{"id":{"repo_id":"passau-thes","oai_identifier":"oai:kobv.de-opus4-uni-passau:192"},"canonical_url":"https://search.dev.ndltd.org/etd/passau-thes/oai:kobv.de-opus4-uni-passau:192","repository":{"repo_id":"passau-thes","name":"Universität Passau","base_url":"https://opus4.kobv.de/opus4-uni-passau/oai"},"display":{"title":"Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis","abstract":"The dissertation \"Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis\" consists of three self-contained essays. At the core of the dissertation is the market for credit risk and its role during and after the recent subprime financial crisis. In particular, it is dedicated to the following research questions: - What are the causes of the subprime financial crisis? - Which role did credit markets and credit derivatives play during the crisis? - How might the crisis be resolved? - What is the impact of the crisis on market participants perception of credit risk? - How can complex credit derivatives be modeled in a way that allows an understanding of their inherent risk?","abstract_html":"The dissertation "Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis" consists of three self-contained essays. At the core of the dissertation is the market for credit risk and its role during and after the recent subprime financial crisis. In particular, it is dedicated to the following research questions: - What are the causes of the subprime financial crisis? - Which role did credit markets and credit derivatives play during the crisis? - How might the crisis be resolved? - What is the impact of the crisis on market participants perception of credit risk? - How can complex credit derivatives be modeled in a way that allows an understanding of their inherent risk?","abstract_has_math":false,"creators":["Breitenfellner, Bastian"],"institution":"Universität Passau","degree_name":null,"degree_level":"thesis.doctoral","degree_discipline":null,"degree_department":null,"school":null,"contributors":["Wagner, Niklas"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2013,"date_issued":"2013-07-10","date_published":"2013-07-10","updated_at":"2026-07-24T03:45:00Z","subjects":["Credit Risk","Financial Crisis","Credit Derivatives","Securitization"],"languages":[],"rights":["Standardbedingung laut Einverständniserklärung"],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://opus4.kobv.de/opus4-uni-passau/frontdoor/index/index/docId/192","outbound_label":"Repository record","outbound_source":"source_url"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Wagner, Niklas"]},{"key":"dc:creator","label":"Author","values":["Breitenfellner, Bastian"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:publisher","label":"Institution","values":["Universität Passau"]},{"key":"dc:type","label":"Dc Type","values":["doctoralThesis"]},{"key":"thesis:degree_level","label":"Degree Level","values":["thesis.doctoral"]},{"key":"thesis:institution_name","label":"Thesis Institution Name","values":["Universität Passau"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Credit Risk","Financial Crisis","Credit Derivatives","Securitization"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:rights","label":"Dc Rights","values":["Standardbedingung laut Einverständniserklärung"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["The dissertation \"Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis\" consists of three self-contained essays. At the core of the dissertation is the market for credit risk and its role during and after the recent subprime financial crisis. In particular, it is dedicated to the following research questions: - What are the causes of the subprime financial crisis? - Which role did credit markets and credit derivatives play during the crisis? - How might the crisis be resolved? - What is the impact of the crisis on market participants perception of credit risk? - How can complex credit derivatives be modeled in a way that allows an understanding of their inherent risk?","Die Dissertation \"Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis\" besteht aus drei unabhängigen wissenschaftlichen Aufsätzen. Dabei steht insbesondere der Markt für Kreditrisiken sowie seine Rolle während und nach der jüngsten Subprime-Finanzmarktkrise im Zentrum. Insbesondere widmet sich die Dissertation den folgenden Forschungsfragen: - Wodurch wurde die Subprime-Finanzmarktkrise ausgelöst? - Welche Rolle spielten dabei der Markt für Kreditrisiken und Kreditderivate? - Wie läßt sich derartigen Krisen begegnen? - Wie hat die Krise die Beurteilung von Kreditrisiken durch die Marktteilnehmer beeinflusst? - Wie lassen sich komplexe Kreditderivate dergestalt abbilden, dass die mit ihnen verbunden Risiken leichter transparent gemacht werden können?"]},{"key":"dc:format.medium","label":"Dc Format Medium","values":["application/pdf"]},{"key":"dc:title","label":"Title","values":["Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis","Drei Aufsätze über Kreditrisiken mit einem besonderen Fokus auf die Subprime-Finanzmarktkrise"]}]}],"canonical_facts":{"dc:contributor":["Wagner, Niklas"],"dc:creator":["Breitenfellner, Bastian"],"dc:description.abstract":["The dissertation \"Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis\" consists of three self-contained essays. At the core of the dissertation is the market for credit risk and its role during and after the recent subprime financial crisis. In particular, it is dedicated to the following research questions: - What are the causes of the subprime financial crisis? - Which role did credit markets and credit derivatives play during the crisis? - How might the crisis be resolved? - What is the impact of the crisis on market participants perception of credit risk? - How can complex credit derivatives be modeled in a way that allows an understanding of their inherent risk?","Die Dissertation \"Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis\" besteht aus drei unabhängigen wissenschaftlichen Aufsätzen. Dabei steht insbesondere der Markt für Kreditrisiken sowie seine Rolle während und nach der jüngsten Subprime-Finanzmarktkrise im Zentrum. Insbesondere widmet sich die Dissertation den folgenden Forschungsfragen: - Wodurch wurde die Subprime-Finanzmarktkrise ausgelöst? - Welche Rolle spielten dabei der Markt für Kreditrisiken und Kreditderivate? - Wie läßt sich derartigen Krisen begegnen? - Wie hat die Krise die Beurteilung von Kreditrisiken durch die Marktteilnehmer beeinflusst? - Wie lassen sich komplexe Kreditderivate dergestalt abbilden, dass die mit ihnen verbunden Risiken leichter transparent gemacht werden können?"],"dc:format.medium":["application/pdf"],"dc:publisher":["Universität Passau"],"dc:rights":["Standardbedingung laut Einverständniserklärung"],"dc:subject":["Credit Risk","Financial Crisis","Credit Derivatives","Securitization"],"dc:title":["Three Essays on Credit Risk with a Special Focus on the Subprime Financial Crisis","Drei Aufsätze über Kreditrisiken mit einem besonderen Fokus auf die Subprime-Finanzmarktkrise"],"dc:type":["doctoralThesis"],"thesis:degree_level":["thesis.doctoral"],"thesis:institution_name":["Universität Passau"]},"updated_at":"2026-07-24T03:45:00Z"}