Search

Your search for "valuing swaps " returned:

Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis

The authors test whether Western European sovereign credit default swap (CDS) spreads capture a … Valuing SwapsManaging Interest Rate Risk with SwapsSovereign DebtActive Management …
http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v43.n1.23.aspx

The Quant Delusion: Financial Engineering in the Post-Lehman Dodd–Frank Landscape

The recent financial crisis and its aftershocks have reshaped the world of … Relationships between Swaps and Other InstrumentsValuing SwapsBest Practices and Regulatory IssuesCapital …
http://www.cfainstitute.org/learning/products/publications/cp/Pages/cp.v29.n1.6.aspx

How Sovereign Is Sovereign Credit Risk?

The sovereign debt market has grown over the past few years, providing an important source of … Valuing SwapsCredit Analysis of Non-Corporate BondsExchange Rate or Currency Risk …
http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v41.n3.25.aspx

Credit Spread Decomposition: Decomposing Bond-Level Credit OAS into Default and Liquidity Components

Investors struggle to determine the level of credit bond spread components when a change occurs in the bond’s … Valuing SwapsLiquidity RiskQuantitative Credit Analysis Using Models …
http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v41.n3.27.aspx

An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps

Previous research has implied that credit default swap (CDS) prices should equal credit spreads. This article tests that proposition … Analysis of Credit RiskValuing Structured Products …
http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v36.n1.1812.aspx

Self-Tests

As part of the Continuing Education (CE) Program, members of CFA Institute can earn CE credit by … Logical Implications of the GASB’s Methodology for Valuing Pension Liabilities …
http://www.cfainstitute.org/learning/products/publications/Pages/self_tests.aspx

Overview of the Global Investment Performance Standards

OVERVIEW OF THE GLOBAL INVESTMENT PERFORMANCE STANDARDS Philip Lawton, CFA, CIPM Charlottesville, U.S.A. Contents 1 INTRODUCTION … 7 2.4 OVERVIEW OF THE GIPS STANDARDS …
http://www.cfainstitute.org/learning/products/publications/contributed/performance/Documents/gips_overview_lawton.pdf

1-7 of 7 results