JOURNAL ARTICLE
Credit Default Swaps and Credit Risk Reallocation
Dorian HenricotThibaut Piquard
Year: 2021 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Credit derivative Credit default swap iTraxx Credit risk Business Credit default swap index Credit valuation adjustment Financial system Synthetic CDO Actuarial science Credit reference
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3
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
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Citation History
Topics
Credit Risk and Financial Regulations
Social Sciences → Economics, Econometrics and Finance → Finance
Banking stability, regulation, efficiency
Social Sciences → Economics, Econometrics and Finance → Finance
Financial Distress and Bankruptcy Prediction
Social Sciences → Business, Management and Accounting → Accounting
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