Similar Search Results

Risikomanagement mit Kreditoptionen

Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001727222

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001693182

Credit risk and credit derivatives in banking

Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001693183

Value at risk and bank equity

Broll, Udo; Wahl, Jack E. - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 2, pp. 129-135

Persistent link: https://www.econbiz.de/10001740775

A note on hedging a loan porfolio

Broll, Udo (contributor); Welzel, Peter (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001807907

Managing credit risk with credit and macro derivatives

Broll, Udo (contributor); Schweimayer, Gerhard (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001838232

Risk sharing markets and international trade

Broll, Udo - In: Jahrbücher für Nationalökonomie und Statistik (1992), pp. 64-71

Persistent link: https://www.econbiz.de/10001128853

Export production and money market hedge

Broll, Udo - In: Jahrbücher für Nationalökonomie und Statistik (1995), pp. 420-424

Persistent link: https://www.econbiz.de/10001182231

Foreign investment, political risk and insurance

Broll, Udo - In: Jahrbücher für Nationalökonomie und Statistik (1993), pp. 324-330

Persistent link: https://www.econbiz.de/10001142180

A Note on Hedging a Loan Portfolio

Welzel, Peter; Broll, Udo - 2003

In the framework of the industrial economics approach to banking we extend the analysis of hedging against default on loans to the case of two types of credit risk. Standard results on the optimal hedge volume and the hedging effectivity from the single?risk case are shown to carry over to the...

Persistent link: https://www.econbiz.de/10010263007