Ditemukan 4 dokumen yang sesuai dengan query
Muh Romli
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Tesis ini mempelajari nature atau faktor-faktor determinan yang mempengaruhi sovereign credit risk Indonesia dan 5 peers-nya dengan menggunakan ekstensif data Credit Default Swaps (CDS). Sovereign CDS spreads masa kontrak 5 tahun dijadikan proxy dari sovereign credit risk di masing-masing negara. Karena sovereign credit risk hanya direpresentasikan oleh satu variabel yaitu sovereign CDS spreads dan mekanisme perdagangan CDS ini dilakukan oleh bank-bank investasi (investment banks), maka penelitian ini cenderung menggambarkan persepsi pelaku pasar finansial terhadap sovereign ...
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Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2013
T-Pdf
UI - Tesis Membership Universitas Indonesia Library
Herdyanto Kenya Putera
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Credit Default Swaps (CDS) sparked the interests of government and financial institutions around the globe due to its role within the 2008 financial crisis in the United States of America. A CDS is used by an investor to earn profits from selling protection or to hedge against the likeability of a counterparty to default (credit event). CDS is often traded within the OTC market, however since financial crisis of 2008, CDS are categorized as a ...
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Depok: Fakultas Hukum Universitas Indonesia, 2023
S-pdf
UI - Skripsi Membership Universitas Indonesia Library
New York, NY: CRC Press, Taylor & Francis Group, 2008
332.632 CRE
Buku Teks Universitas Indonesia Library
Choudhry, Moorad
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The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision.
Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps ...
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Oxford, UK: Butterworth-Heinemann, 2013
e20426776
eBooks Universitas Indonesia Library