Publication details

Credit Derivatives and Their Modification within Basel

Authors

KAJUROVÁ Veronika

Year of publication 2011
Type Article in Proceedings
Conference New Economic Challenges
MU Faculty or unit

Faculty of Economics and Administration

Citation
Keywords Basel II; Basel III; credit derivative; financial crisis
Description This paper focuses mainly on credit derivatives and on their modification within the regulatory framework Basel II and the new regulatory framework Basel III. Concretely, it is aimed at modification of these instruments especially within capital requirements in mentioned regulatory frameworks. The aim of this paper is to compare these two regulatory frameworks, and to point out imperfections relating to credit derivatives and their modification within Basel II.

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