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Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum; Yameen, Mohammad - In: Journal of economic surveys 38 (2024) 1, pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
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Kreditportfoliosteuerung mit Sekundärmarktinstrumenten
Poppensieker, Thomas - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001695326
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Determinants of European Bank Credit Default Swap Spreads
Vogelheim, Jan - 2020
This paper analyzes the determinants of empirical credit default swap (CDS) spreads of European banks based on two … empirical study is the first finding an explanatory content of the EURIBOR-EUREPO, TED and five-year swap spread for CDS spread …
Persistent link: https://www.econbiz.de/10012832521
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The effect of financial innovation on European banks' risk
Otero-González, Luis; Martorell Cunill, Onofre; … - In: Journal of business research : JBR 69 (2016) 11, pp. 4781-4786
Persistent link: https://www.econbiz.de/10011588445
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The effect of credit derivatives usage on the risk of European banks
Rodríguez Gil, Luís Ignacio; Otero-González, Luis; … - In: Revista de economía mundial : REM ; revista de la … 40 (2015), pp. 197-219
Persistent link: https://www.econbiz.de/10011812097
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Bank private information in CDS markets
Bilan, Andrada; Ongena, Steven; Pancaro, Cosimo - 2023
Can banks trade credit default swaps (CDSs) referenced on their current corporate clients at competitive prices, or are banks penalized for potentially holding private information? To answer this question we merge CDS trades reported under the European Market Infrastructure Regulation (EMIR)...
Persistent link: https://www.econbiz.de/10014315233
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Investigation on the credit risk transfer effects on the banking stability and performance
Younes, R. - In: Cogent economics & finance 10 (2022) 1, pp. 1-21
Considered among of the main causes of the 2007 financial crisis, the credit risk transfer activities deserve nowadays particular attention. This study discusses the continuous effectiveness of the credit risk transfer activities by investigating their effects on the bank risk, liquidity and...
Persistent link: https://www.econbiz.de/10013435725
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Testing the Implied Volatility of a Credit Risk of a Bond, an Interest Rate Swap and a Swaption of Well Known Swedish Bank Such As the Nordea Bank
Guirguis, Michel - 2021
In this article, we test the implied volatility of a credit risk of a bond, an interest rate swap and a swaption of … rate swap is linked to an option. The integration of an interest rate swap with an option is known as swaption. The swap … market has no government regulation, there is no clearinghouse and the swap dealer has to price the swap transactions and …
Persistent link: https://www.econbiz.de/10013232494
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Are banks different? : evidence form the CDS market
Raunig, Burkhard; Scheicher, Martin - 2009
Persistent link: https://www.econbiz.de/10003810904