Credit default swaps and their application

Authors

  • Ewelina Sokołowska
  • Justyna Łapińska

Keywords:

Credit Default Swap, Credit Derivatives, risk management, credit risk

Abstract

The market of credit derivatives has experienced enormous growth in recent years. One of the instruments, which play dominant role on the market are Credit Default Swaps. This paper examines the role of Credit Defaults Swaps on this marker and describes their possible application in separating and transferring credit risk.

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Published

2013-11-06

Issue

Section

Professional Paper