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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

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

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

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

Land and Credit : Mortgages in the Medieval and Early Modern European Countryside

Briggs, Chris (ed.); Zuijderduijn, Jaco (ed.) - 2018

1. Introduction: mortgages and annuities in historical perspective -- 2. Mortgages and the English peasantry c.1250-c.1350 -- 3. Mortgages raised by rural English copyhold tenants 1605-1735 -- 4. Mortgages and the Kentish yeoman in the seventeenth century -- 5. Why the equity of redemption? 6....

Persistent link: https://www.econbiz.de/10013284763

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

Credit Risk Management for Derivatives : Post-Crisis Metrics for End-Users

Zelenko, Ivan - 2017

This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets...

Persistent link: https://www.econbiz.de/10012397183

Zur aufsichtsrechtlichen Berücksichtigung des Kreditrisikos : eine Analyse gegenwärtiger und möglicher künftiger Regulierungsvorschriften

Berg, Susen Claire - 2019

Susen Claire Berg stellt die gegenwärtige bankenaufsichtsrechtliche Berücksichtigung des Kreditrisikos in allen drei Säulen des Baseler Rahmenwerks umfassend dar und liefert darüber hinaus eine rechtsvergleichende Analyse der derzeitigen Regulierung mit der zukünftigen potenziellen...

Persistent link: https://www.econbiz.de/10012401602