Showing 1 - 10 of 6,925
Persistent link: https://www.econbiz.de/10011333447
Persistent link: https://www.econbiz.de/10012603755
Persistent link: https://www.econbiz.de/10011815291
Persistent link: https://www.econbiz.de/10012262618
the case of large, overlapping credit portfolios. We analytically calculate the multivariate joint loss distribution of … to protect the more senior tranches from high losses. We analytically corroborate the observation that an extreme loss of … the subordinated creditor is likely to also yield a large loss of the senior creditor …
Persistent link: https://www.econbiz.de/10012953187
Persistent link: https://www.econbiz.de/10010516044
Persistent link: https://www.econbiz.de/10009756039
Persistent link: https://www.econbiz.de/10009624464
Persistent link: https://www.econbiz.de/10009541994
Persistent link: https://www.econbiz.de/10014293271