2019•Unpublished venueRequires access

Credit default swap analysis: market developments, regulations and sovereign CDS

Federico Battilocchi

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Abstract

Credit risk, credit derivative, credit default swap. Credit default swap market and regulation. Sovereign CDS and its role.

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What this paper is about

Credit risk, credit derivative, credit default swap. Credit default swap market and regulation. Sovereign CDS and its role.

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Available abstract

Credit risk, credit derivative, credit default swap. Credit default swap market and regulation. Sovereign CDS and its role.

Key concepts: Credit default swap, iTraxx, Financial system, Business, Swap (finance), Sovereign credit, Credit derivative, Sovereignty

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