Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Michael Hünseler"'
Autor:
Michael Hünseler, Dirk Schubert
Publikováno v:
Innovations in Derivatives Markets ISBN: 9783319334455
One of the lessons of the financial crisis as of late was the inherent credit risk attached to the value of derivatives. Since not all derivatives can be cleared by central counterparties, a significant amount of OTC derivatives will be subject to in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2611f801615a896d0abdbcfd48487c07
https://doi.org/10.1007/978-3-319-33446-2_7
https://doi.org/10.1007/978-3-319-33446-2_7
Autor:
Michael Hünseler
Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managi
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management ISBN: 9781349351626
While CDSs represent the standard for micro level hedging, a new CDS subfamily has emerged to reference senior secured loans. These loans typically feature prepayment options and specify ranking and collateral in their documentation. Even though LCDS
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e19c41deae085a63645f3f8eb55b47ea
https://doi.org/10.1057/9780230391505_8
https://doi.org/10.1057/9780230391505_8
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management ISBN: 9781349351626
Credit portfolio management consists of a variety of activities, many of which, like portfolio risk modelling, measuring, reporting, and monitoring, are rather passive. The business models of credit portfolio management can be described according to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2045e459cf998b303953bd9578347f36
https://doi.org/10.1057/9780230391505_4
https://doi.org/10.1057/9780230391505_4
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management ISBN: 9781349351626
Under the Basel II international capital framework,1 banks must maintain a minimum level of capital against the risks taken to ensure capital adequacy. Besides the economic risk transferred by hedging loans or bonds with CDSs, a key and sometimes pri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ba95beb6d372be584d8183cc6dffcb4
https://doi.org/10.1057/9780230391505_6
https://doi.org/10.1057/9780230391505_6
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management ISBN: 9781349351626
The unprecedented dynamics of credit markets, as well as reinforced regulatory and shareholder pressure, have required banks to reassess their conventional methods of transacting business, often leaving them in protracted transition phase. With inves
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca45d39db3b87a7d2bd495d086bcd847
https://doi.org/10.1057/9780230391505_1
https://doi.org/10.1057/9780230391505_1
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management ISBN: 9781349351626
Accounting standards and in particular their contribution to the financial crisis have been intensely debated for quite some time. A central aspect of accounting relates to the valuation of financial instruments. International financial reporting sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5d4a32e72101debd0f6a6fdf9d2d205
https://doi.org/10.1057/9780230391505_5
https://doi.org/10.1057/9780230391505_5
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80c249d16258eb70023d1f01c43143b9
https://doi.org/10.1057/9780230391505
https://doi.org/10.1057/9780230391505
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management ISBN: 9781349351626
In many credit risk managing organizations there is a rift between fundamental and quantitatively oriented portfolio managers. This partly reflects a belief in real facts versus questionable data manipulating, or empirical versus statistical analysis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::345926c4bc361c1353eb06572fce9fab
https://doi.org/10.1057/9780230391505_3
https://doi.org/10.1057/9780230391505_3
Autor:
Michael Hünseler
Publikováno v:
Credit Portfolio Management ISBN: 9781349351626
Basel II regulations, incorporated into national law by many countries, require banks to develop and implement effective risk-management strategies and processes. But besides these regulatory requirements, banks have a vital interest in the proactive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1c83889af8d0597dc8ec7067c1b3db1
https://doi.org/10.1057/9780230391505_2
https://doi.org/10.1057/9780230391505_2