Yichao Zhu Person-Info 

( Ich bin Yichao Zhu)

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Credit Sensitivity & the Across-the-Curve Credit Spread AXIProfessional Risk Managers' International Association

prmia.org
Yichao Zhu, AXI is a measure of the recent cost of wholesale unsecured debt funding for publicly listed U.S. bank holding companies and their commercial banking ...

Credit Sensitivity & the Across-the-Curve Credit Spread AXI - PRMIAprmia.org › Event

prmia.org
Created jointly by Professor Darrell Duffie of Stanford University and Professors Antje Berndt and Yichao Zhu of Australian National University, AXI is a ...

Still Too Big to Fail? | EDHEC Business School

www.edhec.edu
In research with Antje Berndt and Yichao Zhu, we find that the credit spreads of systemically important U.S. banks roughly doubled at a given ...
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