The Impacts of Credit Derivatives on Bank Portfolio Performance: An Empirical Analysis

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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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Bibliographic Details
Main Author:	Ma, Xiaosu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/26102/

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