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Valuation and risk management of collateralized debt obligations and related securities

Bluhm, Christian; Wagner, Christoph - In: Annual review of financial economics 3 (2011), pp. 193-222

Persistent link: https://www.econbiz.de/10009500819

Valuation and Risk Management of Collateralized Debt Obligations and Related Securities

Bluhm, Christian - 2012

Over the course of a few decades, asset securitization has evolved into a vast and diverse financial instrument. Bases …

Persistent link: https://www.econbiz.de/10013112734

Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios

Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998

through diversification. In recent years, the development of markets for credit securitization and credit derivatives has … are quite severe. A potential successful application of credit securitization and credit derivatives for managing credit …

Persistent link: https://www.econbiz.de/10009768847

Structured finance and the social contract : how tranching challenges contractualist approaches to financial risk

Scharding, Tobey - In: Business ethics quarterly : the journal of the Society … 29 (2019) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011995367

The structuring of collateralized loan obligations: a risk perspective

Plank, Manfred; Unterhofer, Markus - In: Frontiers in credit risk : concepts and techniques for …, (pp. 358-376). 2003

Persistent link: https://www.econbiz.de/10001739632

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 …