HKMA Response to Key Comments on Proposed Margin and Risk Mitigation Standards for Non-Centrally Cleared Derivatives

Asia-Pacific September 14, 2016

HKMA Response to Key Comments on Proposed Margin and Risk Mitigation Standards for Non-Centrally Cleared Derivatives

ISDA submission to HKMA on key comments on proposed margin and risk mitigation standards for... Read more HKMA Response to Key Comments on Proposed Margin and Risk Mitigation Standards for Non-Centrally Cleared Derivatives

Documents (1) for HKMA Response to Key Comments on Proposed Margin and Risk Mitigation Standards for Non-Centrally Cleared Derivatives

Studies September 12, 2016

Single-name Credit Default Swaps: Review of Empirical Academic Literature

Single-name credit default swaps (“CDSs”) are derivatives based on the credit risk of a single... Read more Single-name Credit Default Swaps: Review of Empirical Academic Literature

Tags:

Documents (2) for Single-name Credit Default Swaps: Review of Empirical Academic Literature