Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Year of publication: |
2022
|
---|---|
Authors: | Acharya, Viral V. ; Gündüz, Yalın ; Johnson, Tim |
Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 50.2022, p. 1-18
|
Subject: | Credit derivatives | Credit default swaps | Sovereign credit risk | Eurozone | Sovereign debt crisis | Depository Trust and Clearing Corporation (DTCC) | Kreditderivat | Credit derivative | Euro area | Kreditrisiko | Credit risk | Schuldenkrise | Debt crisis | Finanzkrise | Financial crisis | Derivat | Derivative | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Öffentliche Schulden | Public debt | Hedging | Risikoprämie | Risk premium | Bankrisiko | Bank risk | Schuldenübernahme | Bailout |
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