credit default swap

The company did not just undertake credit insurance, but was the largest trader in the credit default swap market.

Ask me to explain what a credit default swap is and I'll emit an unbroken 10-minute "um" through the clueless face of a broken puppet.

The bank could then purchase the publicly traded debt of the firm at 60% of face value and deliver it to settle the credit default swap.

Want to set up a $100-million credit default swap on the bank of your choice?

Particularly striking was the failure of the credit default swap market to give any forewarning of the financial crisis (see chart).

If this was a classic emerging market crisis, bonds would have dived, credit default swap spreads exploded, and the currency collapsed.

Gains in other parts of Berkshire's derivative portfolio, including credit-default swap contracts, offset those less-severe losses.

"So instead of having 50 different ways to do a credit default swap, you could actually buy one on an exchange. "

But that makes it sound remarkably like a credit-default swap (CDS), an instrument European politicians profess to hate.

It is true that Rio's funding crisis has been averted; credit default swap prices are less than a quarter of this year's highs.

Some suggest replacing corporate and sovereign ratings with credit-default-swap prices, but these too can be procyclical.

That at any rate is the market view, according to the price of a credit-default swap which pays out if the borrower defaults (see chart).

Figure 2 illustrates a small portion of a sample FpML record for a credit default swap trade.

Credit-default-swap spreads on its government debt have surged to horrifying levels, signalling that investors see a high risk of default.

Concerns over contagion have caused sovereign credit-default swap spreads to widen, and the cost of borrowing to rise.

The WHERE clause restricts the update to a specific credit default swap trade involving Agrium Inc.

Specifically, we want only credit default swap data, which FpML represents as an XML node that contains multiple child nodes (see Figure 2).

Credit-default-swap spreads on European bank bonds are in almost all cases higher for banks that have less capital.

By putting in doubt the viability of the sovereign credit default swap market, leaders are making the debt crisis worse.

Once the appropriate credit default swap data is retrieved from the database, the application can further manipulate the data as desired.

'These cash payments to [credit-default-swap] counterparties should never have occurred, ' Mr. Greenberg said.

One aspect of this application might need to obtain current market data about the firms referenced in credit default swap trades.

As a kind of credit derivatives, credit default swap(CDS) has introduced revolutionary changes to the management of credit risks.

Consider the situation in which a Java EE application needs to access credit default swap data from a specific trade.

Borrowing costs for big financial institutions plunged on Tuesday, as measured by credit-default swap spreads.

In the periphery countries , currencies fell , interest rates rose and credit default swap rates soared .

Lord knows where this leaves us, since only He knows what a credit default swap (CDS) on a collateralized debt obligation (CDO) is worth.

Credit- default swap contracts on Irish government bonds jumped 25. 5 basis points to 551 , according to data provider CMA in London .

Credit Default Swap A swap designed to transfer the credit exposure of fixed income products between parties.

On June 22nd a convention to standardise credit-default-swap (CDS) contracts for clearing took effect in Europe.

Bears could meanwhile seize on bad news to drive credit default swap spreads wider, some traders said.

Some suggest using credit-default-swap prices, but these too can exacerbate market swings.

The securities in question don't account for all of AIG's credit default swap exposure but are connected to the most troubled assets.

In addition, strong declines in banks' share prices and large increases in banks' credit default swap (CDS) spreads were observed.

Any measures to curtail credit default swap trading could have a bigger impact, however.

These include options on a variety of asset classes, such as equity indices and credit-default-swap indices.

A good part of the problem in the financial sector is being caused by a beastie called the credit default swap which is a derivative.

A five-year credit-default swap on Lehman debt now costs almost 600 basis points.

We use the same query as in Listing 3 to obtain credit default swap from DB2, so we won't repeat it here.

You are as blameless for these credit default swap losses as I am.

A credit default swap index based on 25 European financials fell to 252. 56 bps, down nearly 19 percent from a September peak.

have private bondholders pay at least a share of the losses but without triggering default clauses and credit default swap claims;

The Research of the Short Term Price of a Credit Default Swap in a Jump Diffusion Model with Two-sided Exponentially Distributed Jump

The Game Analysis of Risky Trade of Credit Default Swap Under Asymmetric Information

Asia's Bond Risk Increases, Credit-Default Swap Prices Show - Bloomberg

Valuation of credit default swap

A Study on Pricing Model of Credit Default Swap Based on Jump-Diffusion Process

CDS - credit default swap