Credit default swaps and regulatory capital relief: Evidence from European banks
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DOI: 10.1016/j.frl.2018.02.008
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References listed on IDEAS
- William R. Cline, 2017. "The Right Balance for Banks: Theory and Evidence on Optimal Capital Requirements," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 7212, April.
- Allen, Franklin & Carletti, Elena, 2006.
"Credit risk transfer and contagion,"
Journal of Monetary Economics, Elsevier, vol. 53(1), pages 89-111, January.
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- Jill Cetina, 2015. "More Transparency Needed For Bank Capital Relief Trades," Briefs 15-04, Office of Financial Research, US Department of the Treasury.
Citations
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Cited by:
- Caterina Di Tommaso, 2022. "Securitization and CDS in U.S. bank lending," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1120-1133, January.
- Fiedor, Paweł & Killeen, Neill, 2021.
"Securitisation special purpose entities, bank sponsors and derivatives,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Fiedor, Paweł & Killeen, Neill, 2019. "Securisation special purpose entities, bank sponsors and derivatives," ESRB Working Paper Series 99, European Systemic Risk Board.
- Fiedor, Pawel & Killeen, Neill, 2019. "Securitisation special purpose entities, bank sponsors and derivatives," Research Technical Papers 5/RT/19, Central Bank of Ireland.
- González-Fernández, Marcos & González-Velasco, Carmen, 2020. "An alternative approach to predicting bank credit risk in Europe with Google data," Finance Research Letters, Elsevier, vol. 35(C).
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More about this item
Keywords
Credit default swaps; Regulatory arbitrage; European banks;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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