J.J. de Vries Robbé

2 Publications


Synthetic securitisation: every bank should have one
Banken gebruiken op grote schaal true sale of ‘traditionele’ securitisatie om hun kapitaalbeslag te verminderen (regulatory capital relief). Ook voor het behalen van economische voordelen (economic ca...
Article type: Article
Credit Derivatives Definitions 2003: two steps forward, one step back
Kredietderivaten worden in toenemende mate gebruikt voor credit risk management1. Sterker nog, de markt voor kredietderivaten groeit explosief. Had deze markt in 1997 nog slechts een omvang van US$ 18...
Article type: Article

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