PDM Network - Documents Archive

Documents Archive

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List of Document
Title	Author/Affiliation	Topic	Year of Publication
Credit Default Swaps: Past, Present, and Future	Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, Sarah Qian Wang - McGill University, New York University, The University of Hong Kong, University of Warwick	Cost and Risk	2015
Equity and Debt Market Responses to Sovereign Credit Ratings Announcements	Fayez A. Elayan, Kuntara Pukthuanthong, Lawrence C. Rose - Brock University - Department of Accounting, Faculty of Business, San Diego State University - College of Business Administration, Massey University - Department of Commerce	Cost and Risk	2006
An Overview of Credit Derivatives	Kay Giesecke - Stanford University - Management Science & Engineering	Cost and Risk	2009
Sovereign Risk and Asset and Liability Management—Conceptual Issues	Udaibir S. Das, Yinqiu Lu, Michael G. Papaioannou, Iva Petrova - International Monetary Fund, International Monetary Fund, International Monetary Fund, International Monetary Fund	Cost and Risk	2012
Credit risk in covered bonds	Marcel Prokopczuka, Jan B. Siewertc, Volker Vonhoff	Cost and Risk	2012
Collateral requirements for mandatory central clearing of over-the-counter derivatives	Daniel Heller, Nicholas Vause - BIS, BIS	Cost and Risk	2012
Monitoring the European CDS Market through Networks: Implications for Contagion Risks	Laurent Clerc, Silvia Gabrieli, Steffen Kern, Yanis El Omari - Banque de France, Banque de France, Banque de France, Banque de France	Cost and Risk	2014
Debt Management Office Business Continuity Plan	Ian Storkey - Ian Storkey International Consultant	Cost and Risk	2016
Looking back at OTC derivative reforms – objectives, progress and gaps	ECB European Central Bank	Cost and Risk	2017
Member States Questionnaire on Contingent Debt. Outcomes and Recommendations	Public Debt Committe International Organisation of Supreme Audit Institutions Intosai	Cost and Risk	2006

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