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: | 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 |
Similar Items
-
On Pricing Credit Default Swaps
by: Chia-chi Liu, et al.
Published: (2012) -
The valuation of forward credit default swaps and credit default swap options
by: Li-Hsin Wu, et al.
Published: (2006) -
Persistence of Bank Credit Default Swap Spreads
by: Xin Huang
Published: (2019-08-01) -
Persistence of bank credit default swap spreads
by: Huang, X.
Published: (2019) -
The evaluation models and application of credit default swap and forward credit default swap
by: Chin-jung Chen, et al.
Published: (2005)