Credit Derivatives, Insurance Companies and Liquidity Black Holes

The Geneva Papers on Risk and Insurance (2004) 29, 300–312. doi:10.1111/j.1468-0440.2004.00289.x

Avinash Persaud^1,*

¹Professor and Investment Director GAM (U.K.) Ltd, London.

^*A version of this paper was first presented at a Gresham Lecture in autumn 2002.

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