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Produkte der Kreditrisikosteuerung: CDS und Index-Produkte

Posch, Peter N. - In: Handbuch Treasury : ganzheitliche Risikosteuerung in …, (pp. 169-185). 2011

Persistent link: https://www.econbiz.de/10009311459

Managing and trading sovereign risk using credit derivatives and government markets

Pollege, Samuel; Posch, Peter N. - In: Journal of risk finance : the convergence of financial … 14 (2013) 5, pp. 453-467

Persistent link: https://www.econbiz.de/10010209178

The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper

Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014

The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...

Persistent link: https://www.econbiz.de/10010486036

Wrong-way-risk in tails

Müller, Janis; Posch, Peter N. - In: The journal of asset management 19 (2018) 4, pp. 205-215

Persistent link: https://www.econbiz.de/10011891164

Does central clearing benefit risky dealers?

Mayordomo, Sergio; Posch, Peter N. - In: Journal of international financial markets, … 42 (2016), pp. 91-100

Persistent link: https://www.econbiz.de/10011673419