Télécharger le livre :  Modelling German Covered Bonds
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Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into...

Editeur : Springer Spektrum
Parution : 2018-10-10
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics
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63,29
Télécharger le livre :  German Covered Bonds
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The Pfandbrief, a mostly triple-A rated German bank debenture, has become the blueprint of many covered bond models in Europe and beyond.The Pfandbrief is collateralized by long-term assets such as property mortgages or public sector loans as stipulated in the...

Editeur : Springer
Parution : 2013-12-18
Collection : SpringerBriefs in Finance
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58,01