Risk sharing markets and hedging a loan portfolio: a note
| Year of publication: |
2017
|
|---|---|
| Authors: | Broll, Udo ; Guo, Xu ; Welzel, Peter |
| Published in: |
Economics and business review. - Poznań : Poznań Univ. of Economics Press, ISSN 2392-1641, ZDB-ID 2820261-2. - Vol. 3.2017, 4, p. 47-54
|
| Subject: | risk management | credit risk | loan portfolio | derivatives | hedging effectiveness | Hedging | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Derivat | Derivative | Kreditgeschäft | Bank lending | Bankrisiko | Bank risk |
-
Limiting loss distribution of default and prepayment for loan portfolios and its application in RMBS
Xia, Chenxi, (2025)
-
The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S., (2022)
-
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto, (2023)
- More ...
-
The banking firm and risk taking in a two-moment decision model
Broll, Udo, (2015)
-
Managing Credit Risk with Credit and Macro Derivatives
Broll, Udo, (2009)
-
Managing Credit Risk with Credit and Macro Derivatives
Broll, Udo, (2009)
- More ...