Christian Cabanilla

Federal Reserve Banks - Federal Reserve Bank of New York

SCHOLARLY PAPERS

2

DOWNLOADS

471

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (2)

What Does the CDS Market Imply for a U.S. Default?

Number of pages: 28 Posted: 25 Apr 2023 Last Revised: 10 Oct 2023
Luca Benzoni, Christian Cabanilla, Alessandro Cocco and Cullen Kavoussi
Federal Reserve Bank of Chicago - Research Department, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 245 (231,256)

Abstract:

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U.S. default, U.S. CDS, default probabilities, sovereign CDS, debt ceiling

What Does the CDS Market Imply for a U.S. Default?

FRB of Chicago Working Paper No. 2023-17
Number of pages: 17 Posted: 24 Apr 2023 Last Revised: 21 May 2023
Luca Benzoni, Christian Cabanilla, Alessandro Cocco and Cullen Kavoussi
Federal Reserve Bank of Chicago - Research Department, Federal Reserve Banks - Federal Reserve Bank of New York, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 76 (588,319)

Abstract:

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U.S. default; U.S. CDS; default probabilities; sovereign CDS; debt ceiling

2.

Central Bank Swap Lines and Cross-Border Bank Flows

BIS Bulletin No 34
Number of pages: 9 Posted: 12 Feb 2021
Bank for International Settlements (BIS), Federal Reserve Banks - Federal Reserve Bank of New York, Puey Ungphakorn Institute for Economic Research, Bank of Thailand, International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 150 (361,232)
Citation 7

Abstract:

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dollar funding, dollar liqudiity, central bank swap lines, cross border capital flows