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1
An asset protection scheme for banks exposed to troubled loan portfolios
Grosen, Anders
;
Jessen, Pernille
;
Kokholm, Thomas
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 568-588
Persistent link: https://www.econbiz.de/10011333830
Saved in:
2
Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai
- In:
Journal of governance and regulation : international …
5
(
2016
)
4
,
pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
Saved in:
3
Credit default swap and liquidity
Al-Qaisi, Khaldoun Maddallah
;
Al-Batayneh, Rafat Mohd Soudki
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 697-700
Persistent link: https://www.econbiz.de/10011809108
Saved in:
4
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
5
Credit default swaps
Bomfim, Antúlio N.
-
2022
-
This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
Saved in:
6
Credit default swaps
Bomfim, Antúlio N.
- In:
Research handbook of financial markets
,
(pp. 429-450)
.
2023
Persistent link: https://www.econbiz.de/10014331088
Saved in:
7
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
8
Collateral debt obligation pricing
Servigny, Arnaud de
- In:
The handbook of structured finance
,
(pp. 239-293)
.
2007
Persistent link: https://www.econbiz.de/10003727137
Saved in:
9
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
10
Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Wang, Qian
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003320531
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