Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps
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"Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yu, Xiaofan, 2011. "A spatial interpretation of the persistency of China's provincial inequality," Frankfurt School - Working Paper Series 171, Frankfurt School of Finance and Management.
- Odermann, Alexander & Cremers, Heinz, 2013. "Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress," Frankfurt School - Working Paper Series 204, Frankfurt School of Finance and Management.
More about this item
KeywordsCredit derivatives; credit derivatives market; credit default swap; credit risk transfer; pricing; valuation; default spread; implicit default probability; risk control; risk management; credit portfolio management; banking supervision; Basel II; credit risk mitigation;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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