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Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios

Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998

through diversification. In recent years, the development of markets for credit securitization and credit derivatives has … are quite severe. A potential successful application of credit securitization and credit derivatives for managing credit …

Persistent link: https://www.econbiz.de/10009768847

Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios

Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998

Persistent link: https://www.econbiz.de/10000673513

Volatility dependent structured products

Dyachenko, Artem; Farkas, Walter; Rieger, Marc Oliver - In: The journal of investing : JOI 30 (2021) 2, pp. 53-60

Persistent link: https://www.econbiz.de/10012423040

Bank capital structure and financial innovation : antagonists or two sides of the same coin?

Sasso, Lorenzo - In: Journal of financial regulation 2 (2016) 2, pp. 225-263

Persistent link: https://www.econbiz.de/10011731784

Loan securitisation and accounting measurement methods in banks

Ryu, Sang-Lyul; Won, Jayoun - In: International journal of economic policy in emerging … 13 (2020) 4, pp. 312-326

Persistent link: https://www.econbiz.de/10012507990

Securitization of assets with payment delay risk : a financial innovation in the real estate market

Ma, Chao; Zhang, Hao; Zhao, Hongbiao - In: The journal of futures markets 43 (2023) 4, pp. 480-515

Persistent link: https://www.econbiz.de/10014293126

Combination notes : market segmentation and equity transfer

Schaber, Albert - 2008 - This version: December 2008

This paper empirically analyzes a particular type of notes observed in securitization transactions: combination notes …. Combination notes are formed by combining parts of two or more tranches of securitization transactions, where one part usually …

Persistent link: https://www.econbiz.de/10010442168

Asset-backed securitization, collateralized loan obligations and credit derivatives

Ward, Warrick; Wolfe, Simon - In: Handbook of international banking, (pp. 60-101). 2003

Persistent link: https://www.econbiz.de/10001741121

Synthetic securitisation and structured portfolio credit derivatives

Hawkins, Paul - In: Credit derivatives : the definitive guide, (pp. 169-192). 2004

Persistent link: https://www.econbiz.de/10002798909

Consistent Valuation of Bespoke CDO Tranches

Li, Yadong - 2010

This paper describes a consistent and arbitrage-free pricing methodology for bespoke CDO tranches. The proposed method is a multi-factor extension to the (Li 2009) model, and it is free of the known flaws in the current standard pricing method of base correlation mapping. This method assigns a...

Persistent link: https://www.econbiz.de/10013146344