Blar i Publikasjoner fra CRIStin - BI på tidsskrift "The Review of Financial Studies"
Viser treff 1-1 av 1
-
Safe Haven CDS Premiums
(Journal article; Peer reviewed, 2018)Credit default swaps can be used to lower the capital requirements of dealer banks entering into uncollateralized derivatives positions with sovereigns. We show in a model that the regulatory incentive to obtain capital ...