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This paper discusses the management of loan commitments (Kreditzusagen). First, we elaborate on the necessary steps to efficiently manage liquidity facilities. In particular, the drawdown pattern of single commitments and a portfolio of such commitments have to be modelled. Based on the drawdown...
Persistent link: https://www.econbiz.de/10010298935
This paper discusses the management of loan commitments (“Kreditzusagen“). First, weelaborate on the necessary steps to efficiently manage liquidity facilities. In particular, thedrawdown pattern of single commitments and a portfolio of such commitments have to bemodelled. Based on the...
Persistent link: https://www.econbiz.de/10005865620
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This paper discusses the management of loan commitments (Kreditzusagen). First, we elaborate on the necessary steps to efficiently manage liquidity facilities. In particular, the drawdown pattern of single commitments and a portfolio of such commitments have to be modelled. Based on the drawdown...
Persistent link: https://www.econbiz.de/10003750321
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This paper discusses the management of loan commitments (Kreditzusagen). First, we elaborate on the necessary steps to efficiently manage liquidity facilities. In particular, the drawdown pattern of single commitments and a portfolio of such commitments have to be modelled. Based on the drawdown...
Persistent link: https://www.econbiz.de/10005026987
Persistent link: https://www.econbiz.de/10000595750