Price discovery of credit spreads for Japanese mega-banks :
subordinated bond and CDS /
Naohiko Baba and Masakazu Inada

Description

Main Author

Baba, Naohiko

Related Names

Inada, Masakazu
Nihon Ginkō. Kinʼyū Kenkyūjo

Language(s)

English

Published

Tokyo : Institute for Monetary and Economic Studies, Bank of Japan, [2007]

Subjects

Banks and banking > Banks and banking / Japan
Swaps (Finance) > Swaps (Finance) / Japan
Default (Finance) > Default (Finance) / Japan
Credit derivatives > Credit derivatives / Prices > Credit derivatives / Prices / Japan
Bonds > Bonds / Prices > Bonds / Prices / Japan

Physical Description

30 p. : ill. ; 30 cm

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