Introduction to Credit Default Swaps Harvard Case Solution & Analysis

Credit Default Swaps (CDS) are derivative tools that enable investors protection against credit events for example downgrades of or defaults by single-name or a basket of obligors. Estimated by the Band of International Settlements to be at $32.6 trillion in December 2009, these instruments represent one of the biggest and fastest growing financial product markets globally.

This note is meant to initiate students to the job in the 2008 subprime catastrophe in addition to CDS, the pricing fundamentals.

PUBLICATION DATE: September 03, 2010 PRODUCT #: 910N27-HCB-ENG

This is just an excerpt. This case is about GLOBAL BUSINESS

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