Securitization rating performance and agency incentives
Year of publication: |
2011
|
---|---|
Authors: | Rösch, Daniel ; Scheule, Harald |
Published in: |
Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 - 3 November 2010, Banking. - Basel : Bank for International Settlements, ISBN 92-9131-888-4. - 2011, p. 287-314
|
Subject: | Asset-Backed Securities | Asset-backed securities | Verbriefung | Securitization | Prognose | Forecast | Ratingagentur | Rating agency | Hypothek | Mortgage | Notleidender Kredit | Non-performing loan | Finanzkrise | Financial crisis | Welt | World |
-
Securitization Rating Performance and Agency Incentives
Rösch, Daniel, (2011)
-
Securitization Rating Performance and Agency Incentives
Rösch, Daniel, (2011)
-
Securitization rating performance and agency incentives
Rösch, Daniel, (2011)
- More ...
-
Downturn credit portofolio risk regulatory capital and prudential incentives
Rösch, Daniel, (2010)
-
Empirical performance of loss given default prediction models
Bade, Benjamin, (2011)
-
Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin, (2011)
- More ...