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@inproceedings{958961, author = {Kajurová, Veronika}, address = {Brno}, booktitle = {New Economic Challenges}, keywords = {Basel II; Basel III; credit derivative; financial crisis}, location = {Brno}, isbn = {978-80-210-5674-9}, publisher = {Masaryk University}, title = {Credit Derivatives and Their Modification within Basel}, year = {2011} }
TY - JOUR ID - 958961 AU - Kajurová, Veronika PY - 2011 TI - Credit Derivatives and Their Modification within Basel PB - Masaryk University CY - Brno SN - 9788021056749 KW - Basel II KW - Basel III KW - credit derivative KW - financial crisis N2 - 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. ER -
KAJUROVÁ, Veronika. Credit Derivatives and Their Modification within Basel. In \textit{New Economic Challenges}. Brno: Masaryk University, 2011, 7 s. ISBN~978-80-210-5674-9.
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