Page 85 - 次貸風暴下的省思－解開CDS及CDO密碼
P. 85
Gross Notional Net Notional
Reference Entity
Contracts
(USD) (USD)
122,812,244,150 67,898
421,463,915,772
Remaining Single Names
Residential Mortgage Backed
135,004,132,034 25,934 80,154,000
Securities
CDS on Loans 67,824,852,757 17,577 11,944,920,411
REPUBLIC OF TURKEY 163,933,805,783 5,447,039,116 10,977
FEDERATIVE REPUBLIC
137,219,175,236 9,921 12,032,966,069
OF BRAZIL
JPMORGAN CHASE & CO. 87,566,384,357 9,531 6,049,088,030
BANK OF AMERICA
82,052,280,347 9,061 6,470,850,637
CORPORATION
DAIMLER AG 80,722,921,215 8,734 4,061,207,865
UNITED MEXICAN STATES 100,451,452,625 8,650 6,573,787,798
GMAC INC. 65,673,677,932 8,139 2,896,450,029
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