Business model and Constant maturity credit default swap: Difference between pages

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(CMCDS).  


The purpose, strategy and trading practices of a commercial business.
A variation on the basic credit default swap involving a fixed payment on one side and a floating payment on the other, the latter being related to the credit spread on a CDS of the same initial maturity at periodic reset dates.
 
 
A simple business model identifies the entity's products and its markets, and how it will make profits.
 
More refined business models factor in the wider economic and regulatory environment, often with the support of structured strategic analysis.
 
 
:<span style="color:#4B0082">'''''The economic impacts of Covid-19 to date'''''</span>
 
:"Individual firms will also face substantial micro uncertainties because of the heterogeneous impacts of the Covid-19 outbreak, and the measures to tackle it, on the longrun outlook for their sector and company.
 
:For example, will persistent social distancing require businesses that involve a high degree of social contact to totally rethink their business model?"
 
:''Michael Saunders, External Member of the Bank of England's Monetary Policy Committee (MPC), May 2020.''
 
 
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Similar strategic matters in governmental and non-profit organisations.




== See also ==
== See also ==
* [[Ancillary business]]
* [[Credit default swap]]
* [[Business]]
* [[COVID-19]]
* [[Financial model]]
* [[Model]]
* [[Strategic analysis]]
* [[Structural]]
* [[Structural risk]]
* [[Value chain analysis]]


[[Category:The_business_context]]
[[Category:Long_term_funding]]
[[Category:Corporate_finance]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]

Revision as of 13:38, 11 August 2021

(CMCDS).

A variation on the basic credit default swap involving a fixed payment on one side and a floating payment on the other, the latter being related to the credit spread on a CDS of the same initial maturity at periodic reset dates.


See also

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