On the Risk Assessment of German Covered Bonds in a One-Period Setting

On the Risk Assessment of German Covered Bonds in a One-Period Setting
Author: Maximilian Hughes
Publisher:
Total Pages:
Release: 2019
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ISBN:

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On the Risk Assessment of German Covered Bonds in a One-Period Setting
Language: en
Pages:
Authors: Maximilian Hughes
Categories:
Type: BOOK - Published: 2019 - Publisher:

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German Covered Bonds
Language: en
Pages: 89
Authors: Ralf Werner
Categories: Business & Economics
Type: BOOK - Published: 2013-12-18 - Publisher: Springer Science & Business Media

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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 coll
Revisiting Risk-Weighted Assets
Language: en
Pages: 50
Authors: Vanessa Le Leslé
Categories: Business & Economics
Type: BOOK - Published: 2012-03-01 - Publisher: International Monetary Fund

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In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction
Modelling German Covered Bonds
Language: en
Pages: 275
Authors: Manuela Spangler
Categories: Mathematics
Type: BOOK - Published: 2018-10-10 - Publisher: Springer

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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 t
German Bond Yields and Debt Supply: Is There a “Bund Premium”?
Language: en
Pages: 34
Authors: Anne-Charlotte Paret
Categories: Business & Economics
Type: BOOK - Published: 2019-11-01 - Publisher: International Monetary Fund

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Are Bunds special? This paper estimates the “Bund premium” as the difference in convenience yields between other sovereign safe assets and German government