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Credit fundamentals, ratings and value-at-risk : CDOs versus corporate exposures
Fender, Ingo; Tarashev, Nikola; Zhu, Haibin - In: BIS quarterly review : international banking and … (2008), pp. 87-101
Persistent link: https://www.econbiz.de/10009951698
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The ABX : how do the markets price subprime mortgage risk?
Fender, Ingo; Scheicher, Martin - In: BIS quarterly review : international banking and … (2008), pp. 67-81
Persistent link: https://www.econbiz.de/10009951707
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The future of securitisation : how to align incentives?
Fender, Ingo; Mitchell, Janet - In: BIS quarterly review : international banking and … (2009), pp. 27-43
Persistent link: https://www.econbiz.de/10009951727
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European banks' US dollar funding pressures
Fender, Ingo; McGuire, Patrick - In: BIS quarterly review : international banking and … (2010), pp. 57-64
Persistent link: https://www.econbiz.de/10009951743
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Bank structure, funding risk and the transmission of shocks across countries : concepts and measurement
Fender, Ingo; McGuire, Patrick M. - In: BIS quarterly review : international banking and … (2010), pp. 63-79
Persistent link: https://www.econbiz.de/10009951749
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Assessing global liquidity
Domanski, Dietrich; Fender, Ingo; McGuire, Patrick - In: BIS quarterly review : international banking and … (2011), pp. 57-71
Persistent link: https://www.econbiz.de/10009951777
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Daily pricing of emerging market sovereign CDS before and during the global financial crisis
Fender, Ingo; Hayo, Bernd; Neuenkirch, Matthias - In: Journal of banking & finance 36 (2012) 10, pp. 2786-2795
Persistent link: https://www.econbiz.de/10010002777
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The changing incentive structure of institutional asset managers : implications for financial markets
Cardona, Michel; Fender, Ingo - In: Financial stability review : FSR (2003) 2, pp. 94-105
Persistent link: https://www.econbiz.de/10009921005
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CDO rating methodology : some thoughts on model risk and its implications
Fender, Ingo; Kiff, John - In: The journal of credit risk : published quarterly by … 1 (2005) 3, pp. 37-58
Persistent link: https://www.econbiz.de/10009932446
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STRESS TESTING TAKES THE STRAIN - How many banks use stress tests, what do they use them for and how useful do risk managers really think they are? The authors explain the results...
Fender, Ingo; Gibson, Michael - In: Risk : managing risk in the world's financial markets 14 (2001) 5, pp. 50-52
Persistent link: https://www.econbiz.de/10007042821