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Coherent banking capital and optimal credit portfolio structure
Breuer, Wolfgang; Gürtler, Marc - In: Emerging topics in banking and finance, (pp. 51-63). 2008
Persistent link: https://www.econbiz.de/10008840568
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Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius; Jarrow, Robert A.; Kraft, Holger; … - In: Essays on empirical asset pricing, dynamic asset …, (pp. 183-216). 2013
Persistent link: https://www.econbiz.de/10010412565
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Design of collateralized debt obligations : the impact of target ratings on the first loss piece
Gürtler, Marc; Hibbeln, Martin; Olboeter, Sven - In: The credit derivatives handbook : global perspectives, …, (pp. 203-228). 2008
Persistent link: https://www.econbiz.de/10003748418
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Optimizing credit risk mitigation effects of collaterals under Basel II
Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - In: Operations research proceedings 2006 : selected papers …, (pp. 293-298). 2007
Persistent link: https://www.econbiz.de/10003471212