capital value from the resale of the asset. We propose a financial product to hedge residual value risk. Furthermore, we …

capital value from resale of the asset. We propose a model to hedge residual value risk using the Gaussian copula methodology …. After discussing residual value risk and credit risk modelization, a new derivative product is introduced and analyzed; the …

establishing of periodic rental payments, two types of risks were identified: the credit risk and the residual value risk. The …

residual value risk is approached through a resampling technique to provide one of the first empirical analysis on residual … related to residual value risk stemming from the Basel II Accord. As the greatest part of recovery risk is diversifiable, our …