Coping with Credit Risk

This paper shows how financial contracts might be redesigned to allow for banks to manage the idiosyncratic component for their own accounts.

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

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