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Ka Kei Chan on Muck Rack

Ka Kei Chan

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Articles

Corporate credit default swap systematic factors

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By Ming-Tsung Lin, Ka Kei Chan, Qinye Lu
| Wiley Online Library Verified
1 INTRODUCTION Corporate credit default swap (CDS) is a financial product, serving as an insurance to protect contract buyers against a loss due to a firm's default. Because of its simple product structure, its price, or spread of CDS, should reflect an individual firm's default probability; CDS becomes the most popular tool for managing individual firm's default risk among institutional investors, such as banks. The pricing of CDS is very important and has been the center of CDS studies.
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