Pausch, Thilo (contributor); … - 2004 - [Elektronische Ressource]
observability of
the volume of credit derivatives held by banks is not necessary.
Keywords: bank, risk, duopoly, hedging.
JEL … observability of
the volume of credit derivatives held by banks is not necessary.
Keywords: bank, risk, duopoly, hedging.
JEL … in Banks Duopoly 2
transfer credit risk to a special purpose vehicle instead of the underlying pool of debt
itself (cf …