Gerhard Schweimayer

University of Augsburg - Faculty of Business Administration and Economics

Dr.

Augsburg, 86135

Germany

  • University of Augsburg - Faculty of Business Administration and Economics

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Managing Credit Risk with Credit and Macro Derivatives

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Citation 3

Managing Credit Risk with Credit and Macro Derivatives

University of Augsburg Economics Discussion Paper No. 252
Number of pages: 21 Posted: 16 Dec 2003
Udo Broll, Gerhard Schweimayer and Peter Welzel
Dresden University of Technology - Faculty of Economics and Business Management, University of Augsburg - Faculty of Business Administration and Economics and University of Augsburg - Faculty of Business Administration and Economics
Downloads 526 (88,658)
Citation 3

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banking, credit risk, systematic risk, credit derivative, macro derivative

Managing Credit Risk with Credit and Macro Derivatives

Schmalenbach Business Review, Vol. 56, October 2004
Number of pages: 20 Posted: 12 Dec 2004
Udo Broll, Peter Welzel and Gerhard Schweimayer
Dresden University of Technology - Faculty of Economics and Business Management, University of Augsburg - Faculty of Business Administration and Economics and University of Augsburg - Faculty of Business Administration and Economics
Downloads 495 (95,500)
Citation 1

Abstract:

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Banking, Credit Risk, Systematic Risk, Credit Derivative, Macro Derivative