Results 131 to 140 of about 40,103 (280)
Repo markets, counterparty risk and the 2007/2008 liquidity crisis [PDF]
A standard repurchase agreement between two counterparties is considered to examine the endogenous choice of collateral assets, the feasibility of secured lending, and welfare implications of the central bank’s collateral framework.
Ewerhart, Christian, Tapking, Jens
core
"A Simple Proposal to Resolve the Disruption of Counterparty Risk In Short-Term Credit Markets" [PDF]
The impaired risk assessment caused by the collapse of mortgage-backed securities is the major problem threatening the stability of the American financial system, yet it is not clear that removing these assets from institutional balance sheets, as the ...
Jan Kregel
core
Intermediation and Voluntary Exposure to Counterparty Risk [PDF]
SSRN Electronic Journal, 2014 I develop a model of the financial sector in which endogenous intermediation among debt financed banks generates excessive systemic risk. Financial institutions have incentives to capture intermediation spreads through strategic borrowing and lending decisions. By doing so, they tilt the division of surplus along an intermediation chain in their favor,
openaire +3 more sources
Let's make it clear: how central counterparties save(d) the day [PDF]
The bankruptcy of Lehman Brothers in 2008 will certainly be featured in history books as one of the greatest financial failures so far, but it will also be recorded as yet another episode of the historically successful performance of clearing ...
Cyril Monnet
core
Microprudential bank capital regulation in a complex system. [PDF]
Heliyon, 2023 McKeever D.
europepmc +1 more source
Emergence and Future of Central Counterparties [PDF]
, 2010 Thorsten V. Koeppl, Cyril Monnet
openalex +1 more source
TYPOLOGY OF CREDIT RISK IN ECONOMY [PDF]
Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2019 Today, many techniques are known regarding credit risk management, starting from traditional techniques of risk exposure assessment, aimed at limiting excessive concentration at the level of the debtor, sector of activity, industrial branch, etc., until ...
Marinela BARBULESCU, Alina HAGIU
doaj
How does risk information dissemination affect risk contagion in the interbank market? [PDF]
PLoS One, 2022 Li Z, Liu X.
europepmc +1 more source
Communicating with Your Department Chair: A Primer on How to Advocate for Your IR Section. [PDF]
Semin Intervent Radiol, 2023 Spies JB.
europepmc +1 more source
A Mellin Transform Approach to the Pricing of Options with Default Risk. [PDF]
Comput Econ, 2022 Choi SY, Veng S, Kim JH, Yoon JH.
europepmc +1 more source