You need to sign in or sign up before continuing.

Finance and Economics Discussion Series: Credit Derivatives in Banking: Useful Tools for Managing Risk by Gregory R. Duffee, Chunsheng Zhou

Finance and Economics Discussion Series: Credit Derivatives in Banking: Useful Tools for Managing Risk

Gregory R. Duffee, Chunsheng Zhou

34 pages missing pub info (view editions)

nonfiction politics
Powered by AI (Beta)
Loading...

Description

We model the effects on banks of the introduction of a market for credit derivatives--in particular, credit default swaps. A bank can use such swaps to temporarily transfer credit risks of their loans to others, reducing the likelihood that defaul...

Read more

Community Reviews

Loading...

Content Warnings

Loading...