Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Credit-Default Swaps Trading in CCPs

Version 1 : Received: 28 February 2021 / Approved: 2 March 2021 / Online: 2 March 2021 (12:05:53 CET)

How to cite: Rojas Cama, F. Credit-Default Swaps Trading in CCPs. Preprints 2021, 2021030084 (doi: 10.20944/preprints202103.0084.v1). Rojas Cama, F. Credit-Default Swaps Trading in CCPs. Preprints 2021, 2021030084 (doi: 10.20944/preprints202103.0084.v1).

Abstract

This paper shows the influence of CCP’s collateralization on the pricing of the Credit Default Swaps (CDS). A narrowly variant in the way the CDS seller decides over the resources in the settlement comes with a substantial change on the elements that determine the price of the CDS.

Keywords

price discovery; financial economics; clearing; credit default swaps; collateralization; OTC; risk premium; CCP.

Subject

SOCIAL SCIENCES, Finance

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