Similar Search Results - EconBiz

Default risk sharing between banks and markets : the contribution of collateralized debt obligations

Franke, Günter (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003025650

Default risk sharing between banks and markets: the contribution of collateralized debt obligations

Franke, Günter; Krahnen, Jan Pieter - In: The risks of financial institutions : [...papers and …, (pp. 603-633). 2006

Persistent link: https://www.econbiz.de/10003445648

Default risk sharing between banks and markets : the contribution of collateralized debt obligations

Franke, Günter (contributor); … - 2005

This paper contributes to the economics of financial institutions risk management by exploring how loan securitization affects their default risk, their systematic risk, and their stock prices. In a typical CDO transaction a bank retains through a first loss piece a very high proportion of the...

Persistent link: https://www.econbiz.de/10003221977

Default risk sharing between banks and markets : the contribution of collateralized debt obligations

Franke, Günter; Krahnen, Jan Pieter - 2005

Persistent link: https://www.econbiz.de/10003206510

Default Risk Sharing between Banks and Markets : The Contribution of Collateralized Debt Obligations

Franke, Günter - 2010

This paper contributes to the economics of financial institutions risk management by exploring how loan securitization affects their default risk, their systematic risk, and their stock prices. In a typical CDO transaction a bank retains through a first loss piece a very high proportion of the...

Persistent link: https://www.econbiz.de/10012761910

Gefahren kurzsichtigen Risikomanagements durch value at risk

Franke, Günter - 2000

Persistent link: https://www.econbiz.de/10001447146

Anforderungen an den Finanzsektor in Zeiten eines beschleunigten "industriellen" Strukturwandels : Plädoyer für integrierte Finanzwertschöpfung

Franke, Günter - In: Industrie und Finanzwirtschaft: Partner im …, (pp. 24-52). 2007

Persistent link: https://www.econbiz.de/10003477964

Idiosyncratic risk, sharing rules and the theory o risk bearing

Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1992

Persistent link: https://www.econbiz.de/10000838714

Idiosyncratic risk, sharing rules and the theory of risk bearing

Franke, Günter - 1992

Persistent link: https://www.econbiz.de/10000839017

Idiosyncratic risk, sharing rules and the theory of risk bearing

Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1993 - Current rev.: December 1992

Persistent link: https://www.econbiz.de/10000855528

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