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...
只要知道CDX是一个投资级别Index的保险合约。剩下的分析和CDS一模一样。subindex是指子指数。比如，沪深3...
However, both models' out-of-sample performance can be relatively poor, with a mean correlation in spread changes below 50% and vast cross-sectional differences in model performance. Interestingly, company specific variables hardly explain these differences. Applying the models to companies with above...
CDX Index Spread means, as of any date of determination, the spread associated with the Markit CDX.NA.IG Series 14 or any successor series (5 Year Period), as available on such date to the applicable office of the Administrative Agent. The CDX Index Spread will be determined (a) in the...
I must admit, I read somebasic pointerson price quotation conventions to make sure I wasn’t doing anything really stupid. Thankfully,SDRViewPro clearly defines the price as “TradedSpread” so it was all pretty clear. To start with, I wanted to identify a “clean” price period. To my...
Selling protection on the CDX index is a “long” credit spread risk position, while purchasing protection on the CDX Financials subindex is a “short” credit spread risk position, leaving the investor with a long index position without exposure to financial reference entities in the CDX index....
然后具体到你问的这个地方,当信用利差曲线steepen的时候,短期的信用利差较小,也就是说当前的信用环境是好的,但是长期的信用利差加大,也就是长期的风险在加剧,所以从长期来看,在信用环境恶化的时期,HY更加敏感,credit spread会加大,所以要买长期的CDX HY,也可以认为是出于避险的目的。 ---加油吧,让我们一起遇见更...
SOX2 expression correlates with lymph-node metastases and distant spread in right-sided colon cancer. BMC Cancer. 2011;11(1):518. https://doi.org/10.1186/1471-2407-11-518. Article PubMed PubMed Central Google Scholar Zheng J, Xu L, Pan Y, et al. Sox2 modulates motility and enhances ...
The purpose of this note is to describe a risk management procedure applicable to options on large credit portfolios, such as CDO tranches on iTraxx or CDX main indices. Credit spread risks are dynamically hedged using single name credit... JP Laurent 被引量: 0发表: 0年 ...
CSCs possess stem cell-like features, like the ability of self-renewal and multi-lineage differentiation and they have been pro- posed to retain their tumorigenic capacity and to be the cells responsible for initiation, maintenance and spread- ing of the tumor [35, 36]. Sphere-forming CSCs ...