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How Much Do Banks Use Credit Derivatives to Hedge Loans? Author info | Abstract | Publisher info | Download info | Related research | Statistics Bernadette Minton
René Stulz ()
Rohan Williamson
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Article provided by Springer in its journal Journal of Financial Services Research .
Volume (Year): 35 (2009)
Issue (Month): 1 (February)
Pages: 1-31
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Handle: RePEc:kap:jfsres:v:35:y:2009:i:1:p:1-31Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=102934
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Credit derivatives ; Hedge ; Loans ; Banks ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Sandeep Dahiya & Manju Puri & Anthony Saunders, 2003.
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Journal of Business ,
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Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine, 1997.
" Why Firms Use Currency Derivatives ,"
Journal of Finance ,
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Marsh , Ian W, 2006.
"The effect of lenders’ credit risk transfer activities on borrowing firms’ equity returns ,"
Research Discussion Papers
31/2006, Bank of Finland.
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Douglas W. Diamond & Raghuram G. Rajan, 2000.
"A Theory of Bank Capital ,"
Journal of Finance ,
American Finance Association, vol. 55(6), pages 2431-2465, December.
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Other versions: Smith, Clifford W. & Stulz, Ren? M., 1985.
"The Determinants of Firms' Hedging Policies ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 20(04), pages 391-405, December.
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John R. Graham & Daniel A. Rogers, 2002.
"Do Firms Hedge in Response to Tax Incentives? ,"
Journal of Finance ,
American Finance Association, vol. 57(2), pages 815-839, 04.
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Gorton, Gary B. & Pennacchi, George G., 1995.
"Banks and loan sales Marketing nonmarketable assets ,"
Journal of Monetary Economics ,
Elsevier, vol. 35(3), pages 389-411, June.
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Diamond, Douglas W, 1984.
"Financial Intermediation and Delegated Monitoring ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 51(3), pages 393-414, July.
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Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W, 1993.
" On the Determinants of Corporate Hedging ,"
Journal of Finance ,
American Finance Association, vol. 48(1), pages 267-84, March.
[Downloadable!] (restricted)
Günter Franke & Jan Pieter Krahnen, 2005.
"Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations ,"
CFS Working Paper Series
2005/06, Center for Financial Studies.
[Downloadable!]
Other versions:
Guenter Franke & Jan Pieter Krahnen, 2005.
"Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations ,"
NBER Working Papers
11741, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Günter Franke & Jan Pieter Krahnen, 2005.
"Default risk sharing between banks and markets: the contribution of collateralized debt obligations ,"
CoFE Discussion Paper
05-04, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!] Gunter Franke & Jan Pieter Krahnen, 2007.
"Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations ,"
NBER Chapters ,
in: The Risks of Financial Institutions, pages 603-634
National Bureau of Economic Research, Inc.
[Downloadable!] Fama, Eugene F., 1985.
"What's different about banks? ,"
Journal of Monetary Economics ,
Elsevier, vol. 15(1), pages 29-39, January.
[Downloadable!] (restricted)
Duffee, Gregory R. & Zhou, Chunsheng, 2001.
"Credit derivatives in banking: Useful tools for managing risk? ,"
Journal of Monetary Economics ,
Elsevier, vol. 48(1), pages 25-54, August.
[Downloadable!] (restricted)
Mian, Shehzad L., 1996.
"Evidence on Corporate Hedging Policy ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 31(03), pages 419-439, September.
[Downloadable!]
Catherine Schrand & Haluk Unal, 1998.
"Hedging and Coordinated Risk Management: Evidence from Thrift Conversions ,"
Journal of Finance ,
American Finance Association, vol. 53(3), pages 979-1013, 06.
[Downloadable!] (restricted)
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
René M. Stulz, 2009.
"Credit Default Swaps and the Credit Crisis ,"
NBER Working Papers
15384, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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