German Covered Bonds
Language: en
Pages: 89

German Covered Bonds

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
Germany
Language: en
Pages: 37

Germany

Authors: International Monetary Fund
Categories: Business & Economics
Type: BOOK - Published: 2011-12-23 - Publisher: International Monetary Fund

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As part of the 2011 Financial Sector Assessment Program (FSAP) update for Germany, this Technical Note reviews recent developments of mortgage-covered bond (Pfa
Covered Bonds
Language: en
Pages: 354

Covered Bonds

Authors: Jonathan L. Golin
Categories: Business & Economics
Type: BOOK - Published: 2006 - Publisher: Euromoney Books

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The covered bonds markets are rapidly expanding in terms of issuance, geographic reach and the launch of new structured alternatives. New issue volumes exceeded
On the Risk Assessment of German Covered Bonds in a One-Period Setting
Language: en
Pages:

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

Authors: Maximilian Hughes
Categories:
Type: BOOK - Published: 2019 - Publisher:

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Modelling German Covered Bonds
Language: en
Pages: 266

Modelling German Covered Bonds

Authors: Manuela Spangler
Categories: Covered bonds
Type: BOOK - Published: 2018 - Publisher:

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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