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A view inside corporate risk management
Bodnar, Gordon M.; Giambona, Erasmo; Graham, John R.; … - In: Management science : journal of the Institute for … 65 (2019) 11, pp. 5001-5026
Persistent link: https://www.econbiz.de/10012125860
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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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Management von Firmenkreditportfolios in Genossenschaftsbanken : der Einsatz von Kreditderivaten zur Portfoliooptimierung
Koneberg, Markus - 2006
Persistent link: https://www.econbiz.de/10013380067
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Bewertung von Kreditrisiken : empirische Untersuchungen am Schweizer Kapitalmarkt
Henn, Jacqueline - 2001
Persistent link: https://www.econbiz.de/10001570957
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Modeling simultaneous defaults : a top-down approach
Kunisch, Michael; Uhrig-Homburg, Marliese - In: The journal of fixed income 18 (2008/09) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
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Portfoliosteuerung mit Hilfe von Kreditrisikotransferinstrumenten
Rudolph, Bernd - In: Neue Ansätze der Banksteuerung : Tagungsband zum …, (pp. 3-12). 2008
Persistent link: https://www.econbiz.de/10003742328
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A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I. - 2008
Persistent link: https://www.econbiz.de/10003765087
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Forward equations for portfolio credit derivatives
Cont, Rama; Savescu, Ioana - In: Frontiers in quantitative finance : volatility and …, (pp. 269-293). 2009
Persistent link: https://www.econbiz.de/10003787608
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Contingent credit portfolio management : converting derivatives credit risk into market risk
Pohl, Kai - In: The handbook of credit portfolio management, (pp. 301-321). 2009
Persistent link: https://www.econbiz.de/10003778260