{"id":"https://openalex.org/W84856403","doi":null,"title":"Risikobewertung von strukturierten Kreditprodukten","display_name":"Risikobewertung von strukturierten Kreditprodukten","publication_year":2012,"publication_date":"2012-02-01","ids":{"openalex":"https://openalex.org/W84856403","mag":"84856403"},"language":"de","primary_location":{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-024703594","doi":null,"is_oa":false,"landing_page_url":"http://www.verlagdrkovac.de/978-3-8300-6197-7.htm","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Hochschulschrift"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5089403117","display_name":"Andreas Igl","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Andreas Igl","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5089403117"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14154","display_name":"finance, banking, and market dynamics","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/structured-credit-products","display_name":"structured credit products","score":0.9800000190734863},{"id":"https://openalex.org/keywords/credit-derivatives","display_name":"credit derivatives","score":0.6010000109672546},{"id":"https://openalex.org/keywords/risk-assessment","display_name":"risk assessment","score":0.7979999780654907},{"id":"https://openalex.org/keywords/systematic-risk","display_name":"systematic risk","score":0.7049999833106995},{"id":"https://openalex.org/keywords/pricing-models","display_name":"pricing models","score":0.5180000066757202},{"id":"https://openalex.org/keywords/credit-default-swaps","display_name":"credit default swaps","score":0.5490000247955322},{"id":"https://openalex.org/keywords/cdo-pricing","display_name":"CDO pricing","score":0.46299999952316284},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.7699999809265137},{"id":"https://openalex.org/keywords/regulatory-requirements","display_name":"regulatory requirements","score":0.4569999873638153},{"id":"https://openalex.org/keywords/credit-risk-transfer","display_name":"credit risk transfer","score":0.30799999833106995},{"id":"https://openalex.org/keywords/credit-risk-assessment","display_name":"credit risk assessment","score":0.30399999022483826},{"id":"https://openalex.org/keywords/credit-risk-mitigation","display_name":"credit risk mitigation","score":0.46000000834465027},{"id":"https://openalex.org/keywords/credit-risk-monitoring","display_name":"credit risk monitoring","score":0.3709999918937683}],"concepts":[{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.4632139801979065},{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.4144595265388489},{"id":"https://openalex.org/C29456083","wikidata":"https://www.wikidata.org/wiki/Q1221899","display_name":"Gynecology","level":1,"score":0.3368862271308899},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.21733427047729492},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.08477076888084412}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-024703594","doi":null,"is_oa":false,"landing_page_url":"http://www.verlagdrkovac.de/978-3-8300-6197-7.htm","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Hochschulschrift"},{"id":"pmh:oai:epub.uni-regensburg.de:23058","doi":null,"is_oa":false,"landing_page_url":"https://epub.uni-regensburg.de/23058/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401229","display_name":"University of Regensburg Publication Server (University of Regensburg)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I60668342","host_organization_name":"University of