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Risikomanagement für Markt-, Kredit- und operative Risiken

Johanning, Lutz (contributor); Rudolph, Bernd (contributor) - 2000

Persistent link: https://www.econbiz.de/10001477955

Die bankaufsichtliche Behandlung von Kreditderivaten im Lichte eines aktiven Kreditportfoliomanagements

Burghof, Hans-Peter; Henke, Sabine; Rudolph, Bernd - In: Kreditrisikomanagement : Portfoliomodelle und Derivate, (pp. 149-177). 2000

Persistent link: https://www.econbiz.de/10001491342

Neue Instrumente im Kreditportfoliomanagement

Rudolph, Bernd - In: Sparkassen-Finanzgruppe - quo vadis?, (pp. 27-41). 2004

Persistent link: https://www.econbiz.de/10002536731

Comparative analysis of alternative credit risk models : an application on German middle market loan portfolios

Kern, Markus; Rudolph, Bernd - 2001

Persistent link: https://www.econbiz.de/10001596254

Comparative analysis of alternative credit risk models : an application on German middle market loan portfolios

Kern, Markus; Rudolph, Bernd - 2001

In recent years new methods and models have been developed to quantify credit risk on a portfolio basis. CreditMetrics (tm), CreditRisk+, CreditPortfolio (tm) are among the best known and many others are similar to them. At first glance they are quite different in their approaches and...

Persistent link: https://www.econbiz.de/10009767689

Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios

Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998

Banks increasingly recognize the need to measure and manage the credit risk of their loans on a portfolio basis. We address the subportfolio "middle market". Due to their specific lending policy for this market segment it is an important task for banks to systematically identify regional and...

Persistent link: https://www.econbiz.de/10009768847

Portfoliosteuerung mit Hilfe von Kreditrisikotransferinstrumenten

Rudolph, Bernd - In: Neue Ansätze der Banksteuerung : Tagungsband zum …, (pp. 3-12). 2008

Persistent link: https://www.econbiz.de/10003742328

Kreditrisikotransfer : Abbau alter gegen den Aufbau neuer Risiken?

Rudolph, Bernd - In: Kredit und Kapital 40 (2007) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003453505

Kreditderivate : Handbuch für die Bank- und Anlagepraxis

Burghof, Hans-Peter (ed.); Rudolph, Bernd (ed.); … - 2015 - 3., überarb. Aufl.

Persistent link: https://www.econbiz.de/10010483023