Teruyoshi Suzuki

Hokkaido Univeristy

1-3 Ainosato 5-3

Kita-ku Sapporo, Hokkaido 002-8501

Japan

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Scholarly Papers (1)

1.

Default Contagion and Systemic Risk in the Presence of Credit Default Swaps

Number of pages: 23 Posted: 01 Feb 2017 Last Revised: 31 Jan 2018
Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
Graduate School of Economics, Hitotsubashi University, Hokkaido Univeristy and Tokyo Metropolitan University
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Abstract:

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credit default swap, default costs, cross-holding, clearing payment, default contagion, systemic risk