Temporary Exemptions for Eligible Credit Default Swaps to Facilitate Operation of Central Counterparties to Clear and Settle Credit Default Swaps (Us PDF Download
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Author: The Law Library
Publisher: Independently Published
ISBN: 9781794549760
Category : Law
Languages : en
Pages : 34
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Book Description
The Law Library presents the complete text of the Temporary Exemptions For Eligible Credit Default Swaps to Facilitate Operation of Central Counterparties to Clear and Settle Credit Default Swaps (US Securities and Exchange Commission Regulation) (SEC) (2018 Edition). Updated as of May 29, 2018 We are adopting interim final temporary rules providing exemptions under the Securities Act of 1933, the Securities Exchange Act of 1934, and the Trust Indenture Act of 1939 for certain credit default swaps to facilitate the operation of one or more central counterparties for those credit default swaps. The interim final temporary rules define such credit default swaps as "eligible credit default swaps" and exempt them from all provisions of the Securities Act, other than the Section 17(a) anti-fraud provisions, as well as from Exchange Act registration requirements and from the provisions of the Trust Indenture Act, provided certain conditions are met. Our interim final temporary rules also define as a "qualified purchaser," for purposes of the "covered securities" provisions of Section 18 of the Securities Act, any "eligible contract participant," as defined in Section 1a(12) of the Commodity Exchange Act ("CEA"), other than a person who is an eligible contract participant under Section 1a(12)(C) of the CEA, to whom a sale of a eligible credit default swap is made in reliance on the interim final temporary Securities Act exemption. This ebook contains: - The complete text of the Temporary Exemptions For Eligible Credit Default Swaps to Facilitate Operation of Central Counterparties to Clear and Settle Credit Default Swaps (US Securities and Exchange Commission Regulation) (SEC) (2018 Edition) - A dynamic table of content linking to each section - A table of contents in introduction presenting a general overview of the structure
Author: The Law Library
Publisher: Independently Published
ISBN: 9781794549760
Category : Law
Languages : en
Pages : 34
Get Book Here
Book Description
The Law Library presents the complete text of the Temporary Exemptions For Eligible Credit Default Swaps to Facilitate Operation of Central Counterparties to Clear and Settle Credit Default Swaps (US Securities and Exchange Commission Regulation) (SEC) (2018 Edition). Updated as of May 29, 2018 We are adopting interim final temporary rules providing exemptions under the Securities Act of 1933, the Securities Exchange Act of 1934, and the Trust Indenture Act of 1939 for certain credit default swaps to facilitate the operation of one or more central counterparties for those credit default swaps. The interim final temporary rules define such credit default swaps as "eligible credit default swaps" and exempt them from all provisions of the Securities Act, other than the Section 17(a) anti-fraud provisions, as well as from Exchange Act registration requirements and from the provisions of the Trust Indenture Act, provided certain conditions are met. Our interim final temporary rules also define as a "qualified purchaser," for purposes of the "covered securities" provisions of Section 18 of the Securities Act, any "eligible contract participant," as defined in Section 1a(12) of the Commodity Exchange Act ("CEA"), other than a person who is an eligible contract participant under Section 1a(12)(C) of the CEA, to whom a sale of a eligible credit default swap is made in reliance on the interim final temporary Securities Act exemption. This ebook contains: - The complete text of the Temporary Exemptions For Eligible Credit Default Swaps to Facilitate Operation of Central Counterparties to Clear and Settle Credit Default Swaps (US Securities and Exchange Commission Regulation) (SEC) (2018 Edition) - A dynamic table of content linking to each section - A table of contents in introduction presenting a general overview of the structure
Author: United States. Securities and Exchange Commission
Publisher:
ISBN:
Category : Securities
Languages : en
Pages : 1372
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Book Description
Author:
Publisher:
ISBN:
Category : Delegated legislation
Languages : en
Pages : 654
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Book Description
Author:
Publisher:
ISBN:
Category : Mutual funds
Languages : en
Pages : 2148
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Book Description
Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 224
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Book Description
Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher:
ISBN:
Category :
Languages : en
Pages : 108
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Book Description
Author: United States. Congress. House
Publisher:
ISBN:
Category : Legislation
Languages : en
Pages : 1464
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Book Description
Some vols. include supplemental journals of "such proceedings of the sessions, as, during the time they were depending, were ordered to be kept secret, and respecting which the injunction of secrecy was afterwards taken off by the order of the House".
