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Credit default swaps and regulatory capital relief
John Thornton
, Caterina Di Tommaso
The Albert Gubay Business School
University of Calabria
Research output
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Article
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peer-review
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Dive into the research topics of 'Credit default swaps and regulatory capital relief'. Together they form a unique fingerprint.
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Keyphrases
Financial Relief
100%
Credit Default Swaps
100%
Regulatory Capital
100%
Regulatory Arbitrage
25%
European Banks
25%
Risk-weighted Assets
25%
Risk-taking
25%
Higher Returns
25%
Capital Requirements
25%
Low Risk
25%
Return on Capital
25%
Economics, Econometrics and Finance
Credit Derivative
100%
Arbitrage
25%
Capital Requirements
25%