Credit default swap analysis: market developments, regulations and sovereign CDS
Federico Battilocchi
Abstract
Federico Battilocchi
Abstract
Credit risk, credit derivative, credit default swap. Credit default swap market and regulation. Sovereign CDS and its role.
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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