Credit securitizations and derivatives: challenges for the global markets
A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leadin...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chichester, West Sussex
Wiley
2013
|
| Schriftenreihe: | Wiley Finance series
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBR01 UBT01 UEI01 Volltext |
| Zusammenfassung: | A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have. |
| Beschreibung: | 1 Online-Ressource (XIV, 448 S.) Ill., graph. Darst. |
| ISBN: | 9781118818503 9781119966043 9781119966050 9781119966067 |
Internformat
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Datensatz im Suchindex
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| id | DE-604.BV041443224 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:56:48Z |
| institution | BVB |
| isbn | 9781118818503 9781119966043 9781119966050 9781119966067 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026889945 |
| oclc_num | 851330582 |
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| owner_facet | DE-824 DE-703 DE-861 DE-355 DE-BY-UBR |
| physical | 1 Online-Ressource (XIV, 448 S.) Ill., graph. Darst. |
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| publishDate | 2013 |
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| publisher | Wiley |
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| spelling | Credit securitizations and derivatives challenges for the global markets ed. by Daniel Rösch ; Harald Scheule Credit securitisations and derivatives Chichester, West Sussex Wiley 2013 1 Online-Ressource (XIV, 448 S.) Ill., graph. Darst. txt rdacontent c rdamedia cr rdacarrier Wiley Finance series A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have. Risikomanagement (DE-588)4121590-4 gnd rswk-swf Securitization (DE-588)4140657-6 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Securitization (DE-588)4140657-6 s Derivat Wertpapier (DE-588)4381572-8 s Risikomanagement (DE-588)4121590-4 s b DE-604 Rösch, Daniel 1968- Sonstige (DE-588)171503228 oth Scheule, Harald 1975- Sonstige (DE-588)12845525X oth Erscheint auch als Druckausgabe 978-1-119-96396-7 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818503 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Credit securitizations and derivatives challenges for the global markets Risikomanagement (DE-588)4121590-4 gnd Securitization (DE-588)4140657-6 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4140657-6 (DE-588)4381572-8 (DE-588)4143413-4 |
| title | Credit securitizations and derivatives challenges for the global markets |
| title_alt | Credit securitisations and derivatives |
| title_auth | Credit securitizations and derivatives challenges for the global markets |
| title_exact_search | Credit securitizations and derivatives challenges for the global markets |
| title_full | Credit securitizations and derivatives challenges for the global markets ed. by Daniel Rösch ; Harald Scheule |
| title_fullStr | Credit securitizations and derivatives challenges for the global markets ed. by Daniel Rösch ; Harald Scheule |
| title_full_unstemmed | Credit securitizations and derivatives challenges for the global markets ed. by Daniel Rösch ; Harald Scheule |
| title_short | Credit securitizations and derivatives |
| title_sort | credit securitizations and derivatives challenges for the global markets |
| title_sub | challenges for the global markets |
| topic | Risikomanagement (DE-588)4121590-4 gnd Securitization (DE-588)4140657-6 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Risikomanagement Securitization Derivat Wertpapier Aufsatzsammlung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818503 |
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