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Risk management lessons from the global financial crisis for derivative exchanges

Varma, Jayanth Rama - 2009

Persistent link: https://www.econbiz.de/10003846725

Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013

Hui, Cho H.; Fong, Tom - In: International review of economics & finance : IREF 40 (2015), pp. 174-190

Persistent link: https://www.econbiz.de/10011573573

Issuers' credit risk and pricing of warrants in the recent financial crisis

Schertler, Andrea; Stoerch, Saskia - In: Journal of risk finance : the convergence of financial … 16 (2015) 4, pp. 444-462

Persistent link: https://www.econbiz.de/10011418215

Bank Competition and Financial Stability

2011

This report examines the interplay between banking competition and financial stability, taking into account the experiences in the recent global crisis and the policy response to it. The report has been prepared by members of the Directorate of Financial and Enterprise Affairs at the OECD in...

Persistent link: https://www.econbiz.de/10012448437

Bank Competition and Financial Stability

2011 - 2011

Persistent link: https://www.econbiz.de/10012441563

Predicting stock market crises using stock index derivatives : evidence from China

Ma, Xiaohan; Lin, Hui - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 3, pp. 576-597

Persistent link: https://www.econbiz.de/10014513872

Banking on words : the failure of language in the age of derivative finance

Appadurai, Arjun - 2016

Persistent link: https://www.econbiz.de/10013538084

Simulating liquidity stress in the derivatives market

Bardoscia, Marco; Ferrara, Gerardo; Vause, Nicholas; … - In: Journal of economic dynamics & control 133 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10014535140

Securitization markets and central banking: An evaluation of the term asset-backed securities loan facility

Campbell, Sean; Covitz, Daniel; Nelson, William; Pence, … - In: Journal of Monetary Economics 58 (2011) 5, pp. 518-531

In response to the near collapse of US securitization markets in 2008, the Federal Reserve created the Term Asset … conditions in securitization markets but did not subsidize individual securities. We also find that the risk of loss to the US …

Persistent link: https://www.econbiz.de/10010868964

A shot at regulating securitization

Kiff, John; Kisser, Michael - In: Journal of Financial Stability 10 (2014) C, pp. 32-49

In order to incentivize stronger issuer due diligence effort, European and U.S. authorities are amending securitization …-related regulations to force issuers to retain an economic interest in the securitization products they issue. This paper contributes to …

Persistent link: https://www.econbiz.de/10010743857