Thu Vo

Amherst Securities Group LP

Financial Modeler

5001 Plaza on the Lake

Suite 200

Austin, TX 78730

United States

SCHOLARLY PAPERS

1

DOWNLOADS

481

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (1)

The Transformation of Banking: Tying Loan Interest Rates to Borrowers' CDS Spreads

Journal of Corporate Finance, Forthcoming, Simon School Working Paper No. FR 13-25
Number of pages: 41 Posted: 27 Aug 2013 Last Revised: 08 Dec 2015
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 453 (67,761)
Citation 2

Abstract:

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Market-based pricing, loan spreads, loan covenants, CDS spreads

Tying Loan Interest Rates to Borrowers' CDS Spreads

FEDS Working Paper No. 2014-70
Number of pages: 56 Posted: 31 May 2017
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 28 (528,787)

Abstract:

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Market-based pricing, loan spreads, loan covenants, CDS spreads