See all

Category: Valuation

May 2020

Updated Report on Capital Floors, the Revised SA and the Cost of Loans

Row of houses on a suburban road

July 2016

Multilateral Development Bank Ratings and Preferred Creditor Status

oil platform bridge

April 2016

Update on Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Row of houses on a suburban road

June 2015

Capital Floors, the Revised SA and the Cost of Loans in Switzerland

Row of houses on a suburban road

May 2015

Comparing Bank Risk Measures

January 2014

Covered Bond versus ABS Liquidity

September 2013

Maturity Effects in Securitisation Capital: Total Capital Levels and Dispersion Across Tranches

September 2010

Bank Liquidity Standards: A Microeconomic Analysis

New York Stock Exchange, Wall St.

May 2008

Determinants of Asset-Backed Security Prices in Crisis Periods

Row of houses on a suburban road

March 2008

Dynamic Pricing of Synthetic Collateralized Debt Obligations

December 2005

Hedging and Asset Allocation for Structured Products

May 2004

How Risky are Structured Exposures Compared to Corporate Bonds?