Concept

Credit

Related publications (35)

Credit Derivatives in an Affine Framework

An efficient method for valuing credit derivatives based on three entities is developed in an affine framework. This includes interdependence of market and credit risk, joint credit migration and counterparty default risk of three forms. As an application ...

2007

Capital structure, credit risk, and macroeconomic conditions

Erwan Morellec

This paper develops a framework for analyzing the impact of macroeconomic conditions on credit risk and dynamic capital structure choice. We begin by observing that when cash flows depend on current economic conditions, there will be a benefit for firms to ...

2006

Reproduction of security documents and color images with metallic inks

Roger Hersch, Patrick Emmel

The present invention discloses methods and systems for printing by superposing a metallic ink and transparent inks. These methods and systems are useful for color separating images into superpositions of a metallic ink and transparent inks both for design ...

2004

Column flow in stratified soils and fingers in Hele-Shaw cells: A review

David Andrew Barry

We examine the development of instability studies in the oil industry and in soil physics, the former being far more advanced has tended to mold the latter. This had some unfortunate consequences as oil studies tended to rely heavily on Hele-Shaw cells, wh ...

American Geophysical Union2002

The Determinants of Credit Spread Changes

Pierre Collin Dufresne

Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residu ...

2001

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