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Asset encumbrance and bank risk : theory and first evidence from public disclosures in Europe
Banal-EstaƱol, Albert, (2021)
Secured loans and risky assets in a monetary economy
Chu, Yuchi, (2024)
The pricing puzzle : the default term structure of collateralised loan obligations
Jobst, Andreas A., (2002)
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios
Jobst, Norbert, (2001)
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities
Tracking bond indices in an integrated market and credit risk environment
Jobst, Norbert, (2003)