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Financial Analytics: Science and Experience
 

Current status and future prospects of the credit default swap market development under the Russian conditions

Vol. 7, Iss. 19, MAY 2014

Available online: 11 May 2014

Subject Heading: Financial market

JEL Classification: 

Pages: 57-62

Moskalenko K.S. JSC "Orient Express Bank", Moscow, Russian Federation
moskalenko.k@gmail.com

The article analyses the use of creditdefault swaps, which engenders argument about their positive and negative impact on the financial markets. Nevertheless, they remain quite promising and widely used tool for credit risk management. This in turn updates the range of problems of the CDS evaluation with regard to adaptation prospects on the Russian market.

Keywords: credit default swap, reduced-form model, structural model, Russian, stock market

References:

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