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Risikoadäquate Integration von Kreditverbriefungen in Kreditportfoliomodelle : Berücksichtigung der Risikoeigenschaften von CDO-Tranchen mit Hilfe der Bond-Repräsentation

Hamerle, Alfred; Jobst, Rainer - In: Risiko-Manager (2011) 1, pp. 1,8-17

Persistent link: https://www.econbiz.de/10008778766

Spekulation oder Diversifikation? : strukturierte Kreditverbriefungen

Hamerle, Alfred; Schropp, Hans-Jochen - In: Risiko-Manager (2010) 20, pp. 1,10-22

Persistent link: https://www.econbiz.de/10008660050

The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities

Hamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen - In: Journal of risk 16 (2013/2014) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10013262916

An analytical approach for systematic risk sensitivity of structured finance products

Claußen, Arndt; Löhr, Sebastian; Rösch, Daniel - In: Review of derivatives research 17 (2014) 1, pp. 1-37

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Credit Securitisations and Derivatives : Challenges for the Global Markets

Rösch, Daniel - 2013

A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by...