Bilan, Andrada; Degryse, Hans; O’Flynn, Kuchulain; … - 2019 - 1st ed. 2019
1. Introduction -- 2. Securitization and Lending -- 3. Interest Rate Risk -- 4. Credit Risk -- 5. Collateral and … dimensions: the amount, the interest rate, the expected credit risk (determining both the probability of default for the loan and …