標(biāo)題: Titlebook: Recovery Risk in Credit Default Swap Premia; Timo Schl?fer Book 2011 Gabler Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2011 Cr [打印本頁(yè)] 作者: 相持不下 時(shí)間: 2025-3-21 19:13
書目名稱Recovery Risk in Credit Default Swap Premia影響因子(影響力)
書目名稱Recovery Risk in Credit Default Swap Premia影響因子(影響力)學(xué)科排名
書目名稱Recovery Risk in Credit Default Swap Premia網(wǎng)絡(luò)公開度
書目名稱Recovery Risk in Credit Default Swap Premia網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Recovery Risk in Credit Default Swap Premia被引頻次
書目名稱Recovery Risk in Credit Default Swap Premia被引頻次學(xué)科排名
書目名稱Recovery Risk in Credit Default Swap Premia年度引用
書目名稱Recovery Risk in Credit Default Swap Premia年度引用學(xué)科排名
書目名稱Recovery Risk in Credit Default Swap Premia讀者反饋
書目名稱Recovery Risk in Credit Default Swap Premia讀者反饋學(xué)科排名
作者: Hormones 時(shí)間: 2025-3-21 21:52 作者: diathermy 時(shí)間: 2025-3-22 01:04 作者: Fatten 時(shí)間: 2025-3-22 07:23
Timo Schl?ferbelieve in achieving impossible things by breaking the process into its component steps, and by assigning responsibility for each component to an appropriate individual or group within the consortium. The key is to develop a holistic understanding of what the consortial electronic resource collectio作者: harrow 時(shí)間: 2025-3-22 09:11
Timo Schl?ferbelieve in achieving impossible things by breaking the process into its component steps, and by assigning responsibility for each component to an appropriate individual or group within the consortium. The key is to develop a holistic understanding of what the consortial electronic resource collectio作者: 中世紀(jì) 時(shí)間: 2025-3-22 14:40
Timo Schl?ferbelieve in achieving impossible things by breaking the process into its component steps, and by assigning responsibility for each component to an appropriate individual or group within the consortium. The key is to develop a holistic understanding of what the consortial electronic resource collectio作者: 做作 時(shí)間: 2025-3-22 18:51
Timo Schl?ferbelieve in achieving impossible things by breaking the process into its component steps, and by assigning responsibility for each component to an appropriate individual or group within the consortium. The key is to develop a holistic understanding of what the consortial electronic resource collectio作者: LAPSE 時(shí)間: 2025-3-22 22:09
es how project managers and media authors work as a team to create a script for eLearning that fulfils learning psychology criteria and current multimedia didactics. Tools for designing and writing scripts are presented and evaluated so that a needs-based selection is possible. The third edition has作者: 宏偉 時(shí)間: 2025-3-23 02:02 作者: 阻塞 時(shí)間: 2025-3-23 05:46 作者: 軍械庫(kù) 時(shí)間: 2025-3-23 12:38 作者: 中止 時(shí)間: 2025-3-23 17:20
https://doi.org/10.1007/978-3-8349-6666-7Credit risk; Default rate; Loan-only credit default swap; Recovery rate; Risk premia作者: faddish 時(shí)間: 2025-3-23 18:39
Introduction,at risk, and hence economic capital, by approximately 30%. In its framework documentation on capital measurement and capital standards (Basel II), the Basel Committee on Banking Supervision accordingly demands that recovery estimates “reflect economic downturn conditions where necessary to capture the relevant risks”.作者: SEVER 時(shí)間: 2025-3-24 01:55
A New Approach to Estimating Market-Implied Recovery Rates, function of capital structure information if a functional form for the implied probability distribution of recovery is supposed. Section?3.3 discusses sensible characteristics of the latter and chooses a beta distribution for the further proceeding.作者: Concerto 時(shí)間: 2025-3-24 04:35
Implementation and Results,ime. This allows it to construct suitable sets of historical premia for the implementation of the approach. Further, issuers’ capital structure is analyzed such that the priority of claims can be accounted for.作者: Biguanides 時(shí)間: 2025-3-24 07:02
Book 2011 risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.作者: Salivary-Gland 時(shí)間: 2025-3-24 13:41 作者: Insensate 時(shí)間: 2025-3-24 18:10
Book 2011tagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected loss. Timo Schl?fer exploits the fact that differently-ranking debt instruments of the same issuer face identical default作者: neurologist 時(shí)間: 2025-3-24 20:52
k, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected loss. Timo Schl?fer exploits the fact that differently-ranking debt instruments of the same issuer face identic作者: COWER 時(shí)間: 2025-3-25 03:08
Introduction,s and rising default rates, recovery rates tend to be particularly low. This has important ramifications for credit risk management and stress testing: Altman, Brady, Resti, and Sironi (2005) estimate that assuming constant recovery rates or independence from systematic factors underestimates value 作者: FLIT 時(shí)間: 2025-3-25 06:31
