Fair value and volatility in the cases of assets securitization, derivative hedging and loan loss provisioning
Lan Sun (UNE Business School, University of New England Australia, Armidale, Australia)
| Year of publication: |
October 2015
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| Authors: | Sun, Lan |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 5.2015, 5, p. 670-682
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| Subject: | Fair Value | Volatility | Assets Securitization | Derivative Hedging | Loan Loss Provisioning | Derivat | Derivative | Volatilität | Hedging | Verbriefung | Securitization | Fair-Value-Bilanzierung | Fair value accounting | IFRS | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Theorie | Theory | Asset-Backed Securities | Asset-backed securities |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2015.55078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439518