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Credit derivative products

Rivera, Peter - In: Credit derivative strategies : new thinking on managing …, (pp. 175-215). 2007

Persistent link: https://www.econbiz.de/10003547057

The Oxford handbook of credit derivatives

Lipton, Alexander (ed.); Rennie, Andrew (ed.) - 2011

Persistent link: https://www.econbiz.de/10008657137

Kreditderivate : Handbuch für die Bank- und Anlagepraxis

Burghof, Hans-Peter (ed.) - 2000

Persistent link: https://www.econbiz.de/10001513286

Credit derivatives

Anson, Mark J. P. - 1999

Persistent link: https://www.econbiz.de/10001458624

Die Zukunft des Managements von Bonitätsrisiken : Kreditderivate - mehr als eine Modeerscheinung

Friedrich, Alexander - In: Die Zukunft der Banken - die Banken der Zukunft, (pp. 133-168). 2002

Persistent link: https://www.econbiz.de/10001671900

Credit Value Adjustment in the Extended Structural Default Model

Lipton, Alexander; Rennie, Andrew - In: The Oxford handbook of credit derivatives. 2012

Persistent link: https://www.econbiz.de/10012882002

Competition and adverse selection in the small-dollar loan market : overdraft versus payday credit

Melzer, Brian T.; Morgan, Donald P. - 2009 - Rev.

. Payday credit is priced per dollar borrowed, so when that option is available, depositors prone to small overdrafts switch … at banks and other depository institutions increases when depositors have access to payday credit. Our findings … illuminate competition and pricing frictions in the large, yet largely unstudied, small-dollar loan market. -- Payday credit …

Persistent link: https://www.econbiz.de/10003947557

Asymmetric group loans, non-assortative matching and adverse selection

Gangopadhyay, Shubhashis; Lensink, Robert - In: Economics letters 124 (2014) 2, pp. 185-187

Persistent link: https://www.econbiz.de/10010493162

Adverse Selection and Credit Certificates : Evidence from a P2P Platform

Hu, Maggie - 2019

to obtain various kinds of credit certificates. As P2P markets continue to develop, it is plausible that certification … surprisingly, loans with more credit certificates experience a higher rate of delinquency and default. However, lenders remain … reduced investment inefficiency. Overall, we document a setting where credit certificates fail to serve as an accurate signal …

Persistent link: https://www.econbiz.de/10012861137

Bank Loan Markups and Adverse Selection

Beyhaghi, Mehdi; Fracassi, Cesare; Weitzner, Gregory - 2021

We analyze the relationship between loan pricing and market concentration in the US corporate loan market by creating a measure of markup using banks’ internal loan risk assessments. Our risk-adjusted measure of markup is orthogonal to the subsequent performance of loans, while a measure that...

Persistent link: https://www.econbiz.de/10013313595