Stressed to the core : counterparty concentrations and systemic losses in CDS markets
Jill Cetina, Mark Paddrik, Sriram Rajan
| Year of publication: |
2018
|
|---|---|
| Authors: | Cetina, Jill ; Paddrik, Mark ; Rajan, Sriram |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 35.2018, p. 38-52
|
| Subject: | Contagion | Counterparty exposure | Credit default swaps | Financial networks | Stress testing | Systemic risk | Kreditderivat | Credit derivative | Systemrisiko | Kreditrisiko | Credit risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Stresstest | Stress test | Derivat | Derivative | Risikomanagement | Risk management | Kreditversicherung | Credit insurance | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2016.10.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156834