Cost Evaluation of Credit Risk Securitization in the Electricity Industry: Credit Default Acceptance vs. Margining Costs
Year of publication: |
2010-09
|
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Authors: | Madlener, Reinhard ; Bellmann, Enno ; Lang, Joachim |
Institutions: | Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center |
Subject: | Credit risk mitigation | margining | collateralization | risk capital | power plants |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series FCN Working Papers Number 13/2010 37 pages |
Classification: | G12 - Asset Pricing ; G32 - Financing Policy; Capital and Ownership Structure ; L94 - Electric Utilities ; O16 - Financial Markets; Saving and Capital Investment |
Source: |
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Madlener, Reinhard, (2010)
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Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining
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Madlener, Reinhard, (2010)
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Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining
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