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pro vyhledávání: '"Cremers, Heinz"'
The globalisation on financial markets and the development of financial derivatives has increased not only chances but also potential risk within the banking industry. Especially market risk has gained major significance since market price variation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::329a854ccbe6f1e953ba4a0d289d0b15
https://hdl.handle.net/10419/91708
https://hdl.handle.net/10419/91708
Autor:
Krones, Julia, Cremers, Heinz
In almost every financial market crisis we can observe widening credit spreads, especially in the last years during the subprime and sovereign debt crisis. But what exactly drives the credit spread? This paper will outline static components, i.e. def
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::43edc6b4f468151dc57d69ac875b955e
https://hdl.handle.net/10419/60504
https://hdl.handle.net/10419/60504
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crise
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::75dfd51dcf84267bf165dad79112c8eb
https://hdl.handle.net/10419/60503
https://hdl.handle.net/10419/60503
Autor:
Tinschert, Jonas, Cremers, Heinz
Trading and investment strategies play an essential part in better understanding fixed income markets. Over-the-counter markets and thousands of different outstanding bonds increase the difficulties to identify adequate comparison methods. Market par
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::edbd37d87a7c62b84ef3e0e0a94981f2
https://www.econstor.eu/bitstream/10419/64614/1/726583030.pdf
https://www.econstor.eu/bitstream/10419/64614/1/726583030.pdf
Autor:
Hewicker, Harald, Cremers, Heinz
Being able to model yield curves from observed bond yields is essential in capital markets. Yield curves are required to accurately price financial products as well as to correctly assess the macroeconomic situation of economies. Current models based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::206ce8b0dbffb62fff1a6f6642e33695
https://hdl.handle.net/10419/48652
https://hdl.handle.net/10419/48652
Credit risk measurement and management become more important in all financial institutions in the light of the current financial crisis and the global recession. This particularly applies to most of the complex structured financing forms whose risk c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::60e15797b4d62896935f4d3667553463
https://www.econstor.eu/bitstream/10419/30176/1/62069422X.pdf
https://www.econstor.eu/bitstream/10419/30176/1/62069422X.pdf