Credit risk management
- Liquidity Coverage Ratio Requirement Increases Cost of Securitization for U.S. BanksRachel George and Tim MohanThe Journal of Structured Finance January 2015, 20 (4) 13-21; DOI: https://doi.org/10.3905/jsf.2015.20.4.013
- Demystifying Credit Risk Derivatives and Securitization: Introducing the Basic Ideas to UndergraduatesArturo Cifuentes and Bernardo K. PagnoncelliThe Journal of Derivatives November 2014, 22 (2) 110-118; DOI: https://doi.org/10.3905/jod.2014.22.2.110
- Alternative Structures for Investment in Credit
and Operations in MBS SecuritizationManoj K. SinghThe Journal of Structured Finance October 2014, 20 (3) 9-16; DOI: https://doi.org/10.3905/jsf.2014.20.3.009 - Diversity of Practice in Accounting for Derivatives Related to Credit Risk RetentionAllen SchulmanThe Journal of Structured Finance October 2014, 20 (3) 71-75; DOI: https://doi.org/10.3905/jsf.2014.20.3.071
- Market-Based Sovereign Ceiling: Evidence from
the European Sovereign Debt CrisisAndreas Wengner, Niklas Lampenius and Timo HaasThe Journal of Fixed Income September 2014, 24 (2) 45-60; DOI: https://doi.org/10.3905/jfi.2014.24.2.045 - Oversight and Due Diligence: Independent Credit Risk Managers and Trust Oversight in RMBS TransactionsRon D’Vari, Andrea Bryan, Asim Ali and Michael GroganThe Journal of Structured Finance July 2014, 20 (2) 9-18; DOI: https://doi.org/10.3905/jsf.2014.20.2.009
- The GSE Reform Debate: How Much Capital
Is Enough?Laurie S. Goodman and Jun ZhuThe Journal of Structured Finance April 2014, 20 (1) 37-49; DOI: https://doi.org/10.3905/jsf.2014.20.1.037 - Building a Credit Model Using
GSE Loan-Level DataScott Anderson and Janet JozwikThe Journal of Structured Finance April 2014, 20 (1) 19-36; DOI: https://doi.org/10.3905/jsf.2014.20.1.019 - Bank Capital and New Regulatory Requirements for Risks in Trading PortfoliosHulusi Inanoglu, Michael Jacobs and Ahmet K. KaragozogluThe Journal of Fixed Income March 2014, 23 (4) 71-88; DOI: https://doi.org/10.3905/jfi.2014.23.4.071
- Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVASamim Ghamami and Lisa R. GoldbergThe Journal of Derivatives February 2014, 21 (3) 24-35; DOI: https://doi.org/10.3905/jod.2014.21.3.024
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Fixed income and structured finance
- Project finance (29)
- Factors, risk premia
- Factor-based models (58)
- Style investing (10)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (60)
- Portfolio construction (261)
- ESG investing (58)
- Manager selection (31)
- Other (30)
- Quantitative methods
- Statistical methods (201)
- Simulations (39)
- Quantitative methods (185)
- Risk management
- Tail risks (24)
- Risk management (126)
- Real assets/alternative investments/private equity
- Real estate (32)
- Commodities (56)
- Other real assets (30)
- Currency (27)
- Private equity (119)
- Long-term/retirement investing
- Wealth management (102)
- Retirement (165)
- Social security (17)
- Pension funds (25)
- Other (5)
- Performance measurement
- Performance measurement (317)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (123)
- Credit default swaps (27)
- Other (45)
- Mutual funds/passive investing/indexing
- Other (91)