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  • Search: subject:"Credit enhancement"
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Year of publication
Subject
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conditional loss distribution 2 credit enhancement 2 credit enhancement products 2 moral hazard 2 optimal retention 2 securitization 2 tranching 2 Agency theory 1 Asset-Backed Securities 1 Asset-backed securities 1 Ausfallkorrelation 1 Ausfallrisiko 1 Ausfallrisiko , Ausfallkorrelation , Binomial Expansion Technique , Credit Enhancement , Diversity Score , Excess Spread , Expected Loss , Rating Arbitrage , Target Rating , Waterfall , Weighted Average Rating 1 Binomial Expansion Technique 1 Collateral 1 Credit Enhancement 1 Credit Enhancement Scheme 1 Credit risk 1 Demand for infrastructure investment 1 Diversity Score 1 Excess Spread 1 Expected Loss 1 G-20 1 India 1 Infrastructure finance 1 Kreditrisiko 1 Kreditsicherung 1 Moral Hazard 1 Moral hazard 1 Prinzipal-Agent-Theorie 1 Rating Arbitrage 1 Securitization 1 Sovereign risk rating 1 Target Rating 1 Theorie 1 Theory 1 Verbriefung 1 Waterfall 1 Weighted Average Rating 1 adb 1
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Online availability
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Free 7
Type of publication
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Book / Working Paper 5 Article 2
Type of publication (narrower categories)
All
Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
All
Undetermined 3 German 2 English 2
Author
All
Dionne, Georges 2 Heidorn, Thomas 2 König, Lars 2 Malekan, Sara 2 Gupta, Manish 1 Mukherjee, Sacchidananda 1 Sengupta, Ramprasad 1
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Institution
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Asian Development Bank 2 Asian Development Bank (ADB) 2 Frankfurt School of Finance and Management 1
Published in...
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ADB Reports 2 Arbeitsberichte der Hochschule für Bankwirtschaft 1 Frankfurt School - Working Paper Series 1 Risks 1 Risks : open access journal 1 Working Papers 1
Source
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RePEc 4 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 7 of 7
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Optimal form of retention for securitized loans under moral hazard
Dionne, Georges; Malekan, Sara - In: Risks 5 (2017) 4, pp. 1-13
and the lender is the agent. Our model considers structured asset-backed securitization with a credit enhancement …
Persistent link: https://www.econbiz.de/10011996550
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Cover Image
Optimal form of retention for securitized loans under moral hazard
Dionne, Georges; Malekan, Sara - In: Risks : open access journal 5 (2017) 4, pp. 1-13
and the lender is the agent. Our model considers structured asset-backed securitization with a credit enhancement …
Persistent link: https://www.econbiz.de/10011783323
Saved in:
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Financing for Infrastructure Investment in G-20 Countries.
Sengupta, Ramprasad; Mukherjee, Sacchidananda; Gupta, Manish - 2015
scheme of credit enhancement could be scaled up at the G-20 level for mobilizing finance from sources which were earlier … mismatch, and given the constraints of traditional sources of infrastructure finance in India, this paper suggests credit … enhancement scheme (CES) as an alternative framework for mobilizing long-term infrastructure finance. It suggests for scaling up …
Persistent link: https://www.econbiz.de/10011167029
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Strengthening Capacity of Developing Member Countries for Managing Credit Enhancement Products (Phase 2)
Asian Development Bank; Asian Development Bank (ADB) - 2012
Asian Development Bank (ADB) with credit enhancement products (CEPs), including guarantees, available from ADB, export …
Persistent link: https://www.econbiz.de/10010798485
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Strengthening Capacity of Developing Member Countries for Managing Credit Enhancement Products
Asian Development Bank; Asian Development Bank (ADB) - 2012
Asian Development Bank (ADB) with credit enhancement products (CEPs), including guarantees, available from ADB, export …
Persistent link: https://www.econbiz.de/10010781692
Saved in:
Cover Image
Investitionen in Collateralized Debt Obligations
Heidorn, Thomas; König, Lars - 2003
The paper deals with the evaluation of Collateralized Debt Obligations for investment purposes. CDOs are classified in the asset backed environment. Its specific risks (market, timing, recovery, agency) are discussed. To understand the portfolio aspect, the concept of the diversity score is...
Persistent link: https://www.econbiz.de/10010298883
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Cover Image
Investitionen in Collateralized Debt Obligations
Heidorn, Thomas; König, Lars - Frankfurt School of Finance and Management - 2003
The paper deals with the evaluation of Collateralized Debt Obligations for investment purposes. CDOs are classified in the asset backed environment. Its specific risks (market, timing, recovery, agency) are discussed. To understand the portfolio aspect, the concept of the diversity score is...
Persistent link: https://www.econbiz.de/10005027050
Saved in:
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