CDS pricing under Basel III: capital relief and default protection
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-10 (All new papers)
- NEP-BAN-2012-12-10 (Banking)
- NEP-CBA-2012-12-10 (Central Banking)
- NEP-FMK-2012-12-10 (Financial Markets)
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