A reach for risk : pricing credit and liquidity in ABS
John N. McElravey
| Year of publication: |
2021
|
|---|---|
| Authors: | McElravey, John N. |
| Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 2374-1325, ZDB-ID 2538442-9. - Vol. 26.2021, 4, p. 15-24
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| Subject: | Asset-backed securities (ABS) | credit risk management | financial crises and financial market history | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Finanzmarkt | Financial market | Kreditgeschäft | Bank lending | Portfolio-Management | Portfolio selection | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jsf.2021.26.4.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423082