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~person:"Achtelik, Olaf Christoph"
~person:"Jarrow, Robert A."
~subject:"Asset-backed securities"
~subject:"Kreditsicherung"
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Asset-backed securities
Kreditsicherung
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Achtelik, Olaf Christoph
Jarrow, Robert A.
Brigo, Damiano
17
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15
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12
Pallavicini, Andrea
12
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11
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Mistrulli, Paolo Emilio
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An, Xudong
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ECONIS (ZBW)
10
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1
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
2
Sicherheiten-Management nach neuer SolvV & MaRisk : [neue Vorgaben der Bankenaufsicht, Auslegungshinweise zur Solvabilitätsverordnung, interne und externe Prüfungsverfahren]
Achtelik, Olaf Christoph
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003448651
Saved in:
3
Sicherheitenmanagement nach CRR
Achtelik, Olaf Christoph
(
ed.
)
-
2015
-
3. Aufl.
Persistent link: https://www.econbiz.de/10010519254
Saved in:
4
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
5
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
6
Kreditsicherung nach der CRR : Formen der Kreditrisikominderung nach der CRR in der genossenschaftlichen Bankengruppe
Achtelik, Olaf Christoph
;
Reinicke, Thorsten
-
2016
-
1. Auflage
Persistent link: https://www.econbiz.de/10011528423
Saved in:
7
Kreditsicherung nach der CRR : Formen der Kreditrisikominderung nach der CRR in der genossenschaftliche Bankengruppe
Achtelik, Olaf Christoph
;
Reinicke, Thorsten
-
Bundesverband der Deutschen Volksbanken und Raiffeisenbanken
-
2021
-
3. Auflage
Persistent link: https://www.econbiz.de/10012613246
Saved in:
8
Kreditsicherung nach der CRR : Formen der Kreditrisikominderung in der genossenschaftlichen Bankengruppe
Achtelik, Olaf Christoph
;
Reinicke, Thorsten
-
2019
-
2. Auflage
Persistent link: https://www.econbiz.de/10012034645
Saved in:
9
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
10
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
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