Collateralized borrowing and default risk
Year of publication: |
[2016]
|
---|---|
Authors: | Lütkebohmert-Holtz, Eva ; Xiao, Yajun |
Published in: |
Advanced modelling in mathematical finance : in honour of Ernst Eberlein. - Cham : Springer Verlag, ISBN 978-3-319-45873-1. - 2016, p. 167-187
|
Subject: | Collateralized borrowing | Funding liquidity | Margin requirements | Structural credit risk models | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Kreditsicherung | Collateral | Insolvenz | Insolvency | Theorie | Theory | Liquiditätsbeschränkung | Liquidity constraint |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
Language: | English |
Other identifiers: | 10.1007/978-3-319-45875-5_7 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Market illiquidity, credit freezes and endogenous funding constraints
Bachmann, Manuel, (2018)
-
Endogenous debt constraints in collateralized economies with default penalties
Martins-da-Rocha, Victor Filipe, (2011)
-
Optimal loan-to-value ratio and the efficiency gains of default
Lin, Li, (2014)
- More ...
-
A multiperiod bank run model for liquidity risk
Liang, Gechun, (2014)
-
Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk
Lütkebohmert-Holtz, Eva, (2017)
-
Wealth management products, banking competition, and stability : evidence from China
Feng, Xu, (2022)
- More ...