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The risks and benefits of credit default swaps and the impact of a new regulatory environment
Theis, Christoph - 2014 - 1. Aufl.
von Kreditrisikomodellen, des Nutzens und der Risiken von CDS und den Auswirkungen neuer Regulierungen auf den CDS Markt …. In Kapitel I werden die theoretischen Grundlagen zur Messung des Kreditrisikos gelegt, wobei der Fokus auf der … praktischen Anwendung von Kreditrisikomodellen liegt. Hierbei untersuche ich die zwei gängigsten Kreditrisikomodelle: den …
Persistent link: https://www.econbiz.de/10010355458
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CoCo bonds pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano; Garcia, João; Pede, Nicola - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
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Should Credit Default Swap Issuers Be Subject to Prudential Regulation?
Saunders, Benjamin - 2015
Credit default swaps (CDSs) contributed significantly to and exacerbated the recent global financial crisis. As a result of the major role that CDSs played, this paper argues that CDS issuers should be subject to prudential regulation, in order to improve systemic stability in the financial...
Persistent link: https://www.econbiz.de/10013026494
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The evolving complexity of capital regulation
Herring, Richard J. - In: Journal of financial services research : JFSR 53 (2018) 2/3, pp. 183-205
Persistent link: https://www.econbiz.de/10012023947
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Determinants of banks' liquidity : A French perspective on interactions between market and regulatory requirements
Bandt, Olivier de; Lecarpentier, Sandrine; Pouvelle, Cyril - In: Journal of banking & finance 124 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012816334
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Systemic risk in financial risk regulation
Cipra, Tomáš; Hendrych, Radek - In: Finance a úvěr 67 (2017) 1, pp. 15-38
Persistent link: https://www.econbiz.de/10011720685
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Effects of regulatory policies on bank-specific risk and financial stability
Ludolph, Melina - 2021
Persistent link: https://www.econbiz.de/10013326457
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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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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - 2012
We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on lending behavior and risk sensitivity of a...
Persistent link: https://www.econbiz.de/10009509090
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Why do investors buy sovereign default insurance?
Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - 2016
We provide a comprehensive analysis of the determinants of trading in the sovereign credit default swaps (CDS) market, using weekly data for single-name sovereign CDS from October 2008 to September 2015. We describe the anatomy of the sovereign CDS market, derive a law of motion for gross...
Persistent link: https://www.econbiz.de/10011541398