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This paper analyzes the risk properties of typical asset-backed securities (ABS), like CDOs or MBS, relying on a model with both macroeconomic and idiosyncratic components. The examined properties include expected loss, loss given default, and macro factor dependencies. Using a two-dimensional...
Persistent link: https://www.econbiz.de/10013158385
This paper analyzes the risk properties of typical asset-backed securities (ABS), like CDOs or MBS, relying on a model with both macroeconomic and idiosyncratic components. The examined properties include expected loss, loss given default, and macro factor dependencies. Using a two-dimensional...
Persistent link: https://www.econbiz.de/10003864303
This paper analyzes the risk properties of typical asset-backed securities (ABS), like CDOs or MBS, relying on a model with both macroeconomic and idiosyncratic components. The examined properties include expected loss, loss given default, and macro factor dependencies. Using a two-dimensional...
Persistent link: https://www.econbiz.de/10003878794
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In dieser Dissertation werden drei Fragestellungen der Corporate Finance empirisch beantwortet. Kapitel 1 untersucht die negativen Auswirkungen auf Investitionen und Unternehmensfinanzierungsaktivitäten im Realsektor, die im Rahmen der Finanzkrise 2007-09 durch den Kollaps von drei führenden...
Persistent link: https://www.econbiz.de/10010514173
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