Credit default swaps and bank regulatory capital
Chenyu Shan, Dragon Yongjun Tang, Hong Yan, and Xing (Alex) Zhou
| Year of publication: |
2021
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|---|---|
| Authors: | Shan, Chenyu ; Tang, Dragon Yongjun ; Yan, Hong ; Zhou, Xing |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 25.2021, 1, p. 121-152
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| Subject: | Credit default swaps | CDS | Capital relief | RWA ratio | Bank risk-taking | Kreditderivat | Credit derivative | Theorie | Theory | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Swap | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfaa021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012434688