OFR Working Paper Shows Impact of Credit Default Swap Stress across the Banking System

Stacey Schreft

No 16-02, The OFR Blog from Office of Financial Research, US Department of the Treasury

Abstract: An OFR working paper published today uses data about the credit default swap (CDS) market to evaluate the impact on banks from default of their largest counterparties.

Date: 2016-03-08
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Persistent link: https://EconPapers.repec.org/RePEc:ofr:ofrblg:16-02

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