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Ertragspotenziale für Banken durch verdeckte Fristentransformation

Wilkens, Marco; Entrop, Oliver; Sünderhauf, Robert - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 381-401). 2006

Persistent link: https://www.econbiz.de/10003561969

Turbo-Zertifikate : vier Generationen

Entrop, Oliver; Scholz, Hendrik; Wilkens, Marco - In: Die Betriebswirtschaft : DBW 65 (2005) 5, pp. 521-525

Persistent link: https://www.econbiz.de/10003143761

Performancemessung und Kapitalallokation im Handelsbereich einer Bank - zur Marktphasenabhängigkeit von RORAC und RAROC

Wilkens, Marco; Scholz, Hendrik; Entrop, Oliver - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 129-148). 2006

Persistent link: https://www.econbiz.de/10003236839

Non-maturing deposits, convexity and timing adjustments

Entrop, Oliver; Wilkens, Marco - In: Operations research proceedings 2007 : selected papers …, (pp. 263-268). 2008

Persistent link: https://www.econbiz.de/10003717471

Credit risk and bank margins in structured financial products : evidence from the German secondary market for discount certificates

Baule, Rainer; Entrop, Oliver; Wilkens, Marco - In: The journal of futures markets 28 (2008) 4, pp. 376-397

Persistent link: https://www.econbiz.de/10003699413

Credit Risk and Bank Margins in Structured Financial Products : Evidence from the German Secondary Market for Discount Certificates

Baule, Rainer - 2008

This paper analyzes bank margins in the German secondary market for exchange-traded structured financial products, with particular emphasis on the influence of banks' credit risk. A structural model allowing for the incorporation of correlation effects between market and credit risk is applied...

Persistent link: https://www.econbiz.de/10012772357