Tillich, Daniel - In: AStA Wirtschafts- und Sozialstatistisches Archiv 5 (2011) 1, pp. 59-76
There is a multitude of measures to evaluate the tranches of a structured credit portfolio. One problem is that for each concept there exists a variety of different terms. Furthermore, some of these terms are used for different measures. For this reason, this paper aims to catalog the terms used...