Credit risk and credit derivatives: an analysis of the market of CDS

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dc.contributor.advisor Nardon, Martina it_IT Zoccoletti, Valentina <1991> it_IT 2018-02-19 it_IT 2018-06-22T08:40:10Z 2018-03-20 it_IT
dc.description.abstract One of the most important risk for both financial institutions and private investors is credit risk. Credit risk arises from the possibility that the borrower defaults and does not pay back its debt causing a loss for the lender, but also, from the possibility that the creditworthiness of the borrower will deteriorate, affecting its ability to pay back its debt and the value of the investment. Credit risk has acquired a growing importance in the last two decades, which have been characterized by several financial disasters, started in 2007 with the US subprime mortgage crisis. In addition from the end of 2009, we could also observed at European level an increasing number of states such as Greece, Portugal, Ireland and Spain which were unable to repay their debt. As a result of such difficulties, it is increasingly felt the need of a correct management of credit risk and the creation of operations and financial instruments, which make it possible to negotiate this risk. In this thesis, I will analyze the main components of credit risk, then credit derivatives and in particular the valuation of Credit Default Swaps. it_IT
dc.language.iso en it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Valentina Zoccoletti, 2018 it_IT
dc.title Credit risk and credit derivatives: an analysis of the market of CDS it_IT
dc.title.alternative Credit risk and credit derivatives: an analysis of the market of CDS it_IT
dc.type Bachelor Thesis it_IT Economia e finanza - economics and finance it_IT Laurea magistrale it_IT Dipartimento di Economia it_IT
dc.description.academicyear 2016/2017, sessione straordinaria it_IT
dc.rights.accessrights embargoedAccess it_IT
dc.thesis.matricno 832507 it_IT
dc.description.note Credit risk and credit derivatives it_IT it_IT it_IT 2019-06-22T08:40:10Z
dc.provenance.upload Valentina Zoccoletti (, 2018-02-19 it_IT
dc.provenance.plagiarycheck Martina Nardon (, 2018-03-05 it_IT

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