Showing 1 - 10 of 4,646
Persistent link: https://www.econbiz.de/10008939716
Persistent link: https://www.econbiz.de/10010530172
Persistent link: https://www.econbiz.de/10009745341
Persistent link: https://www.econbiz.de/10010493138
When limited commitment hinders unsecured credit, assets help by serving as collateral. We study models where assets …
Persistent link: https://www.econbiz.de/10012459653
When limited commitment hinders unsecured credit, assets help by serving as collateral. We study models where assets …
Persistent link: https://www.econbiz.de/10013311918
collateral hedging, which enables collateral protection insurance (CPI) contracts together with existing investment in capital to … higher collateral requirements on CPI or capital, towards mitigating default friction and maximizing social welfare. The … for higher collateral requirements on capital; while under moderate levels of disagreement, increasing collateral …
Persistent link: https://www.econbiz.de/10014354202
This paper is intended as a pedagogical note to explain CDO and structured financial credit products modeling and some approaches to their pricing. The authors thank the NYU-Polytechnic Institute for the research support through the department of Finance and Risk Engineering and the Topfer Chair
Persistent link: https://www.econbiz.de/10013141159
Persistent link: https://www.econbiz.de/10000626618
Persistent link: https://www.econbiz.de/10009302319