Gaspardone, Alberto (A.A. 2022/2023) The credit default swap: an investigation into the functioning and impact of financial derivatives during the great recession. Tesi di Laurea in Financial markets and institutions, Luiss Guido Carli, relatore Stefano Di Colli, pp. 74. [Bachelor's Degree Thesis]

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Abstract/Index

Description and operation of the credit default swap. Role and functioning of financial derivatives. Credit default swaps functioning. Credit default swap hedging, arbitrage, speculation. The relationship between JP Morgan and the credit default swap. The American international group. The role of the rating agencies The role of credit default swap in the great recession. Introduction to the financial crisis. The role of Collateralized debt obligations (CDO). The deregulation of the US government. The housing market crash. The crisis peak and the "too big to fail". Post-crisis regulations and recent developments. Derivatives regulation post-crisis. Regulation of financial institutions post-crisis. Recent developments.

References

Bibliografia e sitografia: pp. 69-74.

Thesis Type:	Bachelor's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair:	Financial markets and institutions
Thesis Supervisor:	Di Colli, Stefano
Academic Year:	2022/2023
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	08 Nov 2023 14:52
Last Modified:	08 Nov 2023 14:52
URI:	https://tesi.luiss.it/id/eprint/36927

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