All public logs

Combined display of all available logs of Credit Derivs. You can narrow down the view by selecting a log type, the username (case-sensitive), or the affected page (also case-sensitive).

• 10:39, 21 March 2023 DrKazza talk contribs created page Settlement (Created page with "Originally CDS was designed to be vaguely similar to an Insurance Contract so that when a Credit Event was determined the buyer of Protection would Physically Settle the contract, that would involve delivering some defaulted bonds or loans and in exchange they would receive the Notional Amount of the contract, so for example 10 million USD of bonds which may only be worth 3.5 million USD would be delivered and the seller of protectio...") Tag: Visual edit
• 17:05, 16 March 2023 DrKazza talk contribs created page Recovery (Created page with "The Recovery of a Credit Event is used in two main situations, Pricing and Settlement. == Recovery Assumption - Pricing == When pricing Credit Derivatives it is almost impossible to escape the Recovery Assumption when building a pricing model. The discounting models will have a discount factor linked to the probability of survival, that is obviously one of the major unknowns in the market however given the price of a bond (or a credit derivative) one can work out the m...") Tag: Visual edit
• 16:36, 16 March 2023 DrKazza talk contribs deleted page Moratorium (merged with Credit Events Page)
• 16:35, 16 March 2023 DrKazza talk contribs deleted page Failure to Pay (merged with Credit Events Page)
• 16:35, 16 March 2023 DrKazza talk contribs deleted page Obligation Default (merged with Credit Events Page)
• 16:35, 16 March 2023 DrKazza talk contribs deleted page Obligation Acceleration (merged with Credit Events Page)
• 16:35, 16 March 2023 DrKazza talk contribs deleted page Bankruptcy (merged with Credit Events Page)
• 10:05, 18 January 2023 DrKazza talk contribs created page CDEA (Created page with "A CDEA is a Cleared Derivatives Execution Agreement, it can be a level of fallback security when trading Cleared OTC Derivatives to make sure that the trade will still stand if clearing fails. The principle is that a SEF/MTF provides a trading platform/venue and anyone who has access to that venue will be able to trade with any of the dealers providing prices whether or not any other legal documentation is in place, howev...") Tag: Visual edit
• 09:37, 18 January 2023 DrKazza talk contribs created page Big Bang and Small Bang (Created page with "After the creation of Credit Derivatives from the 90s there were a number of standardisations introduced to try and help investors get comfortable with the product which, when not standardised introduced some very minor, but potentially unpleasant risks. The Big Bang Protocol happened in April 2009 and covered a lot of different topics and then a Small Bang came into effect in October 2009 which had a lesser effect. === Big Bang: Standard Coupon Rates === Unlike Cash B...") Tag: Visual edit
• 08:58, 18 January 2023 DrKazza talk contribs deleted page Big Bang (content was: "{{DISPLAYTITLE:Big Bang and Little Bang}} xxx", and the only contributor was "DrKazza" (talk))
• 08:57, 18 January 2023 DrKazza talk contribs created page Big Bang (Created page with "{{DISPLAYTITLE:Big Bang and Little Bang}} xxx") Tag: Visual edit
• 13:23, 12 January 2023 DrKazza talk contribs created page File:Bootstrap Rates.png
• 13:23, 12 January 2023 DrKazza talk contribs uploaded File:Bootstrap Rates.png
• 13:17, 12 January 2023 DrKazza talk contribs created page File:Bootstrap example.xlsx (Simple Excel sheet showing how to bootstrap a curve)
• 13:17, 12 January 2023 DrKazza talk contribs uploaded File:Bootstrap example.xlsx (Simple Excel sheet showing how to bootstrap a curve)
• 15:43, 11 January 2023 DrKazza talk contribs created page Bootstrap (Added Bootstrap and need to do a worked example with curves rather than averages) Tag: Visual edit
