https://archives.christuniversity.in/files/original/9a2b73c7e5bce247ffbbc3a21a505cce.pdf e52a00c49be60969d04294d74c51216a Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource MPHIL Mphil Mphil Thesis Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Unlocking Credit Default Swaps to the Retail Investors to Boost Liquidity and Risk Diversification Creator An entity primarily responsible for making the resource Reddy A Yekanth Date A point or period of time associated with an event in the lifecycle of the resource 2013 Source A related resource from which the described resource is derived Management Description An account of the resource Credit Default Swaps, is one of the significant contributors to the 2008 financial crash due to raise of illiquidity and its limited space to mitigate the risk, the market is dictated by few institutions across the globe. Hence the research investigates realistically by probing the credit default swaps role and contribution in the financial crash, existing gaps and current mechanism of the credit default swaps, as a result we anticipate the outcome might force us restructure the existing mechanism or possible innovative alternate models in order to boost the liquidity and to establish robust platform which helps to minimize the counterparty risk. Financial tsunami in the year 2008, alarmed researchers, regulators, economists, sovereigns and financial institutions across the globe to emphasize on the need of strong liquidity and risk mitigation or diversification model(s) for credit default swaps market reformation and the development along with creating superior confidence levels in the market. The literature review of the research acknowledged that the existing financial institutions and researchers analyzed and articulated the need of the retail investors participation in the credit default swaps market to create a strong liquidity and to mitigate counterparty risk. The anticipated restructuring or possible innovative alternate models may help to reform and to maintain the development of the credit default swaps market and also provoke superior confidence levels to boost strong liquidity and options to diversify the associated risk. The outcome of this research may also motivate the investments in the debt market which helps to enhance the debt capital markets and economies around the globe. Finally we verify the liquidity strength and degree of risk with the help of research proxies; the proxies are width of the bid and ask spread of the research outcome, as we strongly believe bid and ask spread have self illustrative power to explain the degree of liquidity and risk mathematically and statistically, the research assume multiple regression model to establish relationship between dependent variable and independent variables. Keywords: Unlocking, Credit Default Swaps (CDS), Retail Investors, Liquidity and Risk Diversification. JEL Classification: L810, G320