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Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo; Guo, Xu; Welzel, Peter - In: Economics and business review 3 (2017) 4, pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
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Managing credit risk with credit derivatives
Broll, Udo; Gilroy, Bernard Michael; Lukas, Elmar - 2005
Persistent link: https://www.econbiz.de/10003141795
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Managing credit risk with credit and macro derivatives
Broll, Udo; Schweimayer, Gerhard; Welzel, Peter - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 360-378
Persistent link: https://www.econbiz.de/10002343850
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Discussion of "Managing credit risk with credit and macro derivatives"
Hartmann-Wendels, Thomas - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 379-381
Persistent link: https://www.econbiz.de/10002343855
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Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693182
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Credit risk and credit derivatives in banking
Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693183
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Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo; Welzel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 9, pp. 506-510
Persistent link: https://www.econbiz.de/10001784069
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Managing credit risk with credit and macro derivatives
Broll, Udo (contributor); Schweimayer, Gerhard (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001838232
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Kreditderivate und Risikomanagement
Broll, Udo; Welzel, Peter - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 56 (2003) 15, pp. 840-843
Persistent link: https://www.econbiz.de/10001775855
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Value at risk, bank equity and credit risk
Broll, Udo; Wahl, Jack E. - 2003
We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit risk. The market value of loans is risky and lognormally distributed. We show that the required equity capital depends upon managerial and market factors. Furthermore, the bank's...
Persistent link: https://www.econbiz.de/10010507748