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Palgrave Studies in Risk and Insurancehttp://image.papertrans.cn/c/image/239628.jpg颠簸地移动 发表于 2025-3-22 10:53:12
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Thaweesak Yingthawornsuk,Pawita Temsangt markets. The main types of CDSs are: (i) single-name CDSs that derive their values from bonds or loans issued by individual corporate, sovereign, or other reference entities; (ii) multi-name CDSs that derive their values from portfolios of multiple reference entities, indices of multiple referenceconduct 发表于 2025-3-22 22:26:06
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Xi-Qing Liang,Wei-ying Li,Tzu-Chuen Lu with individualized reference portfolios . engineered payoffs (e.g., .th-to-default CDSs and excess-of-loss CDSs) designed to reduce the cost of credit protection while tailoring such protection to the particular needs of protection purchasers, index CDSs based on a standardized set of underlying r