Results 91 to 100 of about 9,158 (259)
Central Counterparty Risk [PDF]
, 2012 A clearing member of a Central Counterparty (CCP) is exposed to losses on their default fund and initial margin contributions. Such losses can be incurred whenever the CCP has insufficient funds to unwind the portfolio of a defaulting clearing member. This does not necessarily require the default of the CCP itself.
openaire +2 more sources
Utilization Schemes of the Pre-Settlement Risk Limits
Finanse i Prawo FinansoweThe purpose of the article is to investigate the selected method employed to manage the counterparty credit risk, namely the application of various risk limits.
Piotr Wybieralski
doaj +1 more source
Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. [PDF]
Empir Econ, 2023 Zema SM.
europepmc +1 more source
The unreasonable effectiveness of large language models in zero-shot semantic annotation of legal texts. [PDF]
Front Artif Intell, 2023 Savelka J, Ashley KD.
europepmc +1 more source
The Role of Counterparty Risk and Asymmetric Information in the Interbank Market
Social Science Research Network, 2017 We study the effect of counterparty risk on the ability of Italian banks to access the foreign unsecured interbank market during the sovereign debt crisis in the second half of 2011.
Giuseppe Cappelletti +1 more
semanticscholar +1 more source
A Legal Look at the Function, Nature and Structure of the Settlement Guarantee Fund in the Stock and Securities Market [PDF]
تحقیقات مالی اسلامی (پیوسته), 2019 The clearing and settlement operations of securities transactions are subject to numerous risks. Some of these risks can be controlled by tools such as the "Margin" (initial guarantee) by the clearing house, but after all these tools have been ...
Sayyed Ali Hosini +2 more
doaj
Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk
Abstract and Applied Analysis, 2014 We study the pricing of total return swap (TRS) under the contagion models with counterparty risk and the interest rate risk. We assume that interest rate follows Heath-Jarrow-Morton (HJM) forward interest rate model and obtain the Libor market interest ...
Anjiao Wang, Zhongxing Ye
doaj +1 more source
Three Seas Economic JournalThe objective of this paper is to examine and enhance strategies for managing relationships with counterparties and mitigating risks in utility infrastructure enterprises.
Olena Chepurna, Nikita Razinkin
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Was können zentrale Kontrahenten leisten?
Momentum Quarterly, 2012 Die Finanzkrise 2007/2008 führte zu einer intensiven Diskussion über eine strengere Regulierung von außerbörslich gehandelten Derivaten (over the counter traded derivatives).
Rafael Wildauer
doaj +2 more sources
Stress relief? Funding structures and resilience to the covid shock. [PDF]
J Monet Econ, 2023 Forbes K, Friedrich C, Reinhardt D.
europepmc +1 more source