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Hedging with credit derivatives and its strategic role in banking competition

Pausch, Thilo (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001956337

Risikomanagement mit Makroderivaten auf Basis zeitdiskreter stochastischer Prozesse

Schweimayer, Gerhard - 2003

Persistent link: https://www.econbiz.de/10001766626

Märkte für Kreditrisiken und ihre Auswirkung auf die Intermediationsfunktion von Banken

Pausch, Thilo - 2006

Persistent link: https://www.econbiz.de/10003371974

Endogenous credit derivatives and bank behavior

Pausch, Thilo (contributor) - 2007

Instruments for credit risk transfer arise endogenously from and interact with optimizing behavior of their users. This is particularly true with credit derivatives which are usually OTC contracts between banks as buyers and sellers of credit risk. Recent literature, however, does not account...

Persistent link: https://www.econbiz.de/10003608811

Risikomanagement mit Makroderivaten am internen Markt eines Bankenverbundes

Schweimayer, Gerhard; Wagatha, Matthias - In: Verbundtagung Wirtschaftsinformatik 2000, (pp. 150-176). 2000

Persistent link: https://www.econbiz.de/10001551570

Managing credit risk with credit and macro derivatives

Broll, Udo (contributor); Schweimayer, Gerhard (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001838232

Managing credit risk with credit and macro derivatives

Broll, Udo; Schweimayer, Gerhard; Welzel, Peter - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 360-378

Persistent link: https://www.econbiz.de/10002343850

Discussion of "Managing credit risk with credit and macro derivatives"

Hartmann-Wendels, Thomas - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 379-381

Persistent link: https://www.econbiz.de/10002343855

Endogenous Credit Derivatives and Bank Behavior

Pausch, Thilo - 2016

Persistent link: https://www.econbiz.de/10012989285