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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2014 - This version: August 2014
This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...
Persistent link: https://www.econbiz.de/10010530827
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Loss potential from credit derivative use by corporate bond funds under U.S. and German Regulation : a cross country comparison
Gałkiewicz, Dominika - In: Credit and capital markets : Kredit und Kapital 49 (2016) 2, pp. 245-298
Persistent link: https://www.econbiz.de/10011555110
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Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika - 2015
This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...
Persistent link: https://www.econbiz.de/10010503880
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Best practice and remaining challenges for credit economic capital
Neale, Corinne - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 268-276
Persistent link: https://www.econbiz.de/10003741754
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Procyclicality of buffer capital and its implications for Basel II : a cross country analysis
Kim, Hyŏn-uk; Lee, Hangyong - In: Han gug gae bal yeon gu 29 (2007) 1, pp. 177-196
Persistent link: https://www.econbiz.de/10003775599
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Pro-cyclicality of buffer capital and its implications for Basel II : a cross country analysis
Kim, Hyŏn-uk; Lee, Hangyong - In: Adopting the new Basel accord : impact and policy …, (pp. 145-165). 2006
Persistent link: https://www.econbiz.de/10003465978
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New Basel accord and requirements for ECAI recognition from Asian developing countries' perspective
Ferri, Giovanni; Kang, Tae Soo; Lee, Jeong-yeon - In: Adopting the new Basel accord : impact and policy …, (pp. 308-335). 2006
Persistent link: https://www.econbiz.de/10003466013
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Analysing interconnectivity among economies
Wong, Alfred Y.; Fong, Tom - In: Emerging markets review 12 (2011) 4, pp. 432-442
Persistent link: https://www.econbiz.de/10009504892
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Credit risk assessment in the microfinance industry : an application to a selected group of Vietnamese microfinance institutions and an extension to East Asian and Pacific microfin...
Ayayi, Ayi Gavriel - In: The economics of transition 20 (2012) 1, pp. 37-72
Persistent link: https://www.econbiz.de/10009509708
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A comparative study on environmental credit risk management of commercial banks in the Asia-Pacific region
Mengze, Hu; Wei, Li - In: Business strategy and the environment 24 (2015) 3, pp. 159-174
Persistent link: https://www.econbiz.de/10010514411