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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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  • 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
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