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Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under...

Claußen, Arndt - 2015

Persistent link: https://www.econbiz.de/10011411507

Complex securities and underwriter reputation : do reputable underwriters produce better securities?

Griffin, John M.; Lowery, Richard; Saretto, Alessio - In: The review of financial studies 27 (2014) 10, pp. 2872-2925

Persistent link: https://www.econbiz.de/10010530174

Being naked : et quo hinc? : developing a "skin-in-the-game" solution for credit default swaps

Senarath, Shanuka; Rajapakse, Pelma; Vries Robbé, Jan … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-14

A credit default swap (CDS) is a derivative financial instrument that provides insurance against credit risk. CDSs on subprime Asset Backed Securities (ABSs) paved the way for securitizers to hedge the credit risk of the underlying subprime loans during the onset of the Global Financial Crisis...

Persistent link: https://www.econbiz.de/10013459982