default swap (CDS) spreads. Consistent with industry experience, BHCs with more real estate loans do have higher credit risk …We investigate what accounting information is important for explaining the credit risk for U.S. bank holding … association between risky assets-backed securities (ABS) and CDS spreads. Our results confirm real estate risk as a major risk for …

default swap using a cointegration approach. We demonstrated the existence of a cointegrating relationship between those two …

-term (bonus) and equity-based incentives induce risk taking behaviors of the CEO that could further change a firm's risk exposure …. This article examines the linkage between compensation components and the impacts on a firm's credit risk using data from … the U.S. and Germany. In the U.S., we find a positive relation between equity-based compensation and credit default swap …