• 15:38, 11 January 2023 DrKazza talk contribs created page File:Bootstrap Ages.png
• 15:38, 11 January 2023 DrKazza talk contribs uploaded File:Bootstrap Ages.png
• 15:11, 11 January 2023 DrKazza talk contribs created page File:Boot Laces.jpg
• 15:11, 11 January 2023 DrKazza talk contribs uploaded File:Boot Laces.jpg
• 14:25, 11 January 2023 DrKazza talk contribs created page Moratorium (Created page with "Repudiation and Moratorium are usually lumped together and are generally most applicable to Sovereign credits, this is a situation whereby the Government will just Repudiate the debt ("Nah that doesn't belong to me, never seen it before, could be someone else's but it's definitely not mine... Have you tried lost and found?") or they declare a Debt Moratorium. ("Yeah it's definitely mine but the cupboards are bare, you ain't getting anything, sorry") Along with Restructu...") Tag: Visual edit
• 14:21, 11 January 2023 DrKazza talk contribs created page Failure to Pay (Created page with "The Failure to Pay Credit Event, also known as Payment Default, does pretty much what it says on the tin. It's where a payment is due under a contract and has not been paid. This contract could be the payment of coupons or principal on a bond, it could be on a bank loan or just any financial contract where payments are due. There are a couple of requirements, firstly there is a threshold amount, you couldn't trigger a Credit Event off the back of a $10 lunch reimburs...") Tag: Visual edit
• 14:17, 11 January 2023 DrKazza talk contribs created page Obligation Default (Created page with "Much like Obligation Acceleration there is a minimum threshold that must be exceeded but for this Credit Event to trigger a bond which is due to be paid is not paid and therefore is in Default. It is unlikely that an Obligation Default will not be accompanied by a Failure to Pay or in fact preceded by a Failure to Pay.") Tag: Visual edit
• 14:11, 11 January 2023 DrKazza talk contribs created page Obligation Acceleration (Created page with "This is where a bond, for example becomes due before it's normal maturity, for example your 30 year bond suddenly becomes a 2 year bond. There's a specific threshold amount that is required to be exceeded before this triggers and obviously any call or put provisions that are already in the bond's structure don't count.") Tag: Visual edit
• 16:27, 10 January 2023 DrKazza talk contribs created page Restructuring (Created page with "When companies start struggling but it's an orderly event (read: NOT LEHMAN) then there is usually time for either a Chapter 11 Bankruptcy protection or something similar in Europe and Asia, the end result is that the Debt gets restructured, maybe your 5 year bond becomes a 25 year bond. Maybe your claim for 100 USD becomes a claim for 20 USD or maybe someone jumps ahead of you in the seniority capital structure. The bottom line is that the...") Tag: Visual edit
• 16:10, 10 January 2023 DrKazza talk contribs created page Bankruptcy (Created page with "This is the catastrophic failure of a corporate (or financial) firm, this sort of Credit Event doesn't apply to Sovereigns/Countries since there's no concept of a Country going Bankrupt. This is also one of the rarest credit events, usually seen in Asia and Europe because in the US companies will more likely file for Bankruptcy Protection, also known as Chapter 11 and go through a restructuring, but it's not un...") Tag: Visual edit
• 13:53, 10 January 2023 DrKazza talk contribs created page Credit Event (Credit Credit Event) Tag: Visual edit
• 11:46, 10 January 2023 DrKazza talk contribs created page Credit Derivs:General disclaimer (Created page with "This is an educational resource for all things Credit Derivative related. Do not use it as an investment tool, if you do and you lose money then you are the tool.")
