Results 101 to 110 of about 35,019 (249)
Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk
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
Rethinking Blockchain and Power Dynamics in Supply Chains: A Critical Discourse Analysis
ABSTRACT Despite a generally positive discourse on blockchain technology in academic literature, firms have struggled to implement it in their supply chains. In this article, we are deconstructing the typically positive perception of blockchain in the literature through a provocative style of theorizing and critical discourse analysis.
Lara Schilling +2 more
wiley +1 more source
Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. [PDF]
Zema SM.
europepmc +1 more source
Central Counterparty Default Waterfalls and Systemic Loss [PDF]
Samim Ghamami +2 more
openalex +1 more source
ABSTRACT Prior research on Environmental, Social, and Governance (ESG) practices has primarily focused on how they affect large firms' financial performance and investor responses, leaving a limited understanding of how key stakeholders, such as small, medium, and micro enterprises (SMMEs), respond to the ESG practices of larger firms.
Paul Blaise Issock Issock
wiley +1 more source
A Legal Look at the Function, Nature and Structure of the Settlement Guarantee Fund in the Stock and Securities Market [PDF]
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
The unreasonable effectiveness of large language models in zero-shot semantic annotation of legal texts. [PDF]
Savelka J, Ashley KD.
europepmc +1 more source
ABSTRACT We conduct a timely comprehensive review of the existing literature on Task Force on Climate‐Related Financial Disclosures (TCFD). Our aim is to provide a synthesis and extension of the current literature as follows: (i) review theoretical (i.e., socio‐political, economic‐based and market‐based) perspectives employed by existing studies, (ii ...
Yunice Karina Tumewang +2 more
wiley +1 more source
Climate Transition Challenges: Exploring Credit Portfolio Misalignment in European Banks
ABSTRACT This paper examines the underlying factors contributing to the misalignment of banks' credit portfolios with European environmental objectives. Drawing on panel data on green lending from 2015 to 2023, the empirical analysis reveals that such misalignment is primarily influenced by the country and sector in which the financed firms operate ...
Lorenzo Fichera +2 more
wiley +1 more source
The 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
doaj +1 more source

