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Credit Default Swaps : Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations

Culp, Christopher L.; Van der Merwe, Andria; Stärkle, … - 2018

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as...

Persistent link: https://www.econbiz.de/10012396816

Recovery Risk in Credit Default Swap Premia

Schläfer, Timo - 2011

implements his approach using credit default swap data …

Persistent link: https://www.econbiz.de/10014015311

Credit Default Swaps und Informationsgehalt

Wagner, Eva - 2008

Kredit und Kreditrisiko -- Kreditderivate -- Der Credit Default Swap (CDS) -- Externes Rating, CDS und Informationseffi … Kreditderivate-Marktes ist der Credit Default Swap. Eva Wagner stellt den Informationsgehalt von Credit Default Swap (CDS) dem … anderer etablierter Märkte, auf denen das Kreditrisiko relevant ist, sowie dem des externen Rating gegenüber. Sie zeigt …

Persistent link: https://www.econbiz.de/10013517112

The Principles of Alternative Investments Management : A Study of the Global Market

Sokołowska, Ewelina - 2016

Alternative Investments on Contemporary Financial Market -- Hedge Funds -- Investment Strategies of Hedge Funds -- Funds of Funds -- Managed Futures Investments -- Structured Products -- Private Equity/Venture Capital Investments -- Conclusion -- Bibliography.

Persistent link: https://www.econbiz.de/10014020081

The Credit Risk of Complex Derivatives

Banks, Erik - 2004 - Third Edition

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these...

Persistent link: https://www.econbiz.de/10012106416

Ökonomische Auswirkungen von Schätzfehlern bei der bankinternen Bestimmung von Kreditausfallwahrscheinlichkeiten

Wrede, Irmhild - 2010

Grundlagen -- Auswirkungen der Verwendung verrauschter PD-Schätzungen auf die Höhe des regulatorischen Kapitals gemäß Basel II -- Winner's Curse als mögliche Folge verrauschter PD-Schätzungen -- Auswirkungen einer Verrauschung der PD-Schätzungen auf die Ergebnisse der quantitativen...

Persistent link: https://www.econbiz.de/10014424929

Debitorenrating : Bonität von Geschäftspartnern richtig einschätzen

Becker, Grit S. - 2010

Rating im genossenschaftlichen Handel - von der Kreditversicherung zur ganzheitlichen Kundenbetrachtung -- Bedeutung des Debitorenratings für das Working Capital Management -- System eines Debitorenratings -- Debitorenrating als Basis des Kreditrisikomanagements in Unternehmen -- Aufbau- und...

Persistent link: https://www.econbiz.de/10014425051

Asymmetric Cost Behavior : Implications for the Credit and Financial Risk of a Firm

Reimer, Kristina - 2019

credit default swaps. Thereby she analyses the development of credit default swap market as well as the components of credit …

Persistent link: https://www.econbiz.de/10012395868

Analytical Techniques in the Assessment of Credit Risk : An Overview of Methodologies and Applications

Doumpos, Michalis; Lemonakis, Christos; Niklis, Dimitrios; … - 2019

This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate...

Persistent link: https://www.econbiz.de/10012395963

Final Basel III Modelling : Implementation, Impact and Implications

Akkizidis, Ioannis; Kalyvas, Lampros - 2018

This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised...

Persistent link: https://www.econbiz.de/10012396768