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type_genre:"Article in journal"
~person:"Scheule, Harald"
~person:"Zissu, Anne-Marie"
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Search: subject_exact:"Securitization"
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Scheule, Harald
Zissu, Anne-Marie
Stone, Charles A.
8
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7
Liow, Kim Hiang
7
Kara, Alper
6
Rösch, Daniel
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Journal of banking & finance
3
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2
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2
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ECONIS (ZBW)
13
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
Saved in:
3
New findings on older people's life expectancies confirm Gompertz Law : the impact on the value of securitized life settlements
Gavrilov, Leonid A.
;
Gavrilova, Natalia S.
;
Stone, …
- In:
The journal of structured finance
20
(
2014/15
)
2
,
pp. 66-73
Persistent link: https://www.econbiz.de/10010405038
Saved in:
4
An innovative form of credit enhancement for securitized reverse mortgages : finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal of risk finance : the convergence of financial …
14
(
2013
)
4
,
pp. 414-431
Persistent link: https://www.econbiz.de/10009788823
Saved in:
5
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
Saved in:
6
The effect of probabilistic and stochastic valuations versus a deterministic valuation of securitized senior life settlements on the level of liquidity facility
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
18
(
2012
)
1
,
pp. 137-143
Persistent link: https://www.econbiz.de/10009553630
Saved in:
7
Capital incentives and adequacy for securitizations
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009540499
Saved in:
8
Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne-Marie
;
Ortiz, Carlos
;
Stone, Charles A.
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
4
,
pp. 377-400
Persistent link: https://www.econbiz.de/10008656310
Saved in:
9
Securitization of financial asset/liability products with longevity risk
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal / The Capco Institute : journal of financial …
30
(
2010
),
pp. 89-91
Persistent link: https://www.econbiz.de/10008938816
Saved in:
10
Credit rating impact on CDO evaluation
Rösch, Daniel
;
Scheule, Harald
- In:
Global finance journal
19
(
2009
)
3
,
pp. 235-251
Persistent link: https://www.econbiz.de/10003837176
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