Coping with Credit Risk
| Year of publication: |
2001-10-01
|
|---|---|
| Authors: | Loubergé, Henri ; Schlesinger, Harris |
| Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
| Subject: | Bank | Kapitalmarkt | Ausfallrisiko | Anleihe | Finanzintermediation |
- 1. Introduction
- 2. Risk decomposition
- 3. A model of bank loans
- 4. Welfare effects of structured loans
- 5. Systemic-risk retention by the bank
- 6. Concluding remarks
Persistent link: https://www.econbiz.de/10005843297