Mohamed-Ali Akari

HEC Montreal

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H2X 2L3

Canada

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Scholarly Papers (1)

1.

The Impact of Central Clearing on the Market for Single-Name Credit Default Swaps

Number of pages: 56 Posted: 12 May 2018 Last Revised: 31 Jan 2019
HEC Montreal, University of Quebec at Montreal - School of Management - Department of Finance, HEC Montreal - Department of Management Sciences and HEC Montreal - Department of Finance
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Abstract:

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Credit default swaps, central clearing, counterparty risk, liquidity, trading activity, bond default spread, difference-in-differences.