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Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps
Cremers, Heinz; Walzner, Jens - 2007
Within the last decade, credit risk management of financial institutions has been subject to major changes due to the development of the credit derivatives market. In the past, financial institutions merely had the possibility to manage their credit portfolio by either approving or refusing a...
Persistent link: https://www.econbiz.de/10010298923
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Modellierung des Kreditrisikos im Einwertpapierfall
Cremers, Heinz; Walzner, Jens - 2009
for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised … credit derivatives, no longer seems to be an appropriate alternative. However, correct valuation of these derivatives is … valid valuation techniques. A sound understanding of already existing credit pricing models is necessary for such a …
Persistent link: https://www.econbiz.de/10010299007
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Modellierung des Kreditrisikos im Portfoliofall
Cremers, Heinz; Walzner, Jens - 2009
for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised … credit derivatives no longer seems to be an appropriate alternative. However, correct valuation of these derivatives is still … valuation techniques. A sound understanding of already existing credit pricing models is necessary for such a development. These …
Persistent link: https://www.econbiz.de/10010299008
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15.997 Advanced Corporate Risk Management, Spring 2007
Parsons, John E.; Obizhaeva, Anna - 2007
Opportunity for group study by graduate students on current topics related to management not otherwise included in curriculum. From the course home page: Course Description This is a course on how corporations make use of the insights and tools of risk management. Most courses on derivatives,...
Persistent link: https://www.econbiz.de/10009432744
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Integrated management systems : linking risk management and management control systems
Berger, Thomas B.; Gleißner, Werner - In: International journal of risk assessment and management … 21 (2018) 3, pp. 215-231
Persistent link: https://www.econbiz.de/10011978916
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Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan; Gan, Guojun; Zhang, Ning - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
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Modellierung des Kreditrisikos im Portfoliofall
Cremers, Heinz; Walzner, Jens - Frankfurt School of Finance and Management - 2009
for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised … credit derivatives no longer seems to be an appropriate alternative. However, correct valuation of these derivatives is still … valuation techniques. A sound understanding of already existing credit pricing models is necessary for such a development. These …
Persistent link: https://www.econbiz.de/10005049671
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Modellierung des Kreditrisikos im Einwertpapierfall
Cremers, Heinz; Walzner, Jens - Frankfurt School of Finance and Management - 2009
for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised … credit derivatives, no longer seems to be an appropriate alternative. However, correct valuation of these derivatives is … valid valuation techniques. A sound understanding of already existing credit pricing models is necessary for such a …
Persistent link: https://www.econbiz.de/10005049673
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Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps
Cremers, Heinz; Walzner, Jens - Frankfurt School of Finance and Management - 2007
Within the last decade, credit risk management of financial institutions has been subject to major changes due to the development of the credit derivatives market. In the past, financial institutions merely had the possibility to manage their credit portfolio by either approving or refusing a...
Persistent link: https://www.econbiz.de/10005026971
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Slow Moving Capital
Mitchell, Mark; Pedersen, Lasse Heje; Pulvino, Todd - C.E.P.R. Discussion Papers - 2007
We study three cases in which specialized arbitrageurs lost significant amounts of capital and, as a result, became liquidity demanders rather than providers. The effects on security markets were large and persistent: Prices dropped relative to fundamentals and the rebound took months. While...
Persistent link: https://www.econbiz.de/10005788922