Brunnermeier, Markus Konrad; Clerc, Laurent; El Omari, Yanis - 2013
, but are part of broader developments in the EU financial system. This Occasional Paper aims to provide a comprehensive …: Structural analysis of the EU CDS market: description of the market structure, key segments, concentration and evolution over … credit events on the EU banking system and their potential spillovers. Domino effects in the CDS market: estimation of …