# kaal:claim:1806252-002

**Claim.** Because hedge funds play a large role in the credit derivatives market and that market recently failed, an increased regulatory emphasis on banks' lending exposure to hedge funds is justified.

**Type.** design  **Support.** argued

**Holds when.**

- credit derivatives market experienced recent failure
- hedge funds are major users of credit default swaps

**Source quote.**

> Because of hedge funds' role in the credit derivatives market, in combination with the market's recent failure, this Article suggests that an increased emphasis on hedge fund lending exposure could be justified.

**From.** Kaal, *Hedge Fund Regulation Via Basel III* (2011), I. INTRODUCTION, page 9

**Cite as.** Kaal, Hedge Fund Regulation Via Basel III (2011). SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1806252

**Verify.** sha256 of source PDF `3343ebfe05a925c3d1a75625c4b351ccff515c50819a48d155804daacf01429d` at https://raw.githubusercontent.com/wulfkaal/Academic-Papers/main/papers/pdf/Kaal%20-%202011%20-%20Hedge%20Fund%20Regulation%20Via%20Basel%20III.pdf

**Topics.** systemic-risk, defi, private-funds

**Keywords.** credit-derivatives, bank-lending-exposure, basel-iii, hedge-fund-regulation

**Related claims.**

- supported_by: https://wulfkaal.github.io/claims/2998097-009
- supported_by: https://wulfkaal.github.io/claims/3405660-012
- supported_by: https://wulfkaal.github.io/claims/2714974-031

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