Welzel, Peter; Schweimayer, Gerhard; Broll, Udo - 2003
used to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large com- mercial bank … decisions on the one hand and hedging decisions on the other. We also suggest how bank-specific macro derivatives could be … Makroderivate als Instrumente des Hedging von Kreditrisiko durch eine große Bank zu untersuchen. In einem partialanalytischen Ansatz …