Credit Default Swaps in UK Law
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Central clearing for credit default swaps. A legal analysis of the new central clearing regulations in Europe and the US
Purpose: The purpose of this paper is to answer a specific research question: How have EU and US regulators translated the idea of central clearing into law? Design/methodology/approach: A meticul...
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Two-level games and market constraints on politics in Europe
Financial markets understood the Euro crisis as a two-level game. They monitored national politics as a source of both national and European policy. The incentives to conform to the market’s prefer...... ... Worries about default caused investors to sell the bonds of debtors and ... We test this theory by analyzing credit default swaps of eleven countries around fifteen ... ...
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Credit default swap prediction based on generative adversarial networks
Purpose: Financial price forecast issues are always a concern of investors. However, the financial applications based on machine learning methods mainly focus on stock market predictions. Few studi...... ... The purpose of this study is toinvestigate the prediction model that can effectively predict credit default swaps (CDS).Design/methodology/approach –A novel generative adversarial network (GAN) for CDS prediction isproposed. The authors take three features into ... ...
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Perceived guarantees, investor protection and bailout. The case of government‐sponsored mortgage institutions
Purpose: This paper investigates the link between equity and credit markets for the government‐sponsored mortgage institutions, Fannie Mae and Freddie Mac, during the period from January 2007 until...... ... investigates the link between equity and credit markets for thegovernment-sponsored mortgage ... the link between equity and credit default swaps. Yet,to the authors’ knowledge this ... ...
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Name and blame.
... ... market, with its securitised loans, credit default swaps, collateralised debt obligations ... ...
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On the Relationship Between Asian Credit Default Swap and Equity Markets
When extended to sovereign issuers, the Merton‐type structural model suggests a negative relationship between sovereign credit default swap (CDS) spreads and stock prices. In practice, capital stru...... ... According to the June 2006 survey by the International Swaps and Derivatives Association (ISDA), the notional amount of the credit derivatives market has exceeded $26 trillion. Figure 1 presents the ... ...
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Hugh Beale, Michael Bridge, Louise Gullifer and Eva Lomnicka, THE LAW OF SECURITY AND TITLE-BASED FINANCING Oxford: Oxford University Press (www.oup.com), 2nd edn, 2012. lxiv+821 pp. ISBN 9780199608720. £245.
... ... , nor is there an assessment of the role of credit default swaps as a kind of credit insurance ... ...
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Case Note
... ... ‘short selling and certain asp ects of credit default swaps’ should be annulled becaus e ... ...
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The lessons of power.
... ... while underestimating the risks of Credit Default Swaps were not personal quirks, but ... ...
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Editorial
... ... designers of such financial products as credit default swaps currently under investigation by ... ...
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