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Endogenous debt maturity : liquidity risk vs. default risk
Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018
Persistent link: https://www.econbiz.de/10011950510
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Asset-backed securitization, collateralized loan obligations and credit derivatives
Ward, Warrick; Wolfe, Simon - In: Handbook of international banking, (pp. 60-101). 2003
Persistent link: https://www.econbiz.de/10001741121
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Collateralized debt obligations and structured finance : new developments in cash and synthetic securitization
Tavakoli, Janet M. - 2003
Persistent link: https://www.econbiz.de/10001773393
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Active loan trading
Fabozzi, Frank J.; Klingler, Sven; Mølgaard, Pia; … - In: Journal of financial intermediation 46 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
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Dynmaic modelling of portfolio credit risk with common shocks
Bielecki, Tomasz R. (contributor) - 2011
Persistent link: https://www.econbiz.de/10009012001
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Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger; Wagner, Christoph - In: Applied quantitative finance, (pp. 207-221). 2017
Persistent link: https://www.econbiz.de/10011794963
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Synthetic CDOs : modelling, valuation and risk management
Mounfield, Craig C. - 2008
Persistent link: https://www.econbiz.de/10003757687
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Factor distributions implied by quoted CDO spreads
Schlögl, Erik; Schlögl, Lutz - In: Frontiers in quantitative finance : volatility and …, (pp. 217-234). 2009
Persistent link: https://www.econbiz.de/10003787605
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Portfolio performance manipulation in collateralized loan obligations
Loumioti, Maria; Vasvari, Florin P. - In: Journal of accounting & economics 67 (2019) 2/3, pp. 438-462
Persistent link: https://www.econbiz.de/10012064483
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Climate Risk Measurement of Assets Eligible as Collateral for Refinancing Operations – Focus on Asset Backed Securities (ABS)
Loris, André; Grept, Alice; Laut, Nadia; Plantier, Gabriel - 2023
This paper analyses the exposure to climate risk of ABS, an asset class frequently pledged as collateral in the …
Persistent link: https://www.econbiz.de/10014258296