The purpose of this paper is to derive a model for calculation of maturities and volumes of repayments that a bank may … intervals. The model in this paper is in interest of any bank and in particular of banks with a higher fraction of NPLs in their …

This note considers the role debt-equity conversions and NPL securitization can play in addressing excessive corporate …

This paper derives a bank capital allocation model and applies it in the determinants of securitization. According to … securitization to maximize utility. To derive a bank capital allocation model, HJB equation in control theory and a specific utility … Bank for International Settlements (BIS), banks are required to prepare regulatory capital for investment and loans, based …

Thomas Dlugai untersucht die Verbriefung von Krediten als ein viel genutztes Finanzinstrument und stellt ein Modell vor …