Startseite UB

Intrinsic risks and structuring risks of structured finance

Plank, Kilian (2011) Intrinsic risks and structuring risks of structured finance. Discussion Paper.

Full text not available from this repository.


The debate about the role of structured finance securities like ABS or CDOs in the subprime crisis is representative for a gap in the theory of securitization which in the past was focused on valuation and hedging issues. The area of real-world credit risk analysis which is the foundation for risk and capital management was largely neglected. In this paper we examine structuring risks as well as ...


Export bibliographical data

Item Type:Monograph (Discussion Paper)
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Research groups and research centres:Not selected
Keywords:Subprime Crisis, Securitization, CDO, Risk Management, Ratings, Model Risk
Subjects:300 Social sciences > 330 Economics
Created at the University of Regensburg:Yes
Deposited On:26 Sep 2011 07:57
Last Modified:31 Jul 2012 06:48
Item ID:13242
Owner Only: item control page
  1. University

University Library

Publication Server

Contact person
Gernot Deinzer

Telefon 0941 943-2759