Defaults in Credit Agreements: How Are They Settled?

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Common Failings: How Corporate Defaults are Correlated

Common Failings: How Corporate Defaults are Correlated We develop, and apply to data on U.S. corporations from 1987-2000, tests of the standard doubly-stochastic assumption under which firms’ default times are correlated only as implied by the correlation of factors determining their default intensities. This assumption is violated in the presence of contagion or “frailty” (unobservable covaria...

متن کامل

Dependent Defaults and Credit Migrations∗

The paper deals with the modeling of mutually dependent default times of several credit names through the intensity-based approach. We extend to the case of multiple ratings some models results due to Kusuoka (1999) and Jarrow and Yu (2001). The issue of the arbitrage valuation of related basket credit derivatives is also briefly examined. We argue that our approach permits in some cases to red...

متن کامل

How Reliable Are They?

We studied the frequency of malfunction, variability in rate of nebulization, and effect of this variability on aerosol particle size of eight disposable jet nebulizer models produced by six manufacturers. Four of eight models showed visual signs of malfunction, including spraying of large, individually visible droplets, leaking of nebulizer solution, and air leaks that completely prevented neb...

متن کامل

Accountability Agreements in Ontario Hospitals: Are They Fair?

Governments can be accountable for improving the fairness of their priority setting through enhanced transparency and stakeholder engagement. A case analysis is conducted of priority setting in a government health care context in Ontario, Canada, assessing how implementation of hospital accountability agreements meets the conditions of a leading international ethical framework for priority sett...

متن کامل

Common factors in credit defaults swaps markets

We examine what are common factors that determine systematic credit risk and estimate and interpret the common risk factors. We also compare the contributions of common factors in explaining the changes of credit default swap (CDS) spreads during the pre-crisis, crisis and post-crisis period. Based on the testing result from the common principal components model, this study finds that the eigen...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Unnes Law Journal

سال: 2020

ISSN: 2722-4503,2252-6536

DOI: 10.15294/ulj.v5i2.23514