Results 11 to 20 of about 34,635 (206)
Notification of the counterparty of unilateral withdrawal from the agreement
Bulletin of Kharkiv National University of Internal Affairs, 2023 The study focuses on the issue of notification of the initiator of unilateral withdrawal from a contract to its counterparty of such withdrawal. In particular, the problematic issues of determining the form and procedure for such notification and ...
Yu. I. Chalyi
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Current and prospective estimate of counterparty risk through dynamic neural networks [PDF]
Risk Management Magazine, 2022 The estimate of the probability of default plays a central role for any financial entity that wants to have an overview of the risks of insolvency it may incur by having economic relations with counterparties.
Alessio Agnese +2 more
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Гуманитарные и юридические исследования, 2021 The article studies the influence of reforming the social sphere in the Empire of the period of Alexander II in the aspect of the resort area. The role of personality in improving the resort business is considered.
Lidiya Krasnokutskaya +1 more
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Possibilities of eliminating ineffective alternatives in the multi-criteria selection of counterparties for horizontal cooperation [PDF]
MATEC Web of Conferences, 2021 The report presents an approach to the filtration of alternatives when choosing a counterparty for horizontal cooperation based on multiple criteria. Filtration procedures precede the optimization procedures for multi-criteria decisions.
Brodetskiy Gennady +2 more
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Digital Technologies: New Reality of Counterparty Reliability Analysis
Учёт. Анализ. Аудит, 2022 The research carried the potential analysis for using digital tools to verify the due diligence of a counterparty out at the stage of pre-contractual interaction with the organization, which allows for reduced possible financial, legal, reputational and ...
S. M. Bychkova, O. V. Shvets
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Mathematics, 2023 In this paper, we propose an enhanced model for pricing vulnerable options. Specifically, our model assumes that parameters such as interest rates, jump intensity, and asset value volatility are governed by an observable continuous-time finite-state ...
Xiangdong Liu, Zanbin Zhang
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Explicit Pricing Formulas for European Option with Asset Exposed to Double Defaults Risk
Discrete Dynamics in Nature and Society, 2018 We derive analytical formulas for European call and put options on underlying assets that are exposed to double defaults risks which include exogenous counterparty default risk and endogenous default risk.
Taoshun He
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Bank Risk Determinants in Latin America
Risks, 2020 Systemic Banking crises are a recurrent phenomenon that affects society, and there is a need for a better understanding of the risk factors to support prudential regulation and reduce unnecessary risk intake in the financial system.
Mariña Martínez-Malvar +1