Related Literature,s of the subject. This has changed dramatically throughout the last decade or so, and in particular recovery risk has moved in the focus of practitioners and researchers alike. Any endeavor to further enhance the understanding of this topic should therefore not go without a thorough review of prior 作者: Esalate 時(shí)間: 2025-3-25 07:53
A New Approach to Estimating Market-Implied Recovery Rates,shows that the (observable) ratio of premia of two CDSs referencing the same firm but different types of debt of this firm is a function only of respective implied expected recovery rates but not of the implied probability of default. Section?3.2 then illustrates how this ratio can be expressed as a作者: 禁令 時(shí)間: 2025-3-25 12:07
A Review of Appropriable Credit Derivatives,the end of identifying suitable combinations, Section?4.1 provides an overview of debt instruments typically employed by non-sovereign issuers to fulfill their financing needs, and briefly describes the different types of CDSs outstanding thereon. The discussion reveals that workable combinations wi作者: Glutinous 時(shí)間: 2025-3-25 19:40 作者: 你正派 時(shí)間: 2025-3-25 23:15
Conclusion and Outlook,en issuer face identical arrival risk but different default-conditional recovery rates. It is shown that employing (L)CDSs on two such instruments, it is feasible to construct a metric that is a function only of implied expected recovery rates but void of default risk. Based on this metric and addit作者: 領(lǐng)先 時(shí)間: 2025-3-26 02:58
Conclusion and Outlook,an be inferred. This proceeding stands out perspicuously against those of priors in that the identification problem is overcome without imposing an assumption-heavy model structure. Most importantly, the pricing measure is chosen such that recovery risk can be separated from default risk without presuming independence.作者: 好開玩笑 時(shí)間: 2025-3-26 07:24
rst has primarily an educational focus, the second a focus on digital publishing, and the third builds on the first two sections to examine overall implications for the growth of knowledge and scholarly communication..978-90-481-6916-0978-1-4020-3651-4Series ISSN 1431-1496 作者: 商業(yè)上 時(shí)間: 2025-3-26 08:49
A Review of Appropriable Credit Derivatives,, and a diligent assessment of this matter is required. For that purpose, Section?4.2 reviews the key characteristics of leveraged loans and bonds, thus preparing the ground for Section?4.3, in which the properties of CDSs and LCDSs are compared in greater detail. Section?4.4 then attempts to quanti作者: 敬禮 時(shí)間: 2025-3-26 16:04
Timo Schl?ferata available at both the individual institutional level as well as the collective data for the entire consortial community. Use of this data will be important for the consortium to help its users to develop multiple strategies so they can make an effective transition from the print to the electroni作者: 創(chuàng)作 時(shí)間: 2025-3-26 20:11
Timo Schl?ferata available at both the individual institutional level as well as the collective data for the entire consortial community. Use of this data will be important for the consortium to help its users to develop multiple strategies so they can make an effective transition from the print to the electroni作者: jovial 時(shí)間: 2025-3-27 00:32 作者: Ballerina 時(shí)間: 2025-3-27 02:18 作者: Dawdle 時(shí)間: 2025-3-27 06:38
Timo Schl?ferata available at both the individual institutional level as well as the collective data for the entire consortial community. Use of this data will be important for the consortium to help its users to develop multiple strategies so they can make an effective transition from the print to the electroni作者: 軌道 時(shí)間: 2025-3-27 10:11
Timo Schl?ferata available at both the individual institutional level as well as the collective data for the entire consortial community. Use of this data will be important for the consortium to help its users to develop multiple strategies so they can make an effective transition from the print to the electroni作者: amyloid 時(shí)間: 2025-3-27 16:18 作者: 極力證明 時(shí)間: 2025-3-27 19:16 作者: condemn 時(shí)間: 2025-3-27 22:15
2367-3370 ipatingcommunity. The technical program of the Special Sessions of DCAI 2021 has selected 23 papers. We would like to thank all the contributing authors, the members of the Program Committees, the sponsors? (IB978-3-030-86886-4978-3-030-86887-1Series ISSN 2367-3370 Series E-ISSN 2367-3389 作者: 討人喜歡 時(shí)間: 2025-3-28 05:21 作者: 人充滿活力 時(shí)間: 2025-3-28 09:07
Book 2004and des Shareholder Value-Ansatzes in ATX Prime-Unternehmen untermauert wird. Durch den Vergleich mit Erkenntnissen von sechs weiteren Studien entsteht ein umfassender überblick über den Stand der Implementierung der wertorientierten Unternehmensführung im deutschsprachigen Raum und es wird deutlich, in welchen Bereichen Handlungsbedarf besteht. .作者: Mnemonics 時(shí)間: 2025-3-28 11:37
