The impact of different default triggers on CMBS risk evaluation
Year of publication: |
2017
|
---|---|
Authors: | Christopoulos, Andreas D. |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 15.2017, 2, p. 65-91
|
Subject: | CMBS | structural model | reduced form | default risk | credit risk | portfolio management | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Asset-Backed Securities | Asset-backed securities | Risikomanagement | Risk management | Theorie | Theory | Insolvenz | Insolvency | Hypothek | Mortgage |
-
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo, (2024)
-
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo, (2024)
-
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo, (2024)
- More ...
-
Christopoulos, Andreas D., (2008)
-
Christopoulos, Andreas D., (2008)
-
Christopoulos, Andreas D., (2017)
- More ...