The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
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Cited by:
- Ms. Srobona Mitra & Mrs. Elena H Duggar, 2007. "External Linkages and Contagion Risk in Irish Banks," IMF Working Papers 2007/044, International Monetary Fund.
- Calice, Giovanni & Ioannidis, Christos, 2012. "An empirical analysis of the impact of the credit default swap index market on large complex financial institutions," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 117-130.
- Bengtsson, E., 2013. "Fund Management and Systemic Risk - Lessons from the Global Financial Crisis," CITYPERC Working Paper Series 2013-06, Department of International Politics, City University London.
- Mr. Jorge A Chan-Lau & Ms. Srobona Mitra & Ms. Li L Ong, 2007. "Contagion Risk in the International Banking System and Implications for London As a Global Financial Center," IMF Working Papers 2007/074, International Monetary Fund.
- Morkötter, Stefan & Westerfeld, Simone, 2009. "Rating model arbitrage in CDO markets: An empirical analysis," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 21-33, March.
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WP; credit derivative; market; CRT market;All these keywords.
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