Insuring banks against systematic credit risk

Author:

Babbel David F.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference35 articles.

1. (1985, February): “Insuring the Third World Debt Against Default.” Proposal to the World Bank, The Wharton School.

2. (1986): “Capping the risks of life insurance policy loans and lapses,” Insurance Perspectives, Goldman, Sachs & Co.

3. and (1985): “Optimal insurance of the common form under moral hazard,” IBER Working Paper, University of California at Berkeley.

4. and . (1986): “On the optimality of portfolio insurance,” Journal of Finance.

5. (1981, March): “Option pricing with different interest rates for borrowing and lending,” Working paper #109, IBER, University of California at Berkeley.

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2. Bibliography;Credit Risk Management in and Out of the Financial Crisis;2011-12-06

3. Synthetizing a debt guarantee: Super-replication versus utility approach;International Review of Financial Analysis;2011-01

4. Moral Hazard: Asset Substitution and Transfer of Value Between Securityholders after FIRREA;SSRN Electronic Journal;2009

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