Credit Risk Transfer
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Regulation Credit Risk Transfer With Cds And Bank Lending
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Author : Thilo Pausch
language : en
Publisher:
Release Date : 2012
Regulation Credit Risk Transfer With Cds And Bank Lending written by Thilo Pausch and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Credit Risk Transfer
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Author : Basle Committee on Banking Supervision
language : en
Publisher:
Release Date : 2004
Credit Risk Transfer written by Basle Committee on Banking Supervision and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Credit categories.
Innovations In Credit Risk Transfer
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Author : Darrell Duffie
language : en
Publisher:
Release Date : 2008
Innovations In Credit Risk Transfer written by Darrell Duffie and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Credit categories.
Credit Risk Transfer
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Author : Bank for International Settlements
language : en
Publisher:
Release Date : 2003
Credit Risk Transfer written by Bank for International Settlements and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Asset-liability management categories.
Credit Risk Transfer And Bank Insolvency Risk
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Author : Maarten R. C. Van Oordt
language : en
Publisher:
Release Date : 2017
Credit Risk Transfer And Bank Insolvency Risk written by Maarten R. C. Van Oordt and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with Bank failures categories.
'The present paper shows that, everything else equal, some transactions to transfer portfolio credit risk to third-party investors increase the insolvency risk of banks. This is particularly likely if a bank sells the senior tranche and retains a sufficiently large first-loss position. The results do not rely on banks increasing leverage after the risk transfer, nor on banks taking on new risks, although these could aggravate the effect. High leverage and concentrated business models increase the vulnerability to the mechanism. These results are useful for risk managers and banking regulation. The literature on credit risk transfers and information asymmetries generally tends to advocate the retention of 'information-sensitive' first-loss positions. The present study shows that, under certain conditions, such an approach may harm financial stability, and thus calls for further reflection on the structure of securitization transactions and portfolio insurance'--Abstract, p. ii.
Credit Risk Transfer
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Author : Committee on the Global Financial System
language : en
Publisher:
Release Date : 2003
Credit Risk Transfer written by Committee on the Global Financial System and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
Credit Risk Transfer By Eu Banks
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Author :
language : en
Publisher:
Release Date : 2004
Credit Risk Transfer By Eu Banks written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
The Credit Risk Transfer Market And Stability Implications For U K Financial Institutions
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Author : Li L. Ong
language : en
Publisher: International Monetary Fund
Release Date : 2006-06
The Credit Risk Transfer Market And Stability Implications For U K Financial Institutions written by Li L. Ong and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06 with Business & Economics categories.
The increasing ability to trade credit risk in financial markets has facilitated its dispersion across the financial and other sectors. However, specific risks attached to credit risk transfer (CRT) instruments in a market with still-limited liquidity means that its rapid expansion may actually pose problems for financial sector stability in the event of a major negative shock to credit markets. This paper attempts to quantify the exposure of major U.K. financial groups to credit derivatives, by applying a vector autoregression (VAR) model to publicly available market prices. Our results indicate that use of credit derivatives does not pose a substantial threat to financial sector stability in the United Kingdom. Exposures across major financial institutions appear sufficiently diversified to limit the impact of any shock to the market, while major insurance companies are largely exposed to the "safer" senior tranches.
Credit Risk Transfer Statistics
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Author : Committee on the Global Financial System
language : en
Publisher:
Release Date : 2009
Credit Risk Transfer Statistics written by Committee on the Global Financial System and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Instruments Of Credit Risk Transfer
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Author : John Kiff
language : en
Publisher:
Release Date : 2003
Instruments Of Credit Risk Transfer written by John Kiff and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
We review the limited available literature relating to markets for credit risk transfer. These markets help to complete incomplete financial markets for credit risk by facilitating the isolation of credit risk from other risks and extending the opportunities to manage credit risk. Yet, CRT markets give rise to additional risk management problems, and they also create new asymmetric information problems. Pricing for some CRT instruments also remains difficult. We identify the new problems created by CRT markets in terms of their effects on relationships between borrowers and lenders and between lenders and credit protection sellers. We also discuss how different forms of CRT instruments or contracts mitigate the problems to differing degrees. Finally, we identify three channels through which CRT markets may have financial stability implications: Firms' access to finance; monetary-policy-transmission mechanisms; and interactions between markets.