Domestic currency deliverable sovereign credit default swaps

• 主要作者: Almonte, Christy Mae R.
• 格式: text
• 語言: English
• 出版: Animo Repository 2016
• 主題: Credit; Debts, Public; Finance and Financial Management
• 在線閱讀: https://animorepository.dlsu.edu.ph/etd_masteral/7286

This new product thesis paper introduces, structures, explores and evaluates a Domestic Currency Deliverable Sovereign (DCDS) Credit Default Swap (CDS). The DCDS CDS is a variant of a standard sovereign CDS. Upon the occurrence of a credit event on the reference entity, the deliverable obligation of...