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Bank Insolvency Risk and the Market for Large Certificates of Deposit

✍ Scribed by Timothy H. Hannan and Gerald A. Hanweck


Book ID
121225351
Publisher
John Wiley and Sons
Year
1988
Tongue
English
Weight
214 KB
Volume
20
Category
Article
ISSN
0022-2879

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Credit risk and bank margins in structur
✍ Rainer Baule; Oliver Entrop; Marco Wilkens πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 469 KB

## Abstract This study analyzes bank margins in the German secondary market for exchange‐traded structured financial products, with particular emphasis on the influence of banks' credit risk. A structural model allowing for the incorporation of correlation effects between market and credit risk is