Results 111 to 120 of about 40,103 (280)
The pricing implications of counterparty risk for non-linear credit products [PDF]
, 2005 Stuart M. Turnbull
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Central counterparties – risk minimizers?
The Central European Review of Economics and Management, 2018 Aim: Recently, central counterparties (CCPs) have gained on popularity due to their positive impact on the financial markets during crisis (limiting contagion on cleared instruments). The post-crisis reforms favored CCPs as risk minimizers. The aim of the article is to critically assess the functioning of the CCPs and their role in the financial system.
openaire +4 more sources
CDS Pricing with Counterparty Risk
, 2010 This thesis focuses on the impact of counterparty-risk in CDS (Credit Default Swap) pricing. The exponential growth of the Credit Derivatives Market in the last decade demands an upsurge in the fair valuation of various credit derivatives such as the Credit Default Swap (CDS), the Collateralized Debt Obligation (CDO).
Ruan, Zheng, Ruan, Zheng
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Journal of Community &Applied Social Psychology, Volume 35, Issue 4, July/August 2025.ABSTRACT In the early 2024, over three million people in Germany took to the streets to protest a secret plan by right‐wing extremists to deport individuals with migration background, publicised as ‘re‐migration’. This situation offered a unique opportunity to explore the link between collective memory and collective action.
Meral Gezici Yalçın, Elif Sandal Önal
wiley +1 more source
Model-free bounds on bilateral counterparty valuation [PDF]
In the last years, counterparty default risk has experienced an increased interest both by academics as well as practitioners. This was especially motivated by the market turbulences and the financial crises over the past years which have highlighted the
Haase, Joerdis +2 more
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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
Assessing Central Counterparty Margin Coverage on Futures Contracts Using GARCH Models [PDF]
, 2006 Raymond Knott, Marco Polenghi
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British Journal of Management, Volume 36, Issue 3, Page 1023-1038, July 2025.Abstract This study investigates the relationship between corporate environmental performance, as captured by environmental investment, and firms’ access to trade credit. Using data from Chinese listed firms in heavy pollution industries, we find that corporate environmental performance significantly increases firms’ access to trade credit.
Wanning Li +4 more
wiley +1 more source
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges [PDF]
Defining futures contracts as substitutes for associated cash transactions enables a discussion of the evolution of controls over contract nonperformance risk. These controls are incorporated into exchange methods for clearing contracts.
James T. Moser
core
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