Covered bonds are a promising alternative for prime mortgage securitization. In this paper,
we explore risk premia in the covered bond market and particularly investigate whether and …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

On the heels of last year's downgrades of General Motors Corp. and Ford Motor Co. to
noninvestment grade status, the haircut unwinding of exposed collateralised debt …

On the heels of the April downgrades of General Motors Corp. and Ford Motor Co. to non-
investment grade status, the haircut unwinding of exposed CDO positions reverberated in …

信贷资产组合管理机制的发展可有效地转移和降低银行传统经营模式下所独自承受的信用风险,
通过信用产品交易拓展银行的经营领域, 增加银行的整体竞争力和收益, 成为促进银行发展的 …

This study examines the interrelationship of asset swap spreads on government and
mortgage covered bonds in Germany, France, Italy, and Spain between 2007 and mid-2014 …

Liquidity and Credit Risk in Fixed Income Markets Page 1 Liquidity and Credit Risk in Fixed
Income Markets Inauguraldissertation zur Erlangung des akademischen Grades eines Doktors …

The conventional approach to financial stability is focused on the identification of increasing
vulnerabilities prior to stress from individual failure in institutions, markets and infrastructure …

This study investigates whether the inclusion of life settlement (LS) funds in the formation of
diversified portfolios contributes significantly to the mitigation of market risk and enhances …

The term collateralized debt obligation (CDO) refers to a wide variety of structured
investment products. The products are normally maintained by a broad range of essential …