Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor
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More about this item
KeywordsContingent claims analysis; Implicit guarantees; Risky guarantors; Too-big-to-fail.;
All these keywords.
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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