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Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach

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Author Info
Herbertsson, Alexander () (Department of Economics, School of Business, Economics and Law, Göteborg University)
Rootzén, Holger () (Department of Mathematical Statistic)
Abstract

We study a model for default contagion in intensity-based credit risk and its consequences for pricing portfolio credit derivatives. The model is specified through default intensities which are assumed to be constant between defaults, but which can jump at the times of defaults. The model is translated into a Markov jump process which represents the default status in the credit portfolio. This makes it possible to use matrix-analytic methods to derive computationally tractable closed-form expressions for single-name credit default swap spreads and kth-to-default swap spreads. We ”semicalibrate” the model for portfolios (of up to 15 obligors) against market CDS spreads and compute the corresponding kth-to-default spreads. In a numerical study based on a synthetic portfolio of 15 telecom bonds we study a number of questions: how spreads depend on the amount of default interaction; how the values of the underlying market CDS-prices used for calibration influence kth-th-to default spreads; how a portfolio with inhomogeneous recovery rates compares with a portfolio which satisfies the standard assumption of identical recovery rates; and, finally, how well kth-th-to default spreads in a nonsymmetric portfolio can be approximated by spreads in a symmetric portfolio.

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File URL: http://hdl.handle.net/2077/7463
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Publisher Info
Paper provided by Göteborg University, Department of Economics in its series Working Papers in Economics with number 269.

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Length: 28 pages
Date of creation: 31 Oct 2007
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Handle: RePEc:hhs:gunwpe:0269

Contact details of provider:
Postal: Department of Economics, School of Business, Economics and Law, Göteborg University Box 640, SE 405 30 GÖTEBORG, Sweden
Phone: 031-773 10 00
Web page: http://www.handels.gu.se/econ/
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Related research
Keywords: Portfolio credit risk intensity-based models default dependence modelling default contagion CDS kth-to-default swaps Markov jump processes Matrix-analytic methods

Find related papers by JEL classification:
C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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