9781523313013 - the influence of systemic importance indicators on banks' credit default swap spreads di u.s. department of treasury (7 risultati)
Influence of Systemic Importance Indicators on Banks' Credit Default Swap Spreads
U.s. Department of Treasury (COR); Penny Hill Press Inc (COR)
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Influence of Systemic Importance Indicators on Banks' Credit Default Swap Spreads
U.s. Department of Treasury (COR); Penny Hill Press Inc (COR)
- Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
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Influence of Systemic Importance Indicators on Banks' Credit Default Swap Spreads
U.s. Department of Treasury (COR); Penny Hill Press Inc (COR)
- Brossura
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Influence of Systemic Importance Indicators on Banks' Credit Default Swap Spreads
U.s. Department of Treasury (COR); Penny Hill Press Inc (COR)
- Brossura
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Da: California Books, Miami, FL, U.S.A.California Books
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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Paperback. Condizione: new. Paperback. This book examines the relationship between banks' observed credit default swap (CDS) spreads and possible measures of systemic importance. We use five-year CDS spreads from Markit with an international sample of 71 banks to investigate whether market participants are giving them a discount… on borrowing costs based on the expectation that governments would consider them "too big to fail." We find a consistent, statistically significant negative relationship between five-year CDS spreads and nine different systemic importance indicators using a generalized least squares (GLS) model. The book finds that banks perceived as too big to fail have CDS spreads 44 to 80 basis points lower than other banks, depending on the asset-size threshold and controls used. Additionally, the study suggests market participants pay more attention to asset size than to a more complex measure, such as designation as a globally systemically important bank (G-SIB), that includes additional factors, such as substitutability and interconnectedness. Lastly, the model suggests that asset size acts as a threshold effect, rather than a continuous effect with the best fitting models using asset-size thresholds of $50 billion to $150 billion. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
