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When Senior Meets Junior: Information in Credit Default Swap Spreads of Large Banks · Study

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PreprintWhen Senior Meets Junior: Information in Credit Default Swap Spreads of Large Banks

Lars Nordén2010

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Preprintgreen2010

When Senior Meets Junior: Information in Credit Default Swap Spreads of Large Banks

Lars Nordén · Martin Weber

20 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Banking stability, regulation, efficiency Financial Distress and Bankruptcy Prediction

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References

1993Common risk factors in the returns on stocks and bonds 2009Deciphering the Liquidity and Credit Crunch 2007–2008 2010Basel Committee On Banking Supervision 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements 2007Insider trading in credit derivatives☆2009Restoring Financial Stability 1998Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence 2009Back to the basics in banking? A micro-analysis of banking system stability

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2019Market Discipline in Regulationchapter · 12 shared references 2014Credit Default Swaps: A Surveyarticle · 11 shared references 2016Information in CDS spreadsarticle · 11 shared references 2012The determinants of bank CDS spreads: evidence from the financial crisisarticle · 9 shared references 2013Wealth transfer effects between stockholders and bondholdersarticle · 9 shared references 2007Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspectivearticle · 9 shared references

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Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.1561729

openalex_workW2734473142

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