measures

Firm-specific risk-neutral distributions with options and CDS

ESRB report on the financial stability implications of Covid-19 support measures to protect the real economy

Ladies and gentlemen, thank you for joining today’s conference call. The report we present today is novel in two respects: First, the report benefited from the unique data collection on covid-19 related support measures under Recommendation ESRB/2020/8 issued by the European Systemic Risk Board (ESRB) in May 2020. This support has a total nominal value … Read more