Managing Credit Risk With Credit And Macro Derivatives
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- Udo Broll & Gerhard Schweimayer & Peter Welzel, 2003. "Managing Credit Risk with Credit and Macro Derivatives," Discussion Paper Series 252, Universitaet Augsburg, Institute for Economics.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Saibal Ghosh, 2015.
"Macroprudential regulation and bank behaviour: theory and evidence from a quasi-natural experiment,"
Macroeconomics and Finance in Emerging Market Economies,
Taylor & Francis Journals, vol. 8(1-2), pages 138-159, July.
- Ghosh, Saibal, 2014. "Macroprudential regulation and bank behavior: Theory and evidence from a quasi-natural experiment," MPRA Paper 65214, University Library of Munich, Germany.
- Gilroy, Bernard Michael & Broll, Udo, 2005. "Managing Credit Risk with Credit Derivatives," MPRA Paper 17678, University Library of Munich, Germany.
- Thilo Pausch & Gerhard Schweimayer, 2004. "Hedging with Credit Derivatives and its Strategic Role in Banking Competition," Discussion Paper Series 260, Universitaet Augsburg, Institute for Economics.
More about this item
KeywordsBanking; Credit Derivative; Credit Risk; Macro Derivative; Systematic Risk.;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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