belgium : , : EdiPro, , [2013] |
| Descrizione fisica | 1 online resource (146 p.) |
| Disciplina | 332.6094 |
| Altri autori (Persone) | RuttiensAlain |
| Soggetto topico |
Swaps (Finance)
Securities Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Contents -- Introduction -- FIRST Part - The UCITS directives -- Chapter I. UCITS - a short history -- Chapter II. Key Statistics -- II.1 Global and European key figures -- II.2 Luxembourg key figures -- Chapter III. The legal set-up -- III.1 Law-making process (EU Directives and national implementation -- III.2 Legal types of funds -- III.3 Permitted activities -- III.3.1 Eligible assets -- III.3.2 Investment restrictions and limits -- III.3.3 Efficient Portfolio Management (EPM) Techniques -- III.4 Structuring -- III.5 Key parties involved in the operations of UCITS funds -- III.5.1 Promoter -- III.5.2 UCITS Management Company -- III.5.3 Investment Manager -- III.5.4 Distributor -- III.5.5 Depositary -- III.5.6 Fund Administrator and Transfer Agent (Central Administrator) -- III.5.7 The 'Réviseur d'Entreprises' (Independent Auditor) -- III.5.8 Types of Funds -- Chapter IV. Investor information and protection -- IV.1 The KIID -- IV.2 Annual report and semi-annual report -- Supervision and other "airbags" -- Chapter V. Confidentiality and anti-money laundering -- Chapter VI. Taxation -- VI.1 Financial Transaction Tax (FTT) -- VI.2 FATCA -- Chapter VII. Non-UCITS funds and level playing field -- VII.1 AIFMD -- VII.2 Venture Capital Funds and Social Entrepreneurship Funds -- Glossary -- Literature -- SECOND Part - UCITS risk measurement guidelines -- Chapter I. General -- I.1 Market risk -- I.2 Credit risk -- I.3 Liquidity risk -- I.4 Operational risk -- Chapter II. Comments on the CESR guidelines -- Guidelines -- 1. Definition and scope of Global Exposure -- 2. Calculation of Global Exposure using the Commitment Approach -- 2.1 Conversion Methodologies -- 2.1.1 Standard Derivatives - Embedded Derivatives and Non-Standard Derivatives.
2.1.2 Types of financial derivative instruments which may be excluded from the global exposure calculation -- 2.1.3 Netting and Hedging -- 2.1.4 Efficient Portfolio Management Techniques -- 3. Calculation of Global Exposure using the Value at Risk (VaR) Approach -- 3.1 General Principles and general requirement -- 3.2 VaR Approaches - Relative VaR and Absolute VaR - The Choice -- 3.3 Relative VaR approach -- 3.4 Absolute VaR approach -- 3.5 Minimum requirements for VaR approach -- 3.6 VaR approach: Quantitative requirements -- 3.6.1 Calculation Standards -- 3.6.2 Risk Coverage -- 3.6.3 Completeness and accuracy of the risk assessment -- 3.6.4 Back Testing -- 3.6.5 Stress testing -- 3.7 VaR approach: Qualitative requirements -- 3.8 VaR: Additional safeguards and disclosure -- 3.8.1 Additional safeguards -- 3.8.2 Disclosure -- 4. OTC Counterparty Risk Exposure -- 4.1 Collateral -- 4.2 Counterparty/issuer Concentration -- 5. Cover rules for transactions in Financial Derivative Instruments -- 6. Glossary of Terms -- Bibliography. |
| Record Nr. | UNINA-9910827816903321 |
|
Müller Charles
|
||
| Liège, Belgium : , : EdiPro, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The pricing of credit default swaps during distress [[electronic resource] /] / prepared by Jochen Andritzky and Manmohan Singh
| The pricing of credit default swaps during distress [[electronic resource] /] / prepared by Jochen Andritzky and Manmohan Singh |
| Autore | Andritzky Jochen R |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, c2006 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | SiṃhaManamohana |
| Collana | IMF working paper |
| Soggetto topico |
Swaps (Finance)
Default (Finance) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-6493-4
1-4527-0069-9 1-283-51509-1 9786613827548 1-4519-0967-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""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"" |
| Record Nr. | UNINA-9910464588603321 |
|
Andritzky Jochen R
|
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| [Washington, D.C.], : International Monetary Fund, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Pricing of Credit Default Swaps During Distress / / Manmohan Singh, Jochen Andritzky
| The Pricing of Credit Default Swaps During Distress / / Manmohan Singh, Jochen Andritzky |
| Autore | Singh Manmohan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | AndritzkyJochen |
| Collana | IMF Working Papers |
| Soggetto topico |
Swaps (Finance)
Default (Finance) Banks and Banking Finance: General Investments: Bonds Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Monetary economics Investment & securities Finance Credit default swap Bonds Yield curve Securities markets Credit Interest rates Capital market |
| ISBN |
1-4623-6493-4
1-4527-0069-9 1-283-51509-1 9786613827548 1-4519-0967-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""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"" |
| Record Nr. | UNINA-9910788404503321 |
|
Singh Manmohan
|
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Swaps (Finance)
(16)
- Risk management (8)
- Derivative securities (7)
- Default (Finance) (6)
- Finance (4)