The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
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References listed on IDEAS
- Marco Stringa & Allan Monks, 2007. "Inter-industry contagion between UK life insurers and UK banks: an event study," Bank of England working papers 325, Bank of England.
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- 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.
- 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.
More about this item
KeywordsCapital markets; Financial stability; United Kingdom; CDO; CDS; credit derivatives; credit risk transfer; structured credit products; credit risk; hedge; financial institutions; risk transfer; General Financial Markets: Government Policy and Regulation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
- NEP-BAN-2006-08-05 (Banking)
- NEP-FMK-2006-08-05 (Financial Markets)
- NEP-RMG-2006-08-05 (Risk Management)
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