Showing 1 - 10 of 15,983
Persistent link: https://www.econbiz.de/10013432822
Persistent link: https://www.econbiz.de/10001744788
Persistent link: https://www.econbiz.de/10013442942
new ways to banks to manage credit risk. In this paper we use a simple microeconomic model to show how a credit option of … hedging the Value at Risk is zero and the bank chooses to over-hedge. …
Persistent link: https://www.econbiz.de/10010291701
Persistent link: https://www.econbiz.de/10008780553
Persistent link: https://www.econbiz.de/10008728272
Persistent link: https://www.econbiz.de/10012642967
Persistent link: https://www.econbiz.de/10004893656
Persistent link: https://www.econbiz.de/10009285115
Persistent link: https://www.econbiz.de/10000625960