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LTCM Crisis: US Banks by Sarvesh Raj Mehta is a document available to read on EtoBox.

What is LTCM Crisis: US Banks about?

This document is a thesis by Sarvesh Mehta examining the impact of the near collapse of hedge fund Long Term Capital Management (LTCM) in 1998 on US banks. It analyzes the possibility of contagion during the bailout period revealed by significant negative stock returns of US banks that were not invested in LTCM. It also looks at the effect on systemic risk given the crisis

Author

Sarvesh Raj Mehta

Language

EN