Does Credit Default Swap Increase the Systemic Risk in Banking?

碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 103 === Credit Default Swap(CDS) provides banks the credit risk mitigation under Basel Ⅲ framework, which means that banks are allowed to hold less capital to against the potential risk. However, if banks become more risky due to CDS trading, how will banks aff...

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Bibliographic Details
Main Authors: Chia-Chi Chung, 鍾佳綺
Other Authors: Hui-Ching Chuang
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/13778291109672862242