Søren Willemann

Affiliation not provided to SSRN
SCHOLARLY PAPERS

5

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Top 23,988

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2,179

SSRN CITATIONS
Rank 27,566

SSRN RANKINGS

Top 27,566

in Total Papers Citations

14

CROSSREF CITATIONS

15

Scholarly Papers (5)

1.

An Evaluation of the Base Correlation Framework for Synthetic Cdos

Number of pages: 25 Posted: 31 Dec 2004
Søren Willemann
affiliation not provided to SSRN
Downloads 1,230 (17,605)
Citation 6

Abstract:

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Credit risk, default correlation, collateralized debt obligation, correlation skew

2.

Calibration of Structural Credit Risk Models: Implied Sensitivities and Liquidity Discounts

Number of pages: 38 Posted: 27 Sep 2004
Søren Willemann
affiliation not provided to SSRN
Downloads 368 (88,201)

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Credit risk, structural models, liquidity discounts

3.
Downloads 344 ( 95,233)
Citation 5

Reforming Housing Finance: Perspectives from Denmark

Journal of Real Estate Research, Vol. 28, No. 2, 2006
Number of pages: 26 Posted: 20 Dec 2006
Mikkel Svenstrup and Søren Willemann
Aarhus University - Department of Finance and affiliation not provided to SSRN
Downloads 189 (174,673)
Citation 1

Abstract:

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buyback option, mortgage-backed security

Reforming Housing Finance - Perspectives from Denmark

Number of pages: 24 Posted: 27 Sep 2004
Mikkel Svenstrup and Søren Willemann
Aarhus University - Department of Finance and affiliation not provided to SSRN
Downloads 155 (207,948)
Citation 5

Abstract:

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Mortgage backed bonds, buyback option, GSE, credit risk

4.

Gse Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing

Number of pages: 24 Posted: 30 Mar 2005
Søren Willemann
affiliation not provided to SSRN
Downloads 123 (249,395)
Citation 1

Abstract:

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government sponsored enterprises, mortgage backed bonds, credit risk

Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models

Number of pages: 29 Posted: 29 Jan 2011
Michael B. Gordy and Søren Willemann
Federal Reserve Board and affiliation not provided to SSRN
Downloads 62 (386,643)
Citation 1

Abstract:

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Credit risk, securitization, structured credit, rating agencies

Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models

FEDS Working Paper No. 2010-05
Number of pages: 29 Posted: 15 Nov 2011
Michael B. Gordy and Søren Willemann
Federal Reserve Board and affiliation not provided to SSRN
Downloads 52 (421,483)
Citation 9

Abstract:

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Credit risk, securitization, structured credit, rating agencies