Are credit enhancements risk-sensitive? : a new technique for evaluating structured finance ratings performance
Year of publication: |
2009
|
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Authors: | Hansen, Martin ; Demir, Ebru |
Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 15.2009, 4, p. 58-66
|
Subject: | Strukturiertes Produkt | Structured product | Kreditsicherung | Collateral | Bewertung | Evaluation |
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