Credit derivatives and bank systemic risk : risk enhancing or reducing?
Year of publication: |
2021
|
---|---|
Authors: | Halili, Alba ; Fenech, Jean-Pierre ; Contessi, Silvio |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-9
|
Subject: | Credit derivatives | Systemic risk measures | Finanzdienstleistung | Financial services | Derivat | Derivative | Bankrisiko | Bank risk | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Messung | Measurement |
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