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Credit derivatives and the management of risk : including models for credit risk

Chorafas, Dimitris N. - 2000

Persistent link: https://www.econbiz.de/10001372734

Implementing credit derivatives : [strategies and techniques for using credit derivatives in risk management]

Nelken, Israel - 1999

Persistent link: https://www.econbiz.de/10013469311

Dynamic credit default swaps curves in a network topology

Xu, Xiu; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang - 2016

Systemically important banks are connected and have dynamic dependencies of their default probabilities. An extraction of default factors from cross-sectional credit default swaps (CDS) curves allows to analyze the shape and the dynamics of the default probabilities. Extending the Dynamic Nelson...

Persistent link: https://www.econbiz.de/10011579056

Sovereign credit default swaps : Managing risks when the fiscal house rumbles

Rajaratnam, Indra - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 409-426

Persistent link: https://www.econbiz.de/10014441050

Collateral management : a changing landscape

Java, Mayur; Carman, Julianne; Thoman, Max; Shah, Manan - In: Journal of securities operations & custody 9 (2016/2017) 1, pp. 25-29

Persistent link: https://www.econbiz.de/10011841031

Aktives Kreditrisikomanagement : Portfoliomodelle & innovative Produkte

Schulze, Claudia; Pfeiffer, Verena; Witzke, Torsten - 2001

Persistent link: https://www.econbiz.de/10013433861

Islamic Justification of Credit Default Swap for Managing Credit Risk in Islamic Banking

Mousavi, Mohammad Mahdi - 2011

Islamic banks. In this regard we review one of the most common types of credit derivatives (Credit Default Swap) according to …

Persistent link: https://www.econbiz.de/10013119726

Credit Default Swaps and Financial Risks in the 21st Century

Martin-Bujack, Karin - 2018

Swap (CDS). Through a literature review on financial risks from 2000-2015 we develop a conceptual map to assess the …

Persistent link: https://www.econbiz.de/10012932539

Power purchase agreements and financing renewables : an interdependency

Hundt, Steffen; Jahnel, Johanna; Horsch, Andreas - In: The journal of structured finance 27 (2021) 1, pp. 35-50

Persistent link: https://www.econbiz.de/10012517358

Climate Default Swap – Disentangling the Exposure to Transition Risk Through CDS

Blasberg, Alexander; Kiesel, Ruediger; Taschini, Luca - 2021

how this risk affects firms' creditworthiness. We discipline the exercise by using Credit Default Swap (CDS) spreads to …

Persistent link: https://www.econbiz.de/10013225738

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