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Interest rate risk, accounting-based approach, banking supervision, model evaluation
credit default swap, credit risk, corporate bond, stochastic intensity model
Interest rate risk, term structure model, interest rate pass-through, banking supervision, German financial institutions
Leverage Certificate, Life Cycle Hypothesis, Pricing Behavior, Gap Risk, Order Flow
credit default swap, default risk premium, default event risk premium, spread risk premium, mark-to-market risk premium, stochastic intensity model
Currency risk, inflation differentials, single-currency area
Leverage Certificate; Warrant; Financial Innovation; Retail Investor
Duration gap, Interest rate swaps, Selective hedging
Performance Measurement, Option Portfolios, Stochastic Volatility, Heston, Nonlinearity, Volatility Risk, Option-Based Factors, Discrete Returns, Continuous Returns
interest rate risk, banks, tail exposures, financial crisis
deposit insurance, loan portfolio, maturity gap, structural model
structured products, knock-out, price setting, German market, rollover
Interest rate risk, Interest margins, Maturity transformation
term transformation, interest rate risk, optimal loan, deposit intermediation fees
German financial institutions, interest rate risk, accounting-based approach, maturity transformation, banking supervision, model evaluation
Discount Certificates, Derivatives, Pricing, Market Microstructure, Trading Costs, Hedging
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interest rate risk, Basel Capital Accord, banking supervision, standardized interest rate shock
FX Derivatives, Risk Management, Speculation, Behavioral Corporate Finance, PhD, Doctorate
Structured Products, Structured Notes, Leverage Certificates, Pricing Behavior, Monopoly Pricing Model
decision strategy, decision costs, transaction costs, putable bond
early exercise, failure to exercise, liquidity demand, putable bond
Structured products, Derivatives, Investor behavior, Product pricing
structured products, derivatives, complexity, financial innovation, investor behavior
Structured product, discount certificate, vulnerable option, credit risk margin
Structured products, Certificates, Hedging, German market, Pricing
performance measurement, European corporate bond market, investment grade corporate bond mutual funds, multi-index model, asset-class-factor model, Generalized Treynor Ratio
