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)|
|Interdisciplinary Subject Network:||Not selected|
|Keywords:||Subprime Crisis, Securitization, CDO, Risk Management, Ratings, Model Risk|
|Dewey Decimal Classification:||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|