Mathematical Model for Choosing Counterparty When Assessing Information Security Risks [PDF]
Risks, 2021 The need to assess the risks of the trustworthiness of counterparties is increasing every year. The identification of increasing cases of unfair behavior among counterparties only confirms the relevance of this topic.
Andrey Koltays +2 more
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MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY [PDF]
ASTIN Bulletin: The Journal of the International Actuarial Association, 2021 This paper studies the optimal insurance design from the perspective of an insured when there is possibility for the insurer to default on its promised indemnity.
Tim J. Boonen, Wenjun Jiang
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Double-Layer Network Model of Bank-Enterprise Counterparty Credit Risk Contagion
Complexity, 2020 Banks and enterprises constitute a multilayered, multiattribute, multicriteria credit-related super network due to financial transaction behaviors, such as credit, wealth management, savings, and derivatives.
Tingqiang Chen +3 more
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The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks [PDF]
Social Science Research Network, 2019 The collapse of Lehman Brothers illustrated the importance of managing prime broker counterparty risks for hedge funds. Liquidity shocks to prime brokers can lead to cycles of deleveraging that produce losses at funds and potentially have harmful effects
Mathias S. Kruttli +2 more
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BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING [PDF]
, 2012 Stéphane Crépey
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Due Diligence in Digital Profiling of a Counterparty
Техника и технология пищевых производств, 2023 Economic entities involved in food production interact with a large number of counterparties and depend on their integrity. They have to check their potential business partners before cooperating.
Svetlana М. Bychkova +2 more
doaj +1 more source
Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework [PDF]
Social Science Research Network, 2020 In this paper, we present a novel computational framework for portfolio-wide risk management problems, where the presence of a potentially large number of risk factors makes traditional numerical techniques ineffective.
Alessandro Gnoatto +2 more
semanticscholar +1 more source
Innovative methods of evaluating the counterparty during the organization internal control
Вестник университета, 2023 The article discusses the key issues of internal control measures when choosing a counterparty during the formation of an innovative economy. The purpose of the study is to develop indicators characterizing the counterparty, as well as an innovative risk
E. A. Kirova, T. V. Perminova
doaj +1 more source
Classifying Counterparty Sector in EMIR Data
Data Science for Economics and Finance, 2021 The data collected under the European Market Infrastructure Regulation (“EMIR data”) provide authorities with voluminous transaction-by-transaction details on derivatives but their use poses numerous challenges.
F. Lenoci, Elisa Letizia
semanticscholar +1 more source
Counterparty credit risk and derivatives pricing [PDF]
, 2019 Gang Li, Chu Zhang
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