Antje Schirm und Credit Risk Securitisation - Info zur Person

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antje schirm: 1 Books available | chapters.indigo.ca

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Credit risk securitisation : a valuation study - EconBiz

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Antje Schirm. With a foreword by Wolfgang Bühler. Year of publication: 2004; 1. Aufl.

Credit Risk Securitisation A Valuation Study (Paperback,

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Antje Schirm develops a pricing model for credit risk securitisation, explaining fair note issuance pricing by the underlying credit portfolio risk. The underlying ...

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Credit risk has become the central focus of risk management in the last decade for a num ber of reasons. First, for a typical continental bank, credit risk is...

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