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~isPartOf:"International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series"
~source:"als-doc"
~subject:"Kreditrisiko"
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Search: ("Bank" OR "Bankenaufsicht" OR "Finanzmarkt" OR "Finanzmarktkrise") AND NOT isPartOf:Wirtschaftsdienst
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Kreditrisiko
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?
Aunon-Nerin, Daniel
;
Cossin, Didier
;
Hricko, Tomas
; …
-
2002
C o r p BH P Figure 1. Number of transactions of top 10 corporate underlyings (Excluding Korean Development
Bank
). The …
Persistent link: https://www.econbiz.de/10005843402
Saved in:
2
Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling
Westphalen, Michael
-
2002
nature of the market for
bank
loans entails that the defaulted sovereign will get access to new credits fairly easily, making …
Persistent link: https://www.econbiz.de/10005843306
Saved in:
3
Interactions between Market and Credit Risk: Modeling the Joint Dynamics of Default-free and Defaultable Bond Term Structures
Walder, Roger
-
2002
This paper develops a model and estimate simultaneously the joint dynamics of default-free and defaultable bond term structures.
Persistent link: https://www.econbiz.de/10005843342
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