Credit Derivatives and Their Modification within Basel
| Název česky | Úvěrové deriváty a jejich modifikace v rámci Basel |
|---|---|
| Autoři | |
| Rok publikování | 2011 |
| Druh | Článek ve sborníku |
| Konference | New Economic Challenges |
| Fakulta / Pracoviště MU | |
| Citace | |
| Klíčová slova | Basel II; Basel III; credit derivative; financial crisis |
| Popis | This paper focuses mainly on credit derivatives and on their modification within the regulatory framework Basel II and the new regulatory framework Basel III. Concretely, it is aimed at modification of these instruments especially within capital requirements in mentioned regulatory frameworks. The aim of this paper is to compare these two regulatory frameworks, and to point out imperfections relating to credit derivatives and their modification within Basel II. |