Risk magazine - 2008-02-01
Articles in this issue
Providing an opportune environment for South Africa to improve capacity
Sponsored statement: Standard Bank
Economic capital ideas
Class notes
A turn for the worse?
Comment
The determinants of corporate credit spreads
Credit default swaps (CDSs) are an integral tool used for the management of credit risk by financial institutions. Despite their importance, good models for the determination of CDS spreads, also called corporate credit spreads, are not readily available…
Kalibrierung der Laufzeitstrukturen der Ausfallwahrscheinlichkeiten
Der Neueste Stand: Kreditrisiko
Experte für Strukturierte Anlageprodukte auf Europa-Kurs
Unicredit Markets & Investment Banking