Das Kreditrisikomanagement DIE KONSTRUKTION VON CREMT INNAULTSW Definition eines Kredifderivates Die Vertragselemente einer Kreditderivatäransaktion Grundformen von Kredüdaivaten Credit Default Sw aps Weitere Grundformen Credit Spread Option (CSO) Total Return Snap (IRS) Credit Linked Note ...
摘要: In this paper, we examine the effect of credit defaults swap (CDS) initiation on reference firms' cost management behavior. CDS contracts provide insurance prot关键词: credit default swaps empty creditors cost stickiness cost management ...
Its definition is given as the unique solution of an asymmetric quadratic optimization problem: ExVaR α ( L ) = a r g m i n x ∈ R α · E L − l + 2 + ( 1 − α ) · E L − l − 2 . ExVaR𝛼(𝐿)=𝑎𝑟𝑔𝑚𝑖𝑛𝑥∈ℝ𝛼·𝐸[(𝐿−𝑙...