Essays on Credit Risk: European studies in the context of the global financial crisis

Reference : Essays on Credit Risk: European studies in the context of the global financial crisis


	Document type :	Dissertations and theses : Doctoral thesis
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/21711

Title :	Essays on Credit Risk: European studies in the context of the global financial crisis
Language :	English
Author, co-author :	Bekkour, Lamia [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)]
Publication date :	14-Apr-2015
Institution :	University of Luxembourg, Luxembourg, Luxembourg
Name of the degree :	Docteur en Sciences Financières
Number of pages :	165
Supervisor :	Wolff, Christian
	Lehnert, Thorsten
Member of the jury :	Jin, Xisong
	Hirth, Stefan
	Williams, Jonathan
Keywords :	[en] Credit Default Swap ; Credit risk indicators ; Systemic Risk
Abstract :	[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.
Research centres :	Luxembourg School of Finance
Target :	Researchers ; Professionals ; Students ; General public
Permalink :	http://hdl.handle.net/10993/21711

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