Search Results for CDS

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This paper explains the treatment of sovereign risk in macroprudential solvency stress testing,...

Credit Default Swap spreads have been used as a leading indicator of distress. Default...

The increasing ability to trade credit risk in financial markets has facilitated its dispersion...

This paper generalizes a market-based indicator for financial sector surveillance using a...

This paper looks at some technical issues when using CDS data, and if these are incorporated, the...

This paper responds to the request in the April 2009 IMFC communiqué for the Executive Board to...