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The Use of CDSs When Pricing Debt Guarantees
31 August 2023
Timothy McKenna
NERA Director Timothy McKenna wrote the chapter “The Use of CDSs When Pricing Debt Guarantees” in Applying the Arm’s Length Principle to Intra Group Financial Transactions: A Reference Guide. In the chapter, Mr. McKenna discusses the use of credit default swaps to access a standardized data set of credit risk measures. By doing so, one can measure the difference in credit risk between a subsidiary and its parent.
Order Applying the Arm’s Length Principle to Intra Group Financial Transactions: A Reference Guide from Wolters Kluwer here.