Basel III and asset securitization

DOI10.1155/2013/439305zbMath1422.91808OpenAlexW2063484917WikidataQ58921597 ScholiaQ58921597MaRDI QIDQ2312229

Frednard Gideon, M. Mpundu, Janine Mukuddem-Petersen, Mark Adam Petersen

Publication date: 5 July 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/439305

Mathematics Subject Classification ID

Credit risk (91G40) Actuarial science and mathematical finance (91G99)

Related Items (2)

Basel III and asset securitization ⋮ An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks

Cites Work

• Profit and risk under subprime mortgage securitization
• Basel III and asset securitization
• Maximizing banking profit on a random time interval
• Minimizing banking risk in a Lévy process setting

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