Credit default swap
| Thesis title: | Credit default swap |
|---|---|
| Author: | Pankratzová, Jana |
| Thesis type: | Diplomová práce |
| Supervisor: | Dvořák, Petr |
| Opponents: | Veselý, Marek |
| Thesis language: | Česky |
| Abstract: | Hlavním cílem této práce je seznámit čtenáře s vývojem na trhu credit default swapů od jejich vzniku do současnosti. První část se zabývá principy obchodování tohoto derivátu, rozdíly mezi CDS a pojištěním, změnami ve velikosti a složení tohoto trhu v průběhu let, vlivem CDS v období finanční krize a aktuální situaci na trhu CDS. Druhá kapitola se věnuje problematice CDS ve vztahu k AIG a AIG obecně. Třetí kapitola pojednává o změnách ve standardizaci a regulaci CDS a trendu těchto změn. |
| Keywords: | Small Bang Protocol; Big Bang Protocol; AIG; credit deafult swap |
| Thesis title: | Credit default swap |
|---|---|
| Author: | Pankratzová, Jana |
| Thesis type: | Diploma thesis |
| Supervisor: | Dvořák, Petr |
| Opponents: | Veselý, Marek |
| Thesis language: | Česky |
| Abstract: | This thesis charts the evolution of the credit default swaps (CDS) market from its inception to the present day. The first part focuses on the principles of CDS trading, the differences between CDS and insurance, the structure of the markets and variation in their volumes during the period, the influence of CDS on the credit crisis and the current state of the market. The second part looks at AIG and the relationship between CDS and the problems of AIG. The final part looks at the regulation and standardisation of the CDS market and trend in the changes to those regulations. |
| Keywords: | Small Bang Protocol; Big Bang Protocol; AIG ; credit default swap |
Information about study
| Study programme: | Finance a účetnictví/Bankovnictví a pojišťovnictví |
|---|---|
| Type of study programme: | Magisterský studijní program |
| Assigned degree: | Ing. |
| Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
| Faculty: | Faculty of Finance and Accounting |
| Department: | Department of Banking and Insurance |
Information on submission and defense
| Date of assignment: | 29. 12. 2010 |
|---|---|
| Date of submission: | 15. 5. 2011 |
| Date of defense: | 28. 6. 2011 |
| Identifier in the InSIS system: | https://insis.vse.cz/zp/29678/podrobnosti |