Reference : Essays on Credit Risk: European studies in the context of the global financial crisis
Dissertations and theses : Doctoral thesis
Business & economic sciences : Finance
http://hdl.handle.net/10993/21711
Essays on Credit Risk: European studies in the context of the global financial crisis
English
Bekkour, Lamia mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)]
14-Apr-2015
University of Luxembourg, ​Luxembourg, ​​Luxembourg
Docteur en Sciences Financières
165
Wolff, Christian mailto
Lehnert, Thorsten mailto
Jin, Xisong mailto
Hirth, Stefan mailto
Williams, Jonathan mailto
[en] Credit Default Swap ; Credit risk indicators ; Systemic Risk
[en] Given the major role of credit risk in the recent financial crisis, this thesis focuses on analysing different perspectives of credit risk in Europe during the financial crisis. We consider different markets: Credit Default Swap (CDS), options on equities and exchange rates, and finally, the equity markets. We also look at the impact on different entities: corporates, banks and sovereigns however, we focus more on banks.
Luxembourg School of Finance
Researchers ; Professionals ; Students ; General public
http://hdl.handle.net/10993/21711

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