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Credit Default Swaps and Bank Regulatory Capital* - MaRDI portal

Credit Default Swaps and Bank Regulatory Capital* (Q5048061)

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scientific article; zbMATH DE number 7619108
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English
Credit Default Swaps and Bank Regulatory Capital*
scientific article; zbMATH DE number 7619108

    Statements

    title
    Credit Default Swaps and Bank Regulatory Capital* (English)
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    author
    Chenyu Shan
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    Dragon Yongjun Tang
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    Hong Yan
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    Xing Zhou
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    publication date
    17 November 2022
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    zbMATH Keywords
    credit default swaps
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    CDS
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    capital relief
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    RWA ratio
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    bank risk-taking
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    Identifiers

    zbMATH DE Number
    7619108
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    OpenAlex ID
    W3125032935
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    DOI
    10.1093/ROF/RFAA021
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