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Risikoadjustierte Bepreisung von Krediten: Risk adjusted Pricing - Credit Value at Risk

demnach auch das Risiko im Preis als Zinssatz einfliessen lassen. Dieses Fachbuch soll einen Uberblick zum Thema Risikoadjustierte Bepreisung von;

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Risikoadjustierte Bepreisung bei Banken. Folgen des Wegfalls von UEberziehungszinsen

die risikoadjustierte Bepreisung von Krediten mit dem Fokus auf den Wegfall von Uberziehungszinsen der Privatkunden einer Sparkasse.";

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Risk Management And Shareholders' Value In Banking

measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I;

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The Basel II Risk Parameters

risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.;

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The Basel II Risk Parameters

risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.;

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Credit Risk

foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit;

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Treasury Finance & Development Banking

present value of a future cash flow. The purpose of this book is to analyze credit from the beginning the point at which any borrowing entity;

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Quantitative Financial Risk Management

environments. Included are traditional market and credit risk management models such as the Black-Scholes Option Pricing Model, the Vasicek Model;

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The XVA of Financial Derivatives CVA DVA and FVA Explained

and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.;

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Credit Derivatives Pricing Models

Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing;

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Advanced Credit Risk Analysis

Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and;

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Bank Valuation and Value-Based Management

coverage on the hazards of measuringportfolio credit risk, the impact of liquidity riskon fund transfer pricing, and the practice ofperformance;

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Credit Risk

default dependence concepts, the fit of various copula models, and a common factor model of systematic credit risk * Studies the pricing;

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Understanding Market, Credit And Operational Risk

should be an essential resource for all readers operating in a world of risk. * Applies the Value at Risk approach to market, credit, and;

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Modeling Credit Risk and Pricing Credit Derivatives

Inhaltsangabe: Abstract: Banks are financial intermediaries originating loans and consequently facing credit risk. Credit risk can be;

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Copula Methods in Finance

explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main;

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An Introduction to Credit Derivatives

related pricing, asset swaps, credit-linked notes, and more. Ample references, appendices and a glossary add considerably to the lasting value;

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Perturbation Methods in Credit Derivatives

expert volume Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a new;

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Rating Based Modeling of Credit Risk

macroeconomics conditions or the business cycle. These changes in migration behavior may have a substantial impact on the value-at-risk (VAR) of a credit;

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Credit Risk

Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an;

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Oxford Handbook Of Credit Derivatives

of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling;

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Interest Rate Risk Modeling

covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling;

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Innovations in Derivatives Markets

the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation;

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Bank Stability, Sovereign Debt and Derivatives

crisis in OECD countries and develops a new risk adjusted performance approach for measuring securities exchanges' value. The book provides state;

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Risk Management in Banking

of risk management, and examines the latest techniques and practical issues, including* Value at risk (VAR)* Risk-based capital;

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Risk Management in Banking

of risk management, and examines the latest techniques and practical issues, including* Value at risk (VAR)* Risk-based capital;

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Credit Treasury

This book presents the state-of-the-art with respect to credit risk evaluation and pricing within the contemporary global banking and;

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