Benjamin Hippert

BaFin- Federal Financial Supervisory Authority

Graurheindorfer Str. 108

Bonn , 53117

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

22

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers' Abnormal CDS Spread Changes

Number of pages: 56 Posted: 09 Apr 2021
Benjamin Hippert and André Uhde
BaFin- Federal Financial Supervisory Authority and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 14 (671,759)

Abstract:

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credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study

2.

Risk Allocation Through Securitization – Evidence From Non-Performing Loans

Number of pages: 1 Posted: 30 Jul 2018 Last Revised: 11 Apr 2021
Sascha Tobias Wengerek, Benjamin Hippert and André Uhde
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance, BaFin- Federal Financial Supervisory Authority and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 8 (717,958)

Abstract:

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European Banking, Non-performing Loans, Risk Allocation, Securitization

3.

The Relationship between Announcements of Complete Mergers and Acquisitions and Acquirers’ Abnormal CDS Spread Changes

Posted: 01 Oct 2019
Benjamin Hippert
BaFin- Federal Financial Supervisory Authority

Abstract:

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credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study

4.

Determinants of CDS Trading on Major Banks

Posted: 26 Jul 2018 Last Revised: 08 Apr 2021
Benjamin Hippert, André Uhde and Sascha Tobias Wengerek
BaFin- Federal Financial Supervisory Authority, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

Abstract:

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banking, outstanding CDS net notional, determinants of bank CDS trading

5.

Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe

Review of Derivatives Research, July 2019, Volume 22, Issue 2, pp 203-259
Posted: 21 Sep 2016 Last Revised: 08 Apr 2021
Benjamin Hippert, André Uhde and Sascha Tobias Wengerek
BaFin- Federal Financial Supervisory Authority, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

Abstract:

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corporate credit default swap indices, mean-variance asset allocation, out-of-sample portfolio optimization, portfolio risk-diversification, portfolio performance evaluation