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~subject:"Asset-Backed Securities"
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Asset-Backed Securities
Basel Accord
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Basler Akkord
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Securitization
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Asset-backed securities
4
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Asset-backed security
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Basel II and III
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Hypothek
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Konjunktur
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Mortgage-backed security
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Portfolio selection
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2001-2009
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Asset-liability management
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Lützenkirchen, Kristina
2
Rösch, Daniel
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Scheule, Harald
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Lützenkirchen, Kristina Alexandra
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European journal of operational research : EJOR
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Journal of banking & finance
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ECONIS (ZBW)
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Adequacy of capital requirements for securitizations : financial engineering of regulatory approaches, cyclicality, systematic risk and rating standards
Lützenkirchen, Kristina Alexandra
-
2014
Persistent link: https://www.econbiz.de/10010481384
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
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