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Collateralized Debt Obligations: Bewertung, Portfoliosteuerung, Aufsichtsrecht
Tilke, Stephan - 2008
Persistent link: https://www.econbiz.de/10003679381
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Asset Backed Securities-Transaktionen und Kreditderivate nach IFRS und HGB
Struffert, Ralf (contributor) - 2006
Management von Kreditrisiken: Finanzwirtschaftliche und agency-theoretische Aspekte -- Befragung zur Rechnungslegung und Berichterstattung -- Abbildung von ABS-Transaktionen beim Originator -- Abbildung von Kreditderivaten beim Sicherungsnehmer -- Vergleichende Analyse der derzeitigen...
Persistent link: https://www.econbiz.de/10013516633
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Asset Backed Securities-Transaktionen und Kreditderivate nach IFRS und HGB
Struffert, Ralf - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003384239
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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 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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Arbitraging the Basel securitization framework : evidence from German ABS investment
Efing, Matthias - 2016
with the highest yield and the lowest collateral performance among ABS with the same regulatory risk weight. This reaching …
Persistent link: https://www.econbiz.de/10011975264
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Kreditderivate : Handbuch für die Bank- und Anlagepraxis
Burghof, Hans-Peter (ed.); Rudolph, Bernd (ed.);  … - 2015 - 3., überarb. Aufl.
Persistent link: https://www.econbiz.de/10010483023
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Optimale Selektionsprozesse für True Sale Collateralised Loan Obligations
Miehle, Christian - 2008
Persistent link: https://www.econbiz.de/10003666448
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Stress testing German banks in a downturn in the automobile industry
Düllmann, Klaus; Erdelmeier, Martin - 2009
increase in expected loss is driven mainly by correlation effects with related industry sectors. Therefore, credit risk … of intra-sector asset correlations. -- Asset correlation ; portfolio credit risk ; stress test ; sectoral credit …
Persistent link: https://www.econbiz.de/10003813026