Does BRRD mitigate the bank-to-sovereign risk channel?
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DOI: 10.1371/journal.pone.0292040
Abstract: We investigate the effectiveness of the Bank Recovery and Resolution Directive (BRRD) in mitigating the transmission of credit risk from banks to their sovereign, using CDS spreads to capture bank and sovereign credit risk for… read more here.
Keywords: brrd; risk; sovereign risk; bank sovereign ... See more keywords