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Financial Innovation, Derivatives and the UK and US Interest Rate Swap Scandals : Drawing New Boundaries for the Regulation of Financial Innovation
Bavoso, Vincenzo - 2016
A number of questions remained unanswered with respect to the regulation of large financial institutions after the global financial crisis (GFC) of 2007-08. Some pressing issues have resurfaced in the context of the recent interest rate swap scandals. These events provided the opportunity to...
Persistent link: https://www.econbiz.de/10013006179
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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2014 - This version: August 2014
This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...
Persistent link: https://www.econbiz.de/10010530827
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Similarities and differences between US and German regulation of the use of derivatives and leverage by mutual funds : what can regulators learn from each other?
Gałkiewicz, Dominika Paula - 2014
.S. funds have greater discretion to undervalue derivative exposure compared to German funds. All analyses of this study reveal … that under existing derivative and leverage regulation, funds in both countries are able to increase risk by using …
Persistent link: https://www.econbiz.de/10010402916
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Similarities and differences between US and German regulation of the use of derivatives and leverage by mutual funds : what can regulators learn from each other?
Galkiewicz, Dominika Paula - 2014
.S. funds have greater discretion to undervalue derivative exposure compared to German funds. All analyses of this study reveal … that under existing derivative and leverage regulation, funds in both countries are able to increase risk by using …
Persistent link: https://www.econbiz.de/10010402939
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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2015
This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...
Persistent link: https://www.econbiz.de/10010503880
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The impact of the diffusion of a financial innovation on company performance : an analysis of SWIFT adoption
Scott, Susan V.; Van Reenen, John; Zachariadis, Markos - 2010
Persistent link: https://www.econbiz.de/10003990925
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Use of interest rate derivatives by US based domestic and global bond mutual funds
Bouriaux, Sylvie; Tomas, Michael J. - In: Journal of management research 1 (2009) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10003914671
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Manager characteristics and credit derivative use by US corporate bond funds
Gałkiewicz, Dominika - 2014 - This version: September 2014
This study provides a comprehensive overview of the use of credit default swaps by U.S. corporate bond funds and analyzes in detail whether certain characteristics of managers, in addition to the fundamentals of a fund, determine how their use these credit derivatives. Results suggest that a...
Persistent link: https://www.econbiz.de/10010530828
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Manager characteristics and credit derivative use by US corporate bond funds
Gałkiewicz, Dominika - 2015
This study provides a comprehensive overview of the use of credit default swaps by U.S. corporate bond funds and analyzes in detail whether certain characteristics of managers, in addition to the fundamentals of a fund, determine how their use these credit derivatives. Results suggest that a...
Persistent link: https://www.econbiz.de/10010503878
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Unmasking Mutual Fund Derivative Use
Kaniel, Ron; Wang, Pingle - 2021
Utilizing new SEC data enabling us to compute performance of mutual funds' derivative positions, we study how funds use … derivatives are used for hedging, we find most active equity derivative using funds buy index derivatives to amplify market … long positions and were slow to undertake short exposure derivative positions, so that they experienced similarly large …
Persistent link: https://www.econbiz.de/10013236623