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Regulation, credit risk transfer, and bank lending

Pausch, Thilo; Welzel, Peter - 2011

We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze lending behavior and risk sensitivity of a risk-neutral bank. The bank is exposed to credit risk and may use credit default swaps (CDS) for hedging purposes. Regulation is found to induce...

Persistent link: https://www.econbiz.de/10008909524

Managing credit risk with credit and macro derivatives

Broll, Udo; Schweimayer, Gerhard; Welzel, Peter - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 360-378

Persistent link: https://www.econbiz.de/10002343850

Discussion of "Managing credit risk with credit and macro derivatives"

Hartmann-Wendels, Thomas - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 379-381

Persistent link: https://www.econbiz.de/10002343855

Risikomanagement mit Kreditoptionen

Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001727222

Credit risk and the role of capital adequacy regulation

Pausch, Thilo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001663729

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001693182

Credit risk and credit derivatives in banking

Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001693183

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo; Welzel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 9, pp. 506-510

Persistent link: https://www.econbiz.de/10001784069

A note on hedging a loan porfolio

Broll, Udo (contributor); Welzel, Peter (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001807907

Managing credit risk with credit and macro derivatives

Broll, Udo (contributor); Schweimayer, Gerhard (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001838232