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Credit risk transfer and bank competition

Hakenes, Hendrik; Schnabel, Isabel - In: Journal of financial intermediation 19 (2010) 3, pp. 308-332

Persistent link: https://www.econbiz.de/10003992804

Pricing counterparty risk at the trade level and credit valuation adjustment allocations

Pykhtin, Michael; Rosen, Dan - In: The journal of credit risk : published quarterly by … 6 (2010/11) 4, pp. 3-38

Persistent link: https://www.econbiz.de/10008807742

Endogenous credit derivatives and bank behavior

Pausch, Thilo (contributor) - 2007

Instruments for credit risk transfer arise endogenously from and interact with optimizing behavior of their users. This is particularly true with credit derivatives which are usually OTC contracts between banks as buyers and sellers of credit risk. Recent literature, however, does not account...

Persistent link: https://www.econbiz.de/10003608811

Credit derivatives in an affine framework

Chen, Li; Filipović, Damir - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 123-140

Persistent link: https://www.econbiz.de/10003609539

A special focus on credit derivatives : where's the risk? ; [Atlanta Fed's 2007 Financial Markets Conference, "Credit Derivatives : where's the risk?" held May 14-16, 2007]

2007

Persistent link: https://www.econbiz.de/10003702303

Reduktionsmodelle zur Kreditderivatebewertung

Starck, Markus O.; Trautmann, Siegfried - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 473-492). 2006

Persistent link: https://www.econbiz.de/10003236943

Credit derivatives : a primer on credit risk, modeling, and instruments

Chacko, George; Sjöman, Anders; Motohashi, Hideto; … - 2006 - 1. print.

Persistent link: https://www.econbiz.de/10003238598

Kreditderivate und Kreditrisikomodelle : eine mathematische Einführung

Martin, Marcus R. W.; Reitz, Stefan; Wehn, Carsten - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003238699

PDE approach to the valuation and hedging of basket credit derivatives

Rutkowski, Marek; Yousiph, Khan - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1261-1285

Persistent link: https://www.econbiz.de/10003632076

The credit derivatives handbook : global perspectives, innovations, and market drivers

Gregoriou, Greg N. (ed.); Ali, Paul U. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003688541

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