Credit Default Swaps

Christopher L. Culp (), Andria van der Merwe () and Bettina J. Stärkle ()
Additional contact information
Christopher L. Culp: Johns Hopkins University
Andria van der Merwe: Johns Hopkins University
Bettina J. Stärkle: Compass Lexecon

in Palgrave Studies in Risk and Insurance from Palgrave Macmillan, currently edited by Maurizio Pompella

Date: 2018
ISBN: 978-3-319-93076-3
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Chapters in this book:

Ch Chapter 1 Overview of CDS Products and Market Activity

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 10 Implications of CDS Listings for Reference Entities and Creditors

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 11 Inter-Market Basis Relations

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 12 Interconnectedness and Systemic Risk

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 2 Single-Name CDSs

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 3 Loan-Only CDSs

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 4 Multi-Name and Index CDSs

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 5 Asset-Backed CDSs

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 6 CDS Execution and Clearing Mechanisms

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 7 Potential Benefits of CDSs

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 8 Potential Costs of CDSs

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

Ch Chapter 9 The Informational Content of CDS Spreads

Christopher L. Culp, Andria van der Merwe and Bettina J. Stärkle

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DOI: 10.1007/978-3-319-93076-3

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