//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"University of Bonn, Germany"
~subject:"securitization"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"default"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
securitization
Basel II
3
Default Risk
3
IRB approach
3
double default
3
granularity adjustment
2
Asset Swap
1
Bailout
1
Bankruptcy Procedures
1
Contingent Claims Pricing
1
Credit Derivatives
1
Credit risk
1
Default Swap
1
Default Swaption
1
Equity-Linked Life Insurance
1
Libor Market Model
1
Liquidation Risk
1
Parisian Options
1
Portfolio Models
1
Self-fulfilling runs
1
Sovereign debt
1
Sovereign default
1
analytic approximation
1
analytical approximation
1
arbitrage
1
counterparty risk
1
default risk
1
endogenous default
1
regulatory capital
1
saddle- point approximation
1
sovereign debt
1
structural credit portfolio models
1
term structure of interest rates
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Ebert, Sebastian
1
Lütkebohmert, Eva
1
Institution
All
University of Bonn, Germany
International Monetary Fund (IMF)
3
C.E.P.R. Discussion Papers
2
Centro Studi di Economia e Finanza (CSEF)
2
Banca d'Italia
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of Philadelphia
1
International Monetary Fund
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Lusk Center for Real Estate, Marshall School of Business
1
School of Management, Yale University
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Bonn Econ Discussion Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Treatment of Double
Default
Effects within the Granularity Adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert, Eva
-
University of Bonn, Germany
-
2009
default
e?ects. It accounts for guarantees and their e?ect of reducing credit risk in the portfolio. Our general GA very well …
Persistent link: https://www.econbiz.de/10004964141
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->