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Credit risk transfer and contagion

Authors :
Allen, Franklin
Carletti, Elena
Source :
Journal of Monetary Economics. Jan, 2006, Vol. 53 Issue 1, p89, 23 p.
Publication Year :
2006

Abstract

Benefits of credit risk shift during equal liquidity demand in banks are analyzed using a model with insurance and banking sectors. Factors leading to contagion between both the sectors are discussed.

Details

Language :
English
ISSN :
03043932
Volume :
53
Issue :
1
Database :
Gale General OneFile
Journal :
Journal of Monetary Economics
Publication Type :
Academic Journal
Accession number :
edsgcl.152775939