Contributions

  • Singh, Manmohan, 1964- - Contributor
  • International Monetary Fund. Monetary and Capital Markets Dept. - Contributor

Publication

2006 - International Monetary Fund, Monetary and Capital Markets Dept., Washington, D.C., District of Columbia

Language

English

Word Count

5,750 words, Guess

Page Count

23 pages

Identifiers

  • Better World Books9781451865141
  • Better World Books9781452700694
  • Better World Books9781451909678
  • Open LibraryOL21609984M

Classifications

  • LCCHG3705

Description

Credit default swaps (CDS) provide the buyer with insurance against certain types of credit events by entitling him to exchange any of the bonds permitted as deliverable against their par value. Unlike bonds, whose risk spreads are assumed to be the product of default risk and loss rate, CDS are par instruments, and their spreads reflect the partial recovery of the delivered bond's face value. This paper addresses the implications of the difference between bond and CDS spreads and shows the extent to which the recovery assumption matters for determining CDS spreads. A no-arbitrage argument is applied to extract recovery rates from CDS and bond markets, using data from Brazil's distress in 2002-03. Results are related to the observation that preemptive restructurings are now more common than straight defaults in sovereign bond markets and that this leads to a decoupling of CDS and bond spreads.

Subjects

Topics

RiskBondsSwaps (Finance)Econometric modelsCredit derivativesRisk -- Econometric modelsBonds -- Econometric models

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