Inflated ratings on pre-crisis CDOs : a deeper look
Year of publication: |
2016
|
---|---|
Authors: | Adelson, Mark |
Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 22.2016, 2, p. 37-47
|
Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Methodenkritik | Methodological criticism |
-
Failure of the saddlepoint method in the presence of double defaults
Lütkebohmert-Holtz, Eva, (2012)
-
Pagnoncelli, Bernardi K., (2016)
-
Credit Bu VaR : asymmetric spread VaR with default
Wong, Max, (2011)
- More ...
-
Commercial mortgage-backed securities
Manzi, James, (2008)
-
Adelson, Mark, (2012)
-
Adelson, Mark, (2012)
- More ...