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Kontrahentenrisiko und CCPs : CDS 2.0, Teil 1

Cerveny, Frank - In: Risiko-Manager (2009) 11, pp. 1,8-14

Persistent link: https://www.econbiz.de/10003839243

La compensation des produits financiers dérivés est-elle la panacée?

Castel, Michel - In: Revue d'économie financière : revue trimestrielle de … 97 (2010), pp. 65-70

Persistent link: https://www.econbiz.de/10003958125

CDS as insurance : leaky lifeboats in stormy seas

Stephens, Eric; Thompson, James R. - In: Journal of financial intermediation 23 (2014) 3, pp. 279-299

Persistent link: https://www.econbiz.de/10010473450

Standardisierung von CDS : CDS 2.0, Teil 2

Cerveny, Frank - In: Risiko-Manager (2009) 12, pp. 16-23

Persistent link: https://www.econbiz.de/10003845692

Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process

Palmowski, Z.; Budhi Arta Surya - In: Insurance / Mathematics & economics 93 (2020), pp. 168-177

Persistent link: https://www.econbiz.de/10012294093

Kreditderivate

Heidorn, Thomas - In: Credit Analyst, (pp. 283 - 308). 2009

Persistent link: https://www.econbiz.de/10014561265

Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps

Cremers, Heinz; Walzner, Jens - 2007

Within the last decade, credit risk management of financial institutions has been subject to major changes due to the development of the credit derivatives market. In the past, financial institutions merely had the possibility to manage their credit portfolio by either approving or refusing a...