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Modern View
RECOVERY VALUE
(3)
answer(s).
Srl
Item
1
ID:
313224
Are credit default swap spreads high in emerging markets ? An alternative methodology for proxying recovery value
/ Singh, Manmohan
Singh, Manmohan
Article
0 Rating(s) & 0 Review(s)
Key Words
Recovery value
;
Credit defalt swaps
;
Cheapest-to-deliver bonds
Export
2
ID:
313684
Overpricing in emerging market credit-default-swap contracts: Some evidence from recent distress cases
/ Singh, Manmohan; Andritzky, Jochen
Andritzky, Jochen
Article
0 Rating(s) & 0 Review(s)
Key Words
Recovery value
;
Cheapest-to-deliver bond
;
Credit-default-swap contract
;
ISDA
Export
3
ID:
316930
Pricing of credit default swaps during distress
/ Andritzky, Jochen
Andritzky, Jochen
Article
0 Rating(s) & 0 Review(s)
Key Words
Credit default swaps
;
Brazil
;
Recovery value
;
Default risk
Export