[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 center :
Luxembourg School of Finance
Disciplines :
Finance
Author, co-author :
Bekkour, Lamia ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Essays on Credit Risk: European studies in the context of the global financial crisis
Defense date :
14 April 2015
Number of pages :
165
Institution :
Unilu - University of Luxembourg, Luxembourg, Luxembourg