Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10003906143
Persistent link: https://www.econbiz.de/10003349504
Persistent link: https://www.econbiz.de/10013436793
Persistent link: https://www.econbiz.de/10001919379
We study insolvency cascades in an interbank system when banks are allowed to insure their loans with credit default swaps (CDS) sold by other banks. We show that, by properly shifting financial exposures from one institution to another, a CDS market can be designed to rewire the network of...
Persistent link: https://www.econbiz.de/10012855794
Persistent link: https://www.econbiz.de/10011574285
Persistent link: https://www.econbiz.de/10011879064
Persistent link: https://www.econbiz.de/10003758297
Persistent link: https://www.econbiz.de/10003810905
Persistent link: https://www.econbiz.de/10003996114