The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
Alfred Hamerle, Thilo Liebig and Hans-Jochen Schropp
| Year of publication: |
2013
|
|---|---|
| Authors: | Hamerle, Alfred ; Liebig, Thilo ; Schropp, Hans-Jochen |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 16.2013/2014, 1, p. 3-33
|
| Subject: | Arbitrage | Collateralised debt obligations (CDOs) | Corporate bonds | Financial crisis | Merton models | Systemic risk | Original research | Asset-Backed Securities | Asset-backed securities | Unternehmensanleihe | Corporate bond | Finanzkrise | Kreditrisiko | Credit risk | Kapitalstruktur | Capital structure | Kreditsicherung | Collateral | Derivat | Derivative | Systemrisiko | Kreditderivat | Credit derivative | Verbriefung | Securitization | Anleihe | Bond | Fremdkapital | Debt financing | Portfolio-Management | Portfolio selection | Verbindlichkeiten | Corporate debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2013.267 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262916