SEBI, mutual funds and credit default swaps
What was the utility of the credit default swap in that case? Well, the basic concept or the original driver of credit derivatives was for banks to be able to transfer credit risk off of ...
This article was first published in March 2008. We have since updated the credit default swap ratings so they reflect the current positions. The whole point about the 'credit crunch' - is that ...
Du, Wenxin, Salil Gadgil, Michael Gordy, and Clara Vega. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market." Management Science 70, no. 6 (June 2024): 3808–3826.
A credit default swap is a type of swap designed to transfer the credit exposure of fixed-income products. It can reference either a single name or an index of names. For the duration of the ...
The Securities and Exchange Board of India (Sebi) is expected to soon come out with the regulatory framework for allowing mutual funds in the credit default swap (CDS) segment as deliberations ...
If it turns out that mathematical models were wrong, it may be too late to undo the damage caused in the name of “combating” climate change.