Regensburg","host_organization_lineage":["https://openalex.org/I60668342"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/book"},{"id":"mag:84856403","doi":null,"is_oa":false,"landing_page_url":"https://epub.uni-regensburg.de/23058/","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7033812539","https://openalex.org/W1605224434","https://openalex.org/W3124313680","https://openalex.org/W182305443","https://openalex.org/W2979738236","https://openalex.org/W7064088971","https://openalex.org/W4241423660","https://openalex.org/W7096821553","https://openalex.org/W2800482680","https://openalex.org/W2284664536"],"abstract_inverted_index":{"Mit":[0],"der":[1,10,40,53,140,158,177,191,193,211,233],"im":[2,241],"Jahr":[3],"2007":[4],"beginnenden":[5],"Finanzmarktkrise":[6],"nahm":[7],"erstmalig":[8],"seit":[9,95],"\u201eGreat":[11],"Depression\u201c":[12],"wieder":[13],"eine":[14,153,164,204],"Krise":[15],"einen":[16],"globalen":[17],"Charakter":[18],"an.":[19],"Insbesondere":[20],"die":[21,35,38,45,68,133,135,142,207,228],"f\u00fchrenden":[22],"und":[23,56,63,124,155,215,221,246],"hoch":[24],"entwickelten":[25],"Industrienationen":[26],"waren":[27],"von":[28,137,145,151],"den":[29,76,169,218,238],"Verwerfungen":[30],"betroffen,":[31],"wobei":[32],"sich":[33],"weder":[34],"Geschwindigkeit":[36],"noch":[37],"St\u00e4rke":[39],"damit":[41],"einhergehenden":[42],"Auswirkungen":[43],"auf":[44,60,72],"Realwirtschaft":[46],"mit":[47,84,237],"vorangegangen":[48],"Krisen":[49],"vergleichen":[50],"lie\u00dfen.\\nEin":[51],"Gro\u00dfteil":[52],"realisierten":[54],"Verluste":[55],"Abschreibungen":[57],"sind":[58],"hierbei":[59],"strukturierte":[61],"Kreditprodukte":[62,195],"verbriefte":[64],"Positionen":[65],"zur\u00fcckzuf\u00fchren,":[66],"welche":[67],"wohl":[69],"weitreichendste":[70],"Strukturver\u00e4nderung":[71],"dem":[73],"Finanzmarkt":[74,101],"in":[75,117,217],"letzten":[77,98],"zehn":[78],"Jahren":[79],"verantworten.":[80],"Diese":[81],"Entwicklung":[82],"geht":[83],"einem":[85],"enormen":[86],"Wachstum":[87],"des":[88,97,113,172],"Emissionsvolumens":[89],"an":[90],"derartigen":[91],"Finanzprodukten":[92],"einher,":[93],"das":[94,149,181],"Beginn":[96],"Jahrzehnts":[99],"am":[100],"zu":[102,196,223],"beobachten":[103],"war.\\n\\nDer":[104],"Verfasser":[105],"dieser":[106],"Studie":[107,134],"entwickelt":[108],"insbesondere":[109],"Methoden":[110],"zur":[111],"Quantifizierung":[112],"bepreisungsrelevanten,":[114],"systematischen":[115],"Risikos":[116],"strukturierten":[118,194],"Kreditprodukten":[119],"mittels":[120],"\u201eBond":[121],"Repr\u00e4sentation\u201c":[122],"weiter":[123],"erarbeitet":[125],"zustandsbedingte":[126],"Modelle":[127],"f\u00fcr":[128,168,227],"deren":[129],"Risikobewertung.":[130],"Folglich":[131],"f\u00f6rdert":[132],"Erforschung":[136],"Determinanten":[138],"bei":[139,190],"Marktpreisbestimmung,":[141],"\u00f6konomische":[143,166],"Begr\u00fcndung":[144,167],"aufgetretenen":[146],"Bewertungsunterschieden":[147],"sowie":[148],"Aufzeigen":[150],"M\u00f6glichkeiten,":[152,180],"valide":[154],"risikoad\u00e4quate":[156],"Bewertung":[157,192],"Produkte":[159],"vorzunehmen.\\nInsbesondere":[160],"liefert":[161],"dieses":[162],"Werk":[163],"m\u00f6gliche":[165],"marktinduzierten":[170],"Effekt":[171],"\u201eCorrelation":[173],"Smiles\u201c.":[174],"Zudem":[175],"veranschaulicht":[176],"Autor":[178],"verschiedene":[179],"\u201eDown-Side":[182],"Risiko\u201c":[183],"(auch:":[184],"catastrophe":[185],"risk)":[186],"als":[187],"asymmetrische":[188],"Risikoaversion":[189],"ber\u00fccksichtigen.\\nDie":[197],"abschlie\u00dfende":[198],"Konzeption":[199],"eines":[200],"Bepreisungsinformationssystems":[201],"soll":[202],"zudem":[203],"M\u00f6glichkeit":[205],"aufzeigen,":[206],"Bewertungsmodelle":[208],"unter":[209],"Ber\u00fccksichtigung":[210],"neuen":[212],"aufsichtsrechtlichen":[213],"Regeln":[214],"Initiativen":[216],"ge\u00e4nderten":[219],"Strukturierungs-":[220],"Verbriefungsprozess":[222],"integrieren.":[224],"Als":[225],"Grundlage":[226],"umfangreichen":[229],"empirischen":[230],"Analysen":[231],"dient":[232],"CDS-Index":[234],"iTraxx":[235],"Europe":[236],"zugeh\u00f6rigen":[239],"Tranchen":[240],"Zeitraum":[242],"zwischen":[243],"M\u00e4rz":[244],"2006":[245],"September":[247],"2007.":[248]},"counts_by_year":[],"updated_date":"2026-09-09T07:26:56.047234","created_date":"2016-06-24T00:00:00"}