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Distressed debt in Germany: what's next? : Possible innovative exit strategies
Dickler, Robert A.; Schalast, Christoph - 2006
Performing Loans ; Distressed debt investing ; Synthetic securitization ; Collateralized debt obligations ; Credit risk transfer …" of credit recovery risk. -- Focus ; diversification ; specialization ; monitoring ; bank returns ; bank risk ; Non … ; Credit derivatives ; Credit default swaps ; Credit recovery swaps ; Credit portfolio management ; Credit portfolio risk …
Persistent link: https://www.econbiz.de/10003750294
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Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions
Trinkaus, Gaby - 2010
Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a … tested and confirmed based on a unique data set. -- Non-compliance ; risk transfer ; securitization …
Persistent link: https://www.econbiz.de/10008653392
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Arbitraging the Basel securitization framework : evidence from German ABS investment
Efing, Matthias - 2015
This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on individual asset holding data of German banks. I find that those banks operating with tight regulatory constraints pick the securities with the highest yield and lowest collateral...
Persistent link: https://www.econbiz.de/10011391709
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Performance and Regulatory Effects of Non-Compliant Loans in German Synthetic Mortgage-Backed Securities Transactions
Trinkaus, Gaby - 2016
Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a …
Persistent link: https://www.econbiz.de/10012989245
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Arbitraging the Basel securitization framework : evidence from German ABS investment
Efing, Matthias - 2016
This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on individual asset holding data of German banks. I find that banks operating with tight regulatory constraints exploit the low risk-sensitivity of rating-contingent capital requirements...
Persistent link: https://www.econbiz.de/10011975264
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Pitfalls in modeling loss given default of bank loans
Hibbeln, Martin; Gürtler, Marc - 2011
estimates. -- Credit risk ; Bank loans ; Loss given default ; Forecasting …
Persistent link: https://www.econbiz.de/10009487575
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The effects of bank mergers on small business lending in Germany
Bloch, Thomas (contributor) - 2008
availability of credit to small businesses which has been further fueled by empirical studies that partly confirm a reduction in …
Persistent link: https://www.econbiz.de/10003784021
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Kreditderivate : Handbuch für die Bank- und Anlagepraxis
Burghof, Hans-Peter (ed.) - 2005 - 2., überarb. Aufl.
Basiswissen Kreditderivate. Wenn es für Anleger darum geht, viele unterschiedliche Ertragsquellen zu erschließen oder das Risiko der Kreditgeber zu steuern, sind sie das Mittel der Wahl: Kreditderivate. Das universelle Nachschlagewerk informiert umfassend über Märkte und Produkte zum...
Persistent link: https://www.econbiz.de/10002094783
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Kreditderivate : Handbuch für die Bank- und Anlagepraxis
Burghof, Hans-Peter (ed.) - 2000
Persistent link: https://www.econbiz.de/10001513286
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Der Einfluss von Steuern auf Kreditverbriefungen : Steuerliche Behandlung und Entwicklung eines umfassenden theoretischen Modells
Dlugai, Thomas - 2018
Thomas Dlugai untersucht die Verbriefung von Krediten als ein viel genutztes Finanzinstrument und stellt ein Modell vor …
Persistent link: https://www.econbiz.de/10014019252