CDx is a protocol that enables the issuance, trading, and resolution of tokenized credit default swaps on the Ethereum blockchain. The protocol serves as an open standard for participants to both price and trade different types of credit risk in a fully trustless, peer-to-peer setting. It ...
CDX,从本质上来说,就是一种这样的风险管理工具。它是一种信用违约互换(Credit Default Swap)指数,简单来说,它就像一个保险合约的集合。它不是直接投资于某家公司或某种债券,而是投资于一系列公司债券的信用风险。 让我们再深入一点。你想一下,如果有很多公司发行了债券,而你担心其中一些公司可能会破产,无法偿...
CDS是信用违约互换credit default swap的缩写,类似一种保险,CDS buyer付premium也就是付credit spread,当标的物债券违约时,获得赔付。 CDX是哪个的缩写,啥么意思,展开说一下?添加评论 0 0 1 个答案 pzqa015 · 2023年01月08日 嗨,爱思考的PZer你好: CDX是一揽子CDS在一起的合约,是一个CDS指数,保护的是...
To evaluate the diversification properties of combining equity and credit in multiasset portfolios, the author studies S&P 500 and investment-grade (IG) and high-yield (HY) credit default swap (CDX) indexes using DCC-...
Third Crossover CDX Index To Launch With Roll.The article reports on the upcoming launch of a third U.S. credit-default swap index referenced to sub-investment grade following the introduction of the Dow Jones North American CDX indices in September 2005....
The subject of this paper is the single tranche portfolio credit default swap or synthetic single tranche CDO, which has received a great deal of interest in recent years. Unlike single name CDS, tranche portfolio products depend on the ... M Neugebauer 被引量: 0发表: 2007年 ...
RTax25RegType_DebtCreditMovement Class [AX 2012] RTax25RegType_DebtDebitInventory Class [AX 2012] RTax25RegType_DebtDebitMovement Class [AX 2012] RTax25RegType_DebtDebitReservation Class [AX 2012] RTax25RegType_DebtDebitReservMovement Class [AX 2012] RTax25RegType_Deferrals Class [AX 2012] RTa...
CDS, Bond Basis Goes Negative For Most CDX Names.The article reports that the majority of the names referenced in the current Markit index of North American investment grade corporate credit default swaps have negative basis, according to a report by Markit.Dugan...
CDX indices are a family of tradable credit default swap (CDS) indices covering North America and emerging markets. CDX covers multiple sectors, including: CDX North American Investment Grade CDX North American Investment Grade High Volatility
Loan CDSloan credit default swaploan default swapThe Loan CDS (LCDS) contract is in some aspects similar to a standard unsecured CDS contract, except for two main features. First, the underlying reference oblidoi:10.2139/ssrn.1008201Howard Howan Stephen Shek...