IMF Publications by Subject
Browse by Author
Credit default swap:
2009
Title: Addressing Information Gaps
Series: Staff Position Note No. 2009/006
Date: March 26, 2009
Subject: Banking Credit default swap Credit rating agencies Financial crises Financial institutions Financial sector policy and analysis Financial stability assessment Financial statements Hedge funds Money Stress testing
Title: The Use (and Abuse) of CDS Spreads During Distress
Series: Working Paper No. 2009/062
Date: March 1, 2009
Subject: Asset prices Bonds Credit Credit default swap Currencies Financial institutions Money Prices
Title: Banking Stability Measures
Series: Working Paper No. 2009/004
Date: January 1, 2009
Subject: Banking Business cycles Commercial banks Credit default swap Systemic risk
2008
Title: Counterparty Risk in the Over-The-Counter Derivatives Market
Series: Working Paper No. 2008/258
Date: November 1, 2008
Subject: Banking Credit Credit default swap Derivative markets Over-the-counter markets
Title: Canada: Financial Sector Assessment Program: Detailed Assessment of Observance of the CPSS/IOSCO Recommendations for Securities Settlement Systems
Series: Country Report No. 2008/060
Date: February 13, 2008
Subject: Central counterparty clearing house Collateral Credit default swap Financial institutions Financial markets Money Securities Securities settlement systems
Title: Financial Instruments to Hedge Commodity Price Risk for Developing Countries
Series: Working Paper No. 2008/006
Date: January 1, 2008
Subject: Commodities Commodity prices Credit default swap Hedging Options
2007
Title: Kyrgyz Republic: Poverty Reduction Strategy Paper: Joint Staff Advisory Note
Series: Country Report No. 2007/194
Date: June 8, 2007
Subject: Business environment Credit default swap Economic sectors Money Poverty Poverty reduction Poverty reduction strategy
2006
Title: The Pricing of Credit Default Swaps During Distress
Series: Working Paper No. 2006/254
Date: November 1, 2006
Subject: Bonds Credit Credit default swap Securities markets Yield curve
Title: Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Series: Working Paper No. 2006/148
Date: June 1, 2006
Subject: Corporate sector Credit Credit default swap Debt default Stocks
Title: A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
Series: Working Paper No. 2006/105
Date: April 1, 2006
Subject: Banking CDOs Credit Credit default swap Factor models