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Credit risk
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Shin, Hyun Song
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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BASE
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ArchiDok
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1
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20,110
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1
A three-factor hazard rate model for single-name credit default swap
pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
2
CoCo bonds
pricing
with credit and equity calibrated first-passage firm value models
Brigo, Damiano
;
Garcia, João
;
Pede, Nicola
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
Saved in:
3
Selected topics in credit risk: Realistic modeling of correlations and new
pricing
approaches for credit products
Hüttner, Amelie Angelika
-
2019
Persistent link: https://www.econbiz.de/10012108528
Saved in:
4
Pricing
and
hedging
of structured credit derivatives
Hellmich, Martin
;
Steinkamp, Oliver
- In:
CreditRisk+ in the banking industry
,
(pp. 325-362)
.
2004
Persistent link: https://www.econbiz.de/10002108709
Saved in:
5
Modeling of contagion effects and their influence to the
pricing
and
hedging
of basket credit derivatives
Wang, Qian
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003320531
Saved in:
6
Affine
pricing
and
hedging
of collateralized debt obligations
Eksia, Zehra
;
Filipović, Damir
-
2020
Persistent link: https://www.econbiz.de/10012419633
Saved in:
7
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
8
CDS and credit : testing the small bang theory of the financial universe with micro data
Gündüz, Yalın
;
Ongena, Steven
;
Tümer-Alkan, Günseli
; …
-
2017
Does
hedging
motivate CDS trading and does that affect the availability of credit? To answer these questions we couple … relationships with riskier firms increase banks' CDS trading and
hedging
of these firms. Properly hedged banks holding more CDS …
Persistent link: https://www.econbiz.de/10011663406
Saved in:
9
Mitigating counterparty risk
Gündüz, Yalın
-
2018
effect on the
hedging
behaviour against the counterparty. As the current regulatory frameworks explicitly formulate any … capital relief motives and provides a viable
hedging
instrument beyond receiving coverage through collateral. …
Persistent link: https://www.econbiz.de/10011900709
Saved in:
10
CDS and credit: the effect of the bangs on credit insurance, lending and
hedging
Gündüz, Yalın
;
Ongena, Steven
;
Tümer-Alkan, Günseli
; …
-
2023
-
This draft: October 31, 2023
Persistent link: https://www.econbiz.de/10014483049
Saved in:
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