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Enhanced immunization for financial institutions using the duration vector
Chambers, Donald Robert - In: The review of research in banking and finance : a … 5 (1989) 2, pp. 27-44
Persistent link: https://www.econbiz.de/10001086182
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The consequences of costly default
Harris, Richard G. - 1975
Persistent link: https://www.econbiz.de/10002647192
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Sharing the risk of settlement failure
Fujiki, Hiroshi; Green, Edward J.; Yamazaki, Akira - 1999
"Two policies toward payments-system risk are common, but superficially appear to be contradictory. One policy is to restrict the exposure to risk generated by one participant to other participants who are, by one measure or another, directly concerned with the risky participant. The other...
Persistent link: https://www.econbiz.de/10001372179
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Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.; Lin, Yun-Yung - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
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A model for corporate bonds and the pricing of interest rate swaps with credit risk
Sun, Tong-sheng - In: International journal of business 1 (1996) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001201543
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An analysis of the ex ante probabilities of mortgage prepayment and default
Yang, Tyler T.; Buist, Henry; Megbolugbe, Isaac F. - In: Real estate economics : journal of the American Real … 26 (1998) 4, pp. 651-676
Persistent link: https://www.econbiz.de/10001356962
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Equity capital, bankruptcy risk and the liquidity trap
Levintal, Oren - 2012
the US 1930s, Japan 1990s and recently in the US and Europe. The paper introduces a new balance sheet channel that links …
Persistent link: https://www.econbiz.de/10009535806
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Die Bereitschaft der Banken zur Übernahme von Kreditrisiken
Fischer, Thomas R. - In: Kredit und Kapital 22 (1989) 2, pp. 267-295
Persistent link: https://www.econbiz.de/10001065768
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Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora (contributor); Webb, Anthony (contributor) - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003741708
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Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora (contributor); Webb, Anthony (contributor) - 2006
Persistent link: https://www.econbiz.de/10003329662