Results 181 to 190 of about 14,859 (208)

A Securitization Scheme for Resolving Europe’s Problem Loans

2018
This chapter proposes a comprehensive, pan-European way of addressing the issue of non-performing exposures. We contend that securitization is the most effective way for banks to sell the bulk of their troubled loans. To this end, we propose a numerical example to describe the main characteristics of a common scheme of securitization to be applied at ...
Brunella Bruno   +2 more
openaire   +1 more source

The securitization of longevity risk in pension schemes: the case of Italy

2010
This chapter focuses on the securitization of longevity risk in pension schemes through mortality-linked securities. Among the alternative mortality-linked securities proposed in the literature, we considered a longevity bond and a vanilla survivor swap as the most appropriate hedging tools.
LEVANTESI, Susanna   +2 more
openaire   +3 more sources

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