Kathryn Chen

Federal Reserve Banks - Federal Reserve Bank of New York

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An Analysis of CDS Transactions: Implications for Public Reporting

FRB of New York Staff Report No. 517
Number of pages: 25 Posted: 08 Oct 2011 Last Revised: 18 Sep 2012
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Bank of England, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
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Citation 43

Abstract:

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block trade, clearing eligible, credit derivatives, dealer hedging, price reporting, public transparency