bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data …

amerikanischen Bond-Marktes -- Zusammenfassung und Ausblick. …

von Bankenmarktfinanzierungen -- Fremdkapitalbezogene Kapitalmarktfinanzierungen -- Finanzielles Risikomanagement … · Management von Bankenmarktfinanzierungen · Fremdkapitalbezogene Kapitalmarktfinanzierungen · Finanzielles Risikomanagement …

conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield … curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications …

Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … Concentration Risk in Credit Portfolios -- Conclusion …

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives … * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition …

scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk …This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated …. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution …