Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives
Year of publication: |
[2018]
|
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Authors: | Acharya, Viral V. ; Gündüz, Yalın ; Johnson, Tim |
Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
Subject: | Credit derivatives | Credit default swaps | Sovereign credit risk | Eurozone | Sovereign debt crisis | Depository Trust and Clearing Corporation (DTCC) | Kreditderivat | Credit derivative | Euro area | Kreditrisiko | Credit risk | Schuldenkrise | Debt crisis | Finanzkrise | Financial crisis | Derivat | Derivative | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Öffentliche Schulden | Public debt | Hedging | Risikoprämie | Risk premium | Bankrisiko | Bank risk | Schuldenübernahme | Bailout |
Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
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Series: | Discussion paper. - Frankfurt am Main : Deutsche Bundesbank, ISSN 2941-7503, ZDB-ID 2660941-1. - Vol. no 2018, 26 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-3-95729-479-1 ; 978-3-95729-478-4 |
Other identifiers: | hdl:10419/181439 [Handle] |
Classification: | G01 - Financial Crises ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages ; H63 - Debt; Debt Management |
Source: | ECONIS - Online Catalogue of the ZBW |
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