Results 121 to 130 of about 40,103 (280)

OPTIMISATION OF STRATEGIES FOR WORKING WITH COUNTERPARTIES AND RISK MANAGEMENT AT UTILITY INFRASTRUCTURE ENTERPRISES

Three Seas Economic Journal
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

Grid solution for market and counterparty risk calculation. Real life problems from the point of view of the system developer. [PDF]

, 2007
Daniel Crespo, Jesús Gil, Alberto Gómez Gómez, Enrique Mota   +3 more
openalex   +1 more source

Blockchain Systems in Food Supply Chains: An Interpretation Through the Lens of Agency and Technology–Organization–Environment Theories

Journal of Business Logistics, Volume 46, Issue 3, July 2025.
ABSTRACT Blockchain (BC) systems are increasingly used by consortia to monitor ex‐post opportunism in food supply chains. BC systems differ for BC technical characteristics, complementary technologies, and organizational tools. Yet, little is empirically known about the link between different BC system designs and the context where they are implemented
Pamela Danese, Pietro Romano
wiley   +1 more source

Risk-sharing or risk-taking? Counterparty risk, incentives and margins [PDF]

We analyze optimal hedging contracts and show that although hedging aims at sharing risk, it can lead to more risk-taking. News implying that a hedge is likely to be loss-making undermines the risk-prevention incentives of the protection seller.
Bruno Biais, Florian Heider, Marie Hoerova   +2 more
core  

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

Credit Derivatives in an Affine Framework [PDF]

We develop a general and efficient method for valuating credit derivatives based on multiple entities in an affine framework. This includes interdependence of market and credit risk, joint credit migration and counterparty default risk of multiple firms.
Damir Filipovic, Li Chen
core  

Coalition Formation Game for Cost-Efficient Multiparty Payment Channel in Payment Channel Networks. [PDF]

Sensors (Basel), 2023
Kim W.
europepmc   +1 more source

Counterparty Risk Valuation for Energy-Commodities Swaps: Impact of Volatilities and Correlation [PDF]

, 2008
Damiano Brigo, Kyriakos Chourdakis, Imane Bakkar   +2 more
openalex   +1 more source

Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk [PDF]

In this paper, we develop a generalized affine model to characterize correlated credit risk of multi-firms. When valuing credit derivatives, this new approach allows to incorporate correlative market and credit risk, interdependent default risk structure
Damir Filipovic, Li Chen
core  

Credit Risky Securities Valuation under a Contagion Model with Interacting Intensities

Journal of Applied Mathematics, 2011
We study a three-firm contagion model with counterparty risk and apply this model to price defaultable bonds and credit default swap (CDS). This model assumes that default intensities are driven by external common factors as well as other defaults in the
Anjiao Wang, Zhongxing Ye
doaj   +1 more source