Project Details
Description
This workshop aims at generating solutions for current issues at Dresdner Kleinwort Wasserstein (DrKW). Our external partner supported the Cooperation between Investment Professionals, scientists and students technically and financially. For instance, the software package Credit Manager 2.5.3 was available during the entire period of cooperation. Advancements are achieved and documented regarding the issues of riskarbitrage in a case study between Deutsche Telekom/Voicestream, credit portfolio management, asset backed securities and riskcontrolling (transforming realized spot data into volatility surfaces).
| Status | Finished |
|---|---|
| Effective start/end date | 1/03/01 → 1/07/02 |
Collaborative partners
- Vienna University of Economics and Business (lead)
- Dresdner Kleinwort Wasserstein (Project partner)
Austrian Classification of Fields of Science and Technology (OEFOS)
- 502009 Corporate finance
- 101007 Financial mathematics
- 502010 Public finance
Research output
- 1 Journal article
-
Credit Portfolio Management to Enhance Profits. Impact of Rating Changes, Recovery Rate and Correlation on Credit Risk
Veverka, A., 2002, In: Finanz-Betrieb (FB).Publication: Scientific journal › Journal article › peer-review