Risk Distribution in the Capital Markets: Credit Default Swaps, Insurance and a Theory of Demarcation

Authors

Robert F. Schwartz

Keywords

Credit Default Swaps, CDS, Swap Agreement, ISDA, ISDA Master Agreement, Risk, Credit Risk, Risk Distribution, Hedge, Insurance Regulation, Capital Markets, Contract, Fee Based Risk, Derivative, Over-the-Counter, OTC, Regulators, Trigger, Credit Event, Loss, Reference Entity, National Association of Insurance Commissioners, Draft White Paper

Recommended Citation

Robert F. Schwartz, Risk Distribution in the Capital Markets: Credit Default Swaps, Insurance and a Theory of Demarcation, 12 Fordham J. Corp. & Fin. L. 167 (2007).
Available at: https://ir.lawnet.fordham.edu/jcfl/vol12/iss1/3