9783843389129 - cds standardization: possible effects of the fixed coupon convention von campos e caruso, pedro alberto (5 Ergebnisse)
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Taschenbuch. Zustand: Neu. CDS Standardization | Possible Effects of the Fixed Coupon Convention | Pedro Alberto Campos E Caruso | Taschenbuch | 64 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783843389129 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod…[dot]de | Anbieter: preigu.
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This work analyses the impact that CDS standardization should have on the market. It focused on what seems to be the most important convention, among all CDS standards: the fixed coupon convention. After explaining briefly the standar…dization itself and this particular convention, this works analyses its impact on CDS volumes yet to be issued and on liquidity through the transaction bid ask spread. Concerning volume, it did not find an overall tendency; it depends on the market conditions. Results are that, adopting conventional CDS coupon rates above credit spread shall encourage speculation. It shall also increase hedging transaction volumes in illiquid market situations, while discouraging hedging in liquid market situations. As for the bid as spread, using an information asymmetry based model, results are that adopting coupon rate above credit spread shall increase liquidity spread. 64 pp. Englisch.
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Campos e Caruso Pedro AlbertoPedro Caruso was born and spent early childhood in Brazil. At 13, he moved to France, where he completed his studies in Market Finance, at the University Paris Dauphine. Aged…24, he achieved his master.
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Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This work analyses the impact that CDS standardization should have on the market. It focused on what seems to be the most important convention, among all CDS standards: the fixed coupon convention. After explaining briefly the standardiza…tion itself and this particular convention, this works analyses its impact on CDS volumes yet to be issued and on liquidity through the transaction bid ask spread. Concerning volume, it did not find an overall tendency; it depends on the market conditions. Results are that, adopting conventional CDS coupon rates above credit spread shall encourage speculation. It shall also increase hedging transaction volumes in illiquid market situations, while discouraging hedging in liquid market situations. As for the bid as spread, using an information asymmetry based model, results are that adopting coupon rate above credit spread shall increase liquidity spread.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 64 pp. Englisch.
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Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This work analyses the impact that CDS standardization should have on the market. It focused on what seems to be the most important convention, among all CDS standards: the fixed coupon convention. After explaining briefly the standardizat…ion itself and this particular convention, this works analyses its impact on CDS volumes yet to be issued and on liquidity through the transaction bid ask spread. Concerning volume, it did not find an overall tendency; it depends on the market conditions. Results are that, adopting conventional CDS coupon rates above credit spread shall encourage speculation. It shall also increase hedging transaction volumes in illiquid market situations, while discouraging hedging in liquid market situations. As for the bid as spread, using an information asymmetry based model, results are that adopting coupon rate above credit spread shall increase liquidity spread.
