Do CDS spread determinants affect the probability of default? : a study on the EU banks
Alessandra Ortolano, Eliana Angelini
| Year of publication: |
2020
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|---|---|
| Authors: | Ortolano, Alessandra ; Angelini, Eliana |
| Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 51.2020, 1, p. 1-31
|
| Subject: | probability of default | banks | structural models | CDS spread | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Zinsstruktur | Yield curve | Bank | Basler Akkord | Basel Accord | Schätzung | Estimation | Kreditversicherung | Credit insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503314