Buch, Englisch, 166 Seiten, Paperback, Format (B × H): 148 mm x 210 mm, Gewicht: 251 g
Structuring of loan and lease securitizations as integrative solution
Buch, Englisch, 166 Seiten, Paperback, Format (B × H): 148 mm x 210 mm, Gewicht: 251 g
ISBN: 978-3-8244-8287-0
Verlag: Deutscher Universitätsverlag
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1 Introduction.- 2 The Automotive Industry.- 2.1 Relevance of the Industry and of the Captive Financial Companies.- 2.2 Risk Management in Industry and Commerce.- 2.3 Stakeholders in the Automotive Industry.- 2.4 Summary.- 3 Credit Risk Models.- 3.1 Model Requirements in the Automotive Industry.- 3.2 Elements of Credit Risk Modeling.- 3.3 Model Selection.- 4 CreditRisk+ and the Regulatory Model.- 4.1 The Original CreditRisk+ Model.- 4.2 Framework of CreditRisk+.- 4.3 Extensions of CreditRisk+.- 4.4 Implementation of CreditRisk+.- 4.5 The Regulatory Model.- 5 Credit Risk Management.- 5.1 Risk Measures and Contributions.- 5.2 Portfolio Risk Measures and Contributions in CreditRisk+.- 6 A Model for Securitization.- 6.1 Capital and the Management of Financial Institutions.- 6.2 Securitization.- 6.3 Securitization in the Automotive Industry.- 6.4 A Model for the Securitization of Car Financing Contracts.- 6.5 Regulatory Framework.- 7 Empirical Analysis.- 7.1 Implementation.- 7.2 Data Information and Manipulations.- 7.3 Results.- 7.4 Conclusion.- 8 Summary and Topics for Future Research.- Appendix: Explicit Calculations for the CR+ Model.- Appendix: Abbreviations.- Appendix: Variables.