An examination of bank use of credit derivatives to mitigate risk : an empirical analysis of its potency and impact on bank portfolio management and performance
This study examines what drives the risk appetite of US banks to use credit derivatives to mitigate risk, the potency and impact of the instruments on bank portfolio management and performance. Panel data covering the period of 2002 to 2011 was employed and segmented into three phases (pre-crisis, c...
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Bournemouth University
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.715394 |