How Much Do Banks Use Credit Derivatives to Hedge Loans?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s10693-008-0046-3.pdf
Reference31 articles.
1. Acharya VV, Johnson TC (2007) Insider trading in credit derivatives. J Financ Econ 84:110–141 doi: 10.1016/j.jfineco.2006.05.003
2. Ashraf D, Altunbas Y, Goddard J (2006) Determinants of the use of credit derivatives by large US banks, unpublished working paper, University of Wales, Bangor, UK
3. Basel Committee on Banking Supervision (2007) Semiannual OTC derivatives statistics (May)
4. Board of Governors of the Federal Reserve System (2002) Line item instruction for consolidated financial statements for bank holding companies—FR Y-9C
5. Cebenoyan AS, Strahan PE (2004) Risk management, capital structure and lending at banks. J Bank Finance 28:19–43 doi: 10.1016/S0378-4266(02)00391-6
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