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Valuation at origination of legal prepayment options embedded in 15-year German mortgage loans
Wosnitza, Jan Henrik - In: Credit and capital markets : Kredit und Kapital 51 (2018) 3, pp. 465-489
Persistent link: https://www.econbiz.de/10011948474
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Estimation of Survival Functions under extreme Censoring with Applications to Credit Risk Modeling
Djai͏̈dja, Abdel-Yarzif Karim - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002135562
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Modelling correlations in credit portfolio risk
Rosenow, Bernd; Weißbach, Rafael - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10003939667
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Stress testing the German mortgage market
Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019
This paper presents a framework for estimating losses in the residential real estate mortgage portfolios of German …-trigger hypothesis of mortgage defaults. In order to analyse the possible credit losses stemming from residential mortgage lending we … to 2020 for the whole German banking sector. Our results show that loss rates in the residential mortgage portfolios of …
Persistent link: https://www.econbiz.de/10012012997
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Distressed Investments : Erwerb, Restrukturierung und Verkauf Not leidender Assets
Falk, Benjamin; Gladis, Volker - 2010
Persistent link: https://www.econbiz.de/10008738603
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Deutsche Hypothekenpfandbriefe und U.S.-amerikanische Deckungswerte
Stürmer, Rolf; Kern, Christoph - 2007
Persistent link: https://www.econbiz.de/10003494211
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Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
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Risk based capital requirements and commercial mortgage credit risk in Europe <dt.>
Dübel, Achim - 1996
Persistent link: https://www.econbiz.de/10000614651