Author: Jerry W Markham
Publisher: Routledge
ISBN: 1317478126
Category : Business & Economics
Languages : en
Pages : 839
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Book Description
This new reference by the author of the critically acclaimed A Financial History of the United States covers the aftermath of the Enron-era scandals and the extraordinary financial developments during the period
Author: Marti Subrahmanyam
Publisher: Now Publishers
ISBN: 9781601989000
Category : Business & Economics
Languages : en
Pages : 150
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Book Description
Credit Default Swaps: A Survey is the most comprehensive review of all major research domains involving credit default swaps (CDS). CDS have been growing in importance in the global financial markets. However, their role has been hotly debated, in industry and academia, particularly since the credit crisis of 2007-2009. The authors review the extant literature on CDS that has accumulated over the past two decades and divide the survey into seven topics after providing a broad overview in the introduction. The second section traces the historical development of CDS markets and provides an introduction to CDS contract definitions and conventions. The third section discusses the pricing of CDS, from the perspective of no-arbitrage principles, structural, and reduced-form credit risk models. It also summarizes the literature on the determinants of CDS spreads, with a focus on the role of fundamental credit risk factors, liquidity and counterparty risk. The fourth section discusses how the development of the CDS market has affected the characteristics of the bond and equity markets, with an emphasis on market efficiency, price discovery, information flow, and liquidity. Attention is also paid to the CDS-bond basis, the wedge between the pricing of the CDS and its reference bond, and the mispricing between the CDS and the equity market. The fifth section examines the effect of CDS trading on firms' credit and bankruptcy risk, and how it affects corporate financial policy, including bond issuance, capital structure, liquidity management, and corporate governance. The sixth section analyzes how CDS impact the economic incentives of financial intermediaries. The seventh section reviews the growing literature on sovereign CDS and highlights the major differences between the sovereign and corporate CDS markets. The eighth section discusses CDS indices, especially the role of synthetic CDS index products backed by residential mortgage-backed securities during the financial crisis. The authors close with our suggestions for promising future research directions on CDS contracts and markets.
Author: Michael P. Malloy
Publisher: Aspen Publishing
ISBN: 1454860103
Category : Law
Languages : en
Pages : 445
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Book Description
Anatomy of a Meltdown: A Dual Financial Biography of the Subprime Mortgage Crisis, traces the course of two financial icons, Lehman Brothers and WaMu—one operating in the investment sector, the other in the consumer financial services sector—on their path to financial ruin. Illuminating the nature and severity of the subprime mortgage crisis, author Michael P. Malloy presents a clear and cogent analysis of the global economic meltdown, the steps necessary to restore the financial markets, and measures that must be taken to avoid similar crises in the future. This clear and concise text by one of the foremost authorities on bank regulation features: comprehensive coverage of all of the fundamental law, policy, and practical issues raised by the crisis and the government's response to it the core of key cases preserved in timely and salient excerpts a balanced policy perspective step-by-step, highly readable analysis of the practical and policy implications of the subprime mortgage crisis the author's cutting-edge web log that offers continuously updated supplemental material generous use of examples throughout the text effective use of visual aids to illustrate concepts and spark class discussion Anatomy of a Meltdown: A Dual Financial Biography of the Subprime Mortgage Crisis, by Michael P. Malloy tells the story of the financial meltdown that swept through American and international markets, threatening to plunge the United States into depression as Wall Street and the global economy faced near-total collapse.
