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type_genre:"Article in journal"
~person:"Cummins, John David"
~person:"Scheule, Harald"
~source:"econis"
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Search: subject_exact:"Securitization"
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Securitization
9
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9
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Cummins, John David
Scheule, Harald
Stone, Charles A.
8
Zissu, Anne-Marie
8
Fabozzi, Frank J.
7
Liow, Kim Hiang
7
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Rösch, Daniel
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1
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Journal of financial economics
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
Saved in:
3
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
Saved in:
4
Capital incentives and adequacy for securitizations
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009540499
Saved in:
5
Credit rating impact on CDO evaluation
Rösch, Daniel
;
Scheule, Harald
- In:
Global finance journal
19
(
2009
)
3
,
pp. 235-251
Persistent link: https://www.econbiz.de/10003837176
Saved in:
6
Securitization, insurance, and reinsurance
Cummins, John David
;
Trainar, Philippe
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 463-492
Persistent link: https://www.econbiz.de/10003877565
Saved in:
7
Convergence of insurance and financial markets : hybrid and securitized risk-transfer solutions
Cummins, John David
;
Weiss, Mary A.
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 493-545
Persistent link: https://www.econbiz.de/10003877623
Saved in:
8
Securitization of life insurance assets and liabilities
Cowley, Alex
;
Cummins, John David
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 193-226
Persistent link: https://www.econbiz.de/10002968401
Saved in:
9
The basis risk of catastrophic-loss index securities
Cummins, John David
;
Lalonde, David
;
Phillips, Richard D.
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 77-111
Persistent link: https://www.econbiz.de/10001881133
Saved in:
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