Pesquisa de referências

CDS spreads and default risk : a leading indicator?

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000nam a22000004b 4500
001  MAP20110036478
003  MAP
005  20110526085855.0
008  110525s2011 usa|||| ||| ||eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎327.1
1001 ‎$0‎MAPA20110017156‎$a‎Grossman, Robert
24500‎$a‎CDS spreads and default risk‎$b‎ : a leading indicator?‎$c‎Robert Grossman, Martin Hansen, Kevin DAlbert
260  ‎$a‎New York‎$b‎Fitch Ratings‎$c‎2011
520  ‎$a‎ Credit default swap (CDS) spreads have been gaining greater visibility as default risk indicators over the past several years. Fitch Ratings provides its ratings analysts with access to CDS pricing data as one of many analytical tools, and outliers whose spreads deviate significantly from peers may prompt further review of an individual credit. Some market participants also use CDS spreads to derive quantitative estimates of a company's probability of default (PD)
650 1‎$0‎MAPA20080582401‎$a‎Riesgo crediticio
650 1‎$0‎MAPA20080614508‎$a‎Instrumentos financieros
650 1‎$0‎MAPA20080606527‎$a‎Incumplimiento de pago
650 1‎$0‎MAPA20080582586‎$a‎Seguro de crédito
7001 ‎$0‎MAPA20110017163‎$a‎Hansen, Martin
7001 ‎$0‎MAPA20110017170‎$a‎D'Albert, Kevin
7102 ‎$0‎MAPA20080438661‎$a‎Fitch Ratings