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Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks

Monography Chapter

Derviz Alexis

serial: Financial Aspects of Recent Trends in the Global Economy, p. 38-56 , Eds: Mirdala Rajmund

project(s): GA13-11983S, GA ČR

keywords: collateral, diversification, default

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abstract (eng):

Modeling corporate balance sheet structure and the role of financial intermediaries in systemic risk accumulation in the process of satisfying non-financials' demand for diversified collateral is presented in this article.


bocek: 2012-12-21 16:10