• 13:09, 1 July 2021 DrKazza talk contribs blocked HomerD0450595870 talk contribs with an expiration time of indefinite (account creation disabled)
• 13:09, 1 July 2021 DrKazza talk contribs blocked LukasSales671 talk contribs with an expiration time of indefinite (account creation disabled)
• 13:09, 1 July 2021 DrKazza talk contribs blocked MediaWiki default talk contribs with an expiration time of indefinite (account creation disabled)
• 13:07, 1 July 2021 DrKazza talk contribs blocked MonikaCoulston5 talk contribs with an expiration time of indefinite (account creation disabled)
• 13:07, 1 July 2021 DrKazza talk contribs blocked JarrodKotter23 talk contribs with an expiration time of indefinite (account creation disabled)
• 13:07, 1 July 2021 DrKazza talk contribs deleted page Our Approach (content was: "Yoga exercise Searcher is a project born between sea and also land, a couple of mins away from Hossegor. Yoga Searcher increase as well as expand philanthropic tasks, particularly by offering funds to associations such as: Organization put la defense contre le cancer du sein, Water Family, Women's Structure, Fédération Nationale Solidarité Femmes.<br><b...", and the only contributor was "LaneCarnarvon2" (talk))
• 13:05, 1 July 2021 DrKazza talk contribs deleted page American Express (content was: "Yoga exercise Searcher is a project born between sea and also land, a couple of mins far from Hossegor. Today, the brand encompasses a collection of all-natural yoga exercise clothes which has been environmentally made, a variety of specialized yoga exercise accessories, 2 magnificent resort facilities as well as a line of beauty items made to prolong the...", and the only contributor was "JarrodKotter23" (talk))
• 13:05, 1 July 2021 DrKazza talk contribs deleted page Shop Yoga En Ligne Paris Bienfaits Du Yoga Exercise (content was: "Yoga Searcher is a job birthed between ocean and also land, a number of minutes far from Hossegor. Today, the brand name incorporates a collection of natural yoga apparel which has actually been environmentally developed, a series of dedicated yoga accessories, two magnificent resort facilities along with a line of appeal products made to expand the sen...", and the only contributor was "MonikaCoulston5" (talk))
• 13:05, 1 July 2021 DrKazza talk contribs deleted page User:JarrodKotter23 (content was: "33 year old Mixed Harvest Farmer Rodger from Erin, usually spends time with hobbies and interests like crosswords, yoga clothing and crafts. Finds encouragement through travel and just spent 9 days at Historic Centre of Mexico City and Xochimilco.<br><br>Feel free to surf to my web page ... [https://www.protopage.com/cromlirioc bookmarks]", and the only contributor was "JarrodKotter23" (talk))
• 13:05, 1 July 2021 DrKazza talk contribs deleted page User:MonikaCoulston5 (content was: "59 year-old Technical Wire Jointer Jaimes from Brentwood Bay, has hobbies and interests which include studying an instrument, [https://www.notion.so/The-Best-Yoga-Pants-In-2021-According-To-Reviews-24aea8744d514c578da4d115772b08c7 yoga clothing online] clothing and tesla coils. Has become a travel freak and these days traveled to City of Potos�.", and the only contributor was "MonikaCoulston5" (talk))
• 13:04, 1 July 2021 DrKazza talk contribs deleted page User:LaneCarnarvon2 (content was: "57 year old Plumbing Inspector Zerbe from Cookshire, enjoys to spend time table tennis, [http://sqworl.com/crbtif yoga clothing brands australia] clothing and canoeing. Was especially motivated after creating a journey to Flemish B�guinages.", and the only contributor was "LaneCarnarvon2" (talk))
• 13:03, 1 July 2021 DrKazza talk contribs blocked LaneCarnarvon2 talk contribs with an expiration time of indefinite (account creation disabled)
• 12:40, 1 July 2021 DrKazza talk contribs created page File:Logo-on-white-300x112.png
• 12:40, 1 July 2021 DrKazza talk contribs uploaded File:Logo-on-white-300x112.png
• 12:39, 1 July 2021 DrKazza talk contribs created page File:Icon-150x150.png
• 12:39, 1 July 2021 DrKazza talk contribs uploaded File:Icon-150x150.png
• 12:39, 1 July 2021 DrKazza talk contribs created page File:Cropped-icon-192x192.png
• 12:39, 1 July 2021 DrKazza talk contribs uploaded File:Cropped-icon-192x192.png
• 12:38, 1 July 2021 DrKazza talk contribs created page File:Cropped-icon-32x32.png
• 12:38, 1 July 2021 DrKazza talk contribs uploaded File:Cropped-icon-32x32.png
• 12:36, 1 July 2021 User account LukasSales671 talk contribs was created
• 12:36, 1 July 2021 MonikaCoulston5 talk contribs created page Shop Yoga En Ligne Paris Bienfaits Du Yoga Exercise (Created page with "Yoga Searcher is a job birthed between ocean and also land, a number of minutes far from Hossegor. Today, the brand name incorporates a collection of natural yoga apparel whic...")