The Impacts of Credit Derivatives on Bank Portfolio Performance: An Empirical Analysis
Following the 2007-2009 financial crisis, the debates on the effects of credit derivatives has become more widely and fierce. The key objective of this dissertation is to understand how credit derivatives can affect portfolio performance of banks, and empirically examine whether credit derivatives c...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/26102/ |