Regulation, credit risk transfer with CDS, and bank lending:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Frankfurt, M.
Dt. Bundesbank, Press and Public Relations Division
2012
|
Schriftenreihe: | Discussion paper / Deutsche Bundesbank
Eurosystem 2012,05 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | Literaturangaben. - Zusätzliches Online-Angebot unter http://www.bundesbank.de |
Beschreibung: | 32 S. graph. Darst. 30 cm |
ISBN: | 9783865587985 9783865587992 |
Internformat
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Datensatz im Suchindex
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---|---|
adam_text | Titel: Regulation, credit risk transfer with CDS, and bank lending
Autor: Pausch, Thilo
Jahr: 2012
Contents
1 Introduction.............................................................................................................................1
2 Review of the Literature..........................................................................................................3
3 Model......................................................................................................................................5
3.1 Basic Setup...........................................................................................................................5
3.2 Changes in Risk...................................................................................................................10
4 Credit Risk Transfer...............................................................................................................13
5 Discussion and Conclusion....................................................................................................18
Appendix...................................................................................................................................20
References................................................................................................................................22
|
any_adam_object | 1 |
author | Pausch, Thilo 1977- Welzel, Peter 1958- |
author_GND | (DE-588)132178176 (DE-588)131877720 |
author_facet | Pausch, Thilo 1977- Welzel, Peter 1958- |
author_role | aut aut |
author_sort | Pausch, Thilo 1977- |
author_variant | t p tp p w pw |
building | Verbundindex |
bvnumber | BV040156202 |
classification_rvk | QB 910 QK 320 |
ctrlnum | (OCoLC)794512931 (DE-599)DNB1021257494 |
discipline | Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV040156202 |
illustrated | Illustrated |
indexdate | 2024-07-10T00:18:59Z |
institution | BVB |
isbn | 9783865587985 9783865587992 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025012837 |
oclc_num | 794512931 |
open_access_boolean | |
owner | DE-12 DE-945 DE-188 DE-355 DE-BY-UBR |
owner_facet | DE-12 DE-945 DE-188 DE-355 DE-BY-UBR |
physical | 32 S. graph. Darst. 30 cm |
publishDate | 2012 |
publishDateSearch | 2012 |
publishDateSort | 2012 |
publisher | Dt. Bundesbank, Press and Public Relations Division |
record_format | marc |
series2 | Discussion paper / Deutsche Bundesbank |
spelling | Pausch, Thilo 1977- Verfasser (DE-588)132178176 aut Regulation, credit risk transfer with CDS, and bank lending Thilo Pausch ; Peter Welzel. Deutsche Bundesbank ; Eurosystem Frankfurt, M. Dt. Bundesbank, Press and Public Relations Division 2012 32 S. graph. Darst. 30 cm txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank Eurosystem 2012,05 Literaturangaben. - Zusätzliches Online-Angebot unter http://www.bundesbank.de Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd rswk-swf Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Kreditgeschäft (DE-588)4134687-7 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Bank (DE-588)4004436-1 s Kreditgeschäft (DE-588)4134687-7 s Kreditrisiko (DE-588)4114309-7 s Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 u Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 u b DE-604 Welzel, Peter 1958- Verfasser (DE-588)131877720 aut Deutsche Bundesbank Discussion paper Eurosystem ; 2012,05 (DE-604)BV040156046 2012,05 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025012837&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Pausch, Thilo 1977- Welzel, Peter 1958- Regulation, credit risk transfer with CDS, and bank lending Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd Bank (DE-588)4004436-1 gnd Kreditgeschäft (DE-588)4134687-7 gnd Kreditrisiko (DE-588)4114309-7 gnd |
subject_GND | (DE-588)7842492-6 (DE-588)4679731-2 (DE-588)4004436-1 (DE-588)4134687-7 (DE-588)4114309-7 |
title | Regulation, credit risk transfer with CDS, and bank lending |
title_auth | Regulation, credit risk transfer with CDS, and bank lending |
title_exact_search | Regulation, credit risk transfer with CDS, and bank lending |
title_full | Regulation, credit risk transfer with CDS, and bank lending Thilo Pausch ; Peter Welzel. Deutsche Bundesbank ; Eurosystem |
title_fullStr | Regulation, credit risk transfer with CDS, and bank lending Thilo Pausch ; Peter Welzel. Deutsche Bundesbank ; Eurosystem |
title_full_unstemmed | Regulation, credit risk transfer with CDS, and bank lending Thilo Pausch ; Peter Welzel. Deutsche Bundesbank ; Eurosystem |
title_short | Regulation, credit risk transfer with CDS, and bank lending |
title_sort | regulation credit risk transfer with cds and bank lending |
topic | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd Bank (DE-588)4004436-1 gnd Kreditgeschäft (DE-588)4134687-7 gnd Kreditrisiko (DE-588)4114309-7 gnd |
topic_facet | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung Bank Kreditgeschäft Kreditrisiko |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025012837&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV040156046 |
work_keys_str_mv | AT pauschthilo regulationcreditrisktransferwithcdsandbanklending AT welzelpeter regulationcreditrisktransferwithcdsandbanklending |