Risikomanagement mit Kreditoptionen
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References listed on IDEAS
- Thilo Pausch & Peter Welzel, 2002. "Credit Risk and the Role of Capital Adequacy Regulation," Discussion Paper Series 224, Universitaet Augsburg, Institute for Economics.
- Udo Broll & Thilo Pausch & Peter Welzel, 2002. "Credit Risk and Credit Derivatives in Banking," Discussion Paper Series 228, Universitaet Augsburg, Institute for Economics.
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More about this item
Keywords
credit risk; credit derivative; hedging; option;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2002-12-02 (Corporate Finance)
- NEP-FIN-2002-12-02 (Finance)
- NEP-RMG-2002-12-02 (Risk Management)
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