Search Results

No results found.

(refine search)
SORT BY: PREVIOUS / NEXT
Author:Weithers, Tim 

Journal Article
Credit derivatives, macro risks, and systemic risks

This paper explores some bigger-picture risks associated with credit derivatives. Drawing a distinction between the market's perception of credit and "real credit" as reflected in the formal definition of a credit event, the author examines the well-documented macro drivers of credit generally. ; The author next enumerates frequently cited concerns with credit derivatives: the exceedingly large notional trade in credit default swaps relative to outstanding debt, the increasing involvement of hedge funds in these products, and operational concerns that have surfaced in the past year or ...
Economic Review , Volume 92 , Issue Q4 , Pages 43 - 69

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Keywords

PREVIOUS / NEXT