Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina, Rösch, Daniel and Scheule, Harald (2014) Asset portfolio securitizations and cyclicality of regulatory capital. European Journal of Operational Research 237 (1), pp. 289-302.Date of publication of this fulltext: 04 Apr 2014 11:54
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| Item type | Article | ||||
| Journal or Publication Title | European Journal of Operational Research | ||||
| Publisher: | ELSEVIER SCIENCE BV | ||||
|---|---|---|---|---|---|
| Place of Publication: | AMSTERDAM | ||||
| Volume: | 237 | ||||
| Number of Issue or Book Chapter: | 1 | ||||
| Page Range: | pp. 289-302 | ||||
| Date | 2014 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte | ||||
| Research groups and research centres | Center of Finance | ||||
| Identification Number |
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| Keywords | BUSINESS-CYCLE; RATING AGENCIES; BASEL-II; PROCYCLICALITY; PROBABILITIES; REQUIREMENTS; MODELS; OPTIMIZATION; SIMULATION; DEFAULT; Asset-backed security; Economic downturn; Impairment; Regulation; Regulatory capital; Mortgage-backed security | ||||
| Dewey Decimal Classification | 600 Technology > 650 Management & auxiliary services | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Partially | ||||
| Item ID | 29757 |
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