La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit?

Does the recent financial crisis affect credit default swap markets?

Nader Naifar

MPRA Paper from University Library of Munich, Germany

Abstract: the aim of this paper is to explain the effect of "Subrime" crisis on credit default swap markets. After the problems of CDO's insttruments, protection buyers use classical credit derivatives instruments such CDS contracts.

Keywords: Subrime crisis; CDO; CDS (search for similar items in EconPapers)
JEL-codes: B00 F30 N20 (search for similar items in EconPapers)
Date: 2008-10-25
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:11909

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