... swaps (CDS) Credit risk G12 G24 Inquire Europe In 2019, global bond and loan issuers sold more than $400bn in green and sustainable bonds, surpassing the 2018 and 2017 respective full-year totals of $315bn and $252bn, highlighting their growing importance in fixed income markets...

... at: abidamira1987@gmail.com 15 05 2019 28 09 2019 23 03 2020 08 06 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only CDS Market-implied default probability Term structure Implied rating Transition matrix G24 G32...

... distress cost Local banks G21 G24 G28 G32 G33 To pursue the declared research objectives, I have proposed a model finalized to estimate the expected costs of financial distress and quantified in terms of product among financial distress likelihood (FDL) and costs sustained...

... 2016 Emerald Group Publishing Limited Licensed re-use rights only CDS Credit rating agencies Credit risk Credit default swap Credit ratings G10 G20 G24 G28 G32 The primary purpose of a credit default swap (CDS) contract is to provide protection to the purchaser of a debt...

... paper that derives liquidity premia of private equity funds in an equilibrium setting in which investors are exposed to the risk of facing surprise liquidity shocks. © Emerald Group Publishing Limited 2016 Liquidity premium Private equity funds G12 G23 G24 One of the cornerstones...