Regulatory capital and other regulations on credit derivatives

Credit Derivatives and Structured Credit Trading ◽

10.1002/9781118390412.ch23 ◽

2012 ◽

pp. 413-423

Keyword(s):

Credit Derivatives ◽

Regulatory Capital

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Do Korean Banks Selectively Realize Securities Gains and Losses to Manage Operating Income and Regulatory Capital?

Korean Accounting Review ◽

10.24056/kar.2019.09.004 ◽

2019 ◽

Vol 44 (6) ◽

pp. 89-123

Author(s):

Gun Jae Lee

Keyword(s):

Regulatory Capital ◽

Operating Income ◽

Gains And Losses

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Managing Portfolio Risk with Credit Derivatives

AIMR Conference Proceedings ◽

10.2469/cp.v2005.n1.3458 ◽

2005 ◽

Vol 2005 (1) ◽

pp. 78-84

Author(s):

Marc P. Seidner

Keyword(s):

Credit Derivatives ◽

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Fair Value Accounting and Regulatory Capital Requirements

10.2469/dig.v29.n2.454 ◽

1999 ◽

Vol 29 (2) ◽

pp. 10-11

Author(s):

S. Brooks Marshall

Keyword(s):

Capital Requirements ◽

Regulatory Capital ◽

Fair Value Accounting

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Impact analysis of VaR methodologies on regulatory capital

The Journal of Risk Model Validation ◽

10.21314/jrmv.2007.012 ◽

2007 ◽

Vol 1 (3) ◽

pp. 49-67

Author(s):

Lampros Kalyvas ◽

Athanasios Sfetsos

Keyword(s):

Impact Analysis ◽

Regulatory Capital

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An Overview of Credit Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.1307880 ◽

2009 ◽

Author(s):

Kay Giesecke

Keyword(s):

Credit Derivatives

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Liquidity Provision and Informed Trading in the Credit Derivatives Market

SSRN Electronic Journal ◽

10.2139/ssrn.1530088 ◽

2010 ◽

Author(s):

Tejas Gala ◽

Jiaping Qiu ◽

Fan Yu

Keyword(s):

Credit Derivatives ◽

Informed Trading ◽

Liquidity Provision

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Credit Derivatives, Creditor’s Powers and Bankruptcy Initiation

SSRN Electronic Journal ◽

10.2139/ssrn.1654545 ◽

2010 ◽

Author(s):

Branko LJ. Radulovic

Keyword(s):

Credit Derivatives

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Examining the Validity of Credit Ratings Assigned to Credit Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.1927816 ◽

2011 ◽

Author(s):

Arthur C. Lee ◽

Cheng-Kun Kuo

Keyword(s):

Credit Ratings ◽

Credit Derivatives

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Greece, Contagion, and Credit Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.1915333 ◽

2011 ◽

Author(s):

MSCI Inc.

Keyword(s):

Credit Derivatives

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Redesigning Credit Derivatives to Better Cover Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2050499 ◽

2012 ◽

Author(s):

Darrell Duffie ◽

Mohit Thukral

Keyword(s):

Default Risk ◽

Credit Derivatives ◽

Sovereign Default ◽

Sovereign Default Risk

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