See all related overviews in Oxford Index »
Prepayment and Default Risk
Measuring Corporate Default Risk
Estimating the Price of Default Risk
Default Risk, Asset Pricing, and Debt Control
Is Default Risk Negatively Related to Stock Returns?
Default Risk, Shareholder Advantage, and Stock Returns
Is Default Event Risk Priced in Corporate Bonds?
Country default risk in emerging markets1
Transparent and Unique Sovereign Default Risk Assessment
Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis
Systematic and Idiosyncratic Default Risk in Synthetic Credit Markets
Default Recovery Rates and Lgd in Credit Risk Modelling and Practice
Is Tail Risk Priced in Credit Default Swap Premia?
Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’
Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
Show all results sharing this subject:
1 The risk that borrowers will default (cf. credit risk).
2 The cost associated with a counterparty who will not make a payment under an agreement (cf. cherry-picking; marked-to-market).
The Handbook of International Financial Terms »
See all related items in Oxford Index »
Search for the text `default risk' anywhere in Oxford Index »
Users without a subscription are not able to see the full content. Please,
or login to access all content.
Forgot your password?