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Anforderungen an den Finanzsektor in Zeiten eines beschleunigten "industriellen" Strukturwandels : Plädoyer für integrierte Finanzwertschöpfung

Franke, Günter - In: Industrie und Finanzwirtschaft: Partner im …, (pp. 24-52). 2007

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Gefahren kurzsichtigen Risikomanagements durch value at risk

Franke, Günter - 2000

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Franke, Günter - 2000

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Default risk sharing between banks and markets: The contribution of collateralized debt obligations

Franke, Günter; Krahnen, Jan Pieter - 2005

This paper contributes to the economics of financial institutions risk management by exploring how loan securitization a.ects their default risk, their systematic risk, and their stock prices. In a typical CDO transaction a bank retains through a first loss piece a very high proportion of the...

Persistent link: https://www.econbiz.de/10010298265

Gefahren kurzsichtigen Risikomanagements durch Value At Risk

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Persistent link: https://www.econbiz.de/10010324067

Default risk sharing between banks and markets: The contribution of collateralized debt obligations

Franke, Günter; Krahnen, Jan Pieter - 2005

This paper contributes to the economics of financial institutions risk management by exploring how loan securitization affects their default risk, their systematic risk, and their stock prices. In a typical CDO transaction a bank retains through a first loss piece a very high proportion of the...

Persistent link: https://www.econbiz.de/10010266932