Výsledky vyhledávání - "Carolyne Spackman"

Credit Derivatives; Systemic Risks and Policy Options?

Autor: Jodi G. Scarlata, Jennifer A. Elliott, John Kiff, Elias G. Kazarian, Carolyne Spackman

Credit derivative markets are largely unregulated, but calls are increasingly being made for changes to this "hands off" stance, amidst concerns that they helped to fuel the current financial crisis, or that they could be a cause of the next one. The

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b3f2c3183a53c41a79004c367abdbe5
http://www.imf.org/external/pubs/cat/longres.aspx?sk=23402

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The Use (and Abuse) of CDS Spreads During Distress

Autor: Manmohan Singh, Carolyne Spackman

Publikováno v: IMF Working Papers. :1

Credit Default Swap spreads have been used as a leading indicator of distress. Default probabilities can be extracted from CDS spreads, but during distress it is important to take account of the stochastic nature of recovery value. The recent episode

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d5d89e6f208577b9c32f5dcf7409b6e
https://doi.org/10.5089/9781451872095.001

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