We investigate whether access to the collateralized loan obligation (CLO) market as
collateral managers or underwriters affects lenders' ability to overcome an idiosyncratic …

The volume of the primary market of certificates for retail investors has increased
enormously in the past ten years, and German banks have recently started issuing credit …

In this study, we propose a partial differential equation method for pricing a double-name
credit-linked note (CLN) with counterparty risk in a reduced-form framework. The default …

The ISDA CDS pricer is the market-standard model to value credit default swaps (CDS).
Since the Big Bang protocol moreover, it became a central quotation tool: just like options …

This thesis explores bond funding activities of Systemically Important Banks (SIBs).
Following the GFC, large banks were identified as SIBs by regulators. If one of these large …

A credit-linked note (CLN) is a note paying an enhanced coupon to investors for bearing the
credit risk of a reference entity. In this paper, we study the counterparty risk on CLNs under a …

1.1 Базовые характеристики и назначение связанных кредитных нот 1.1. 1 История
возникновения и использования связанных кредитных нот на международных …

Κατά τη συγγραφή αυτής της πτυχιακής εργασίας θα προσπαθήσουμε να έρθουμε σε επαφή
με το «χρηματιστήριο παραγώγων» σαν έννοια αλλά και σαν εργαλείο με το οποίο κάνουμε …

We investigate whether access to the collateralized loan obligation (CLO) market as
collateral managers or underwriters affects lenders' ability to overcome an idiosyncratic …

In Germany, structured financial products already account for 6–8% of all assets invested,
proving that the market for these products is still very attractive for retail investors. A question …