Adequacy of capital requirements for securitizations: financial engineering of regulatory approaches, cyclicality, systematic risk and rating standards

Research output: ThesisDoctoral thesis

Authors

  • Kristina Alexandra Lützenkirchen

Research Organisations

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Details

Translated title of the contributionAngemessenheit der Eigenkapitalanforderungen für Verbriefungen: Finanz-Engineering von Regulierungsansätzen, Zyklizität, systematisches Risiko und Rating-Standards
Original languageEnglish
QualificationDoctor rerum politicarum
Awarding Institution
Supervised by
  • Rösch, Daniel, Supervisor, External person
Place of PublicationHannover
Publication statusPublished - 2014

Keywords

    regulatory capital, Securitizations, rating, Asset-Backed Securities

ASJC Scopus subject areas

Cite this

Adequacy of capital requirements for securitizations: financial engineering of regulatory approaches, cyclicality, systematic risk and rating standards . / Lützenkirchen, Kristina Alexandra.
Hannover, 2014. 63 p.

Research output: ThesisDoctoral thesis

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doi = "10.15488/8319",
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