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Copula-Dependent Defaults in Intensity Models

Schönbucher, Philipp - 2002

In this paper we present a new approach to incorporate dynamic default dependency in intensity-based default risk models. The model uses an arbitrary default dependency structure which is specified by the Copula of the times of default, this is combined with individual intensity-based models for...

Persistent link: https://www.econbiz.de/10012741447

Sozial Wohnen : kommunale Wohnungspolitik zwischen Eigentümer- und Mieterinteressen

Schubert, Dirk (contributor) - 1991

Persistent link: https://www.econbiz.de/10004126228

Krise der Stadt : Fallstudien zur Verschlechterung von Lebensbedingungen in Hamburg, Frankfurt, München

Schubert, Dirk (contributor) - 1981

Persistent link: https://www.econbiz.de/10004583965

Accounting - Credit solution - Many companies have used hedge accounting rules for interest rate hedges, but hedge accounting for credit risk is much less common. The author argues...

Schubert, Dirk - In: Risk : managing risk in the world's financial markets 22 (2009) 2, pp. 78-81

Persistent link: https://www.econbiz.de/10008213176

Accounting Fair-value accounting for CVA Banks are required to recognise fair-value adjustments for credit value adjustment under International Financial Reporting Standards, but t...

Schubert, Dirk - In: Risk : managing risk in the world's financial markets 24 (2011) 1, pp. 111-116

Persistent link: https://www.econbiz.de/10008819783

Berichte aus Forschung und Praxis - "Changing fast" -- Transformationsprozesse in den Docklands in Dublin. Zum Stellenwert von "incentives" als Initialzündung zum Stadtumbau

Schubert, Dirk - In: Raumforschung und Raumordnung : RuR 64 (2006) 4, pp. 310-321

Persistent link: https://www.econbiz.de/10007835982

Accounting - Multi-curve hedge accounting models

Schubert, Dirk - In: Risk : managing risk in the world's financial markets 26 (2013) 1, pp. 89-93

Persistent link: https://www.econbiz.de/10010070807

III Literaturbesprechungen - Stadtsoziologie - Wachsende Stadt. Leitbild -- Utopie -- Vision?

Altrock, Uwe; Schubert, Dirk; Wüst, Thomas - In: Kölner Zeitschrift für Soziologie und … 57 (2005) 4, pp. 751

Persistent link: https://www.econbiz.de/10008115900

Gestaltung eines CDS-Vertrags als Finanzgarantie — Anforderungen der ISDA und des IASB

Schubert, Dirk - In: Die Wirtschaftsprüfung : WPg ; der Berater der … 64 (2011) 5, pp. 219-230

Persistent link: https://www.econbiz.de/10008878624

Accounting - Fair-value accounting for CVA - In the second of a two-part series, the author analyses fair-value accounting for credit value adjustment, and considers how consistenc...

Schubert, Dirk - In: Risk : managing risk in the world's financial markets 24 (2011) 2, pp. 76-80

Persistent link: https://www.econbiz.de/10008846138