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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Online Access: | http://ndltd.ncl.edu.tw/handle/13778291109672862242 |