Search Results - subject:"credit-linked notes"

Did you mean: subject:"credit-linked note" (3,709 results)

The changing landscape of banking and the challenges it poses for accounting and financial reporting

Landsman, Wayne R.; Peasnell, Ken V. - In: Accounting horizons : a quarterly publication of the … 27 (2013) 4, pp. 757-773

Persistent link: https://www.econbiz.de/10010244059

Market pricing of credit linked notes : the influence of the financial crisis

Walter, Matthias; Häckel, Björn; Rathgeber, Andreas W. - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 42-74

Persistent link: https://www.econbiz.de/10011566251

Napravlenija rasširenija ispolʹzovanija Respublikoj Belarusʹ evroobligacij v kačestve instrumenta zaimstvovanija

Žuk, I. N.; Belkovec, A. M. - In: Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj … (2015) 4, pp. 72-83

Persistent link: https://www.econbiz.de/10011456103

MULTI-FACTOR APPROACH FOR PRICING BASKET CREDIT LINKED NOTES UNDER ISSUER DEFAULT RISK

Wu, Po-Cheng - In: The International Journal of Business and Finance Research 5 (2011) 4, pp. 115-128

This article proposes a multi-factor approach to incorporate issuer default risk into basket credit linked note (BCLN) pricing based on the Gaussian copula. The numerical analysis demonstrates that the issuer default risk increases the fair coupon rate. Contradicting the common belief that a...

Persistent link: https://www.econbiz.de/10011206171

Transformation nicht-gehandelter in handelbare Kreditrisiken

Franke, Günter - In: Funktionsfähigkeit und Stabilität von Finanzmärkten …, (pp. 151-181). 2005

Persistent link: https://www.econbiz.de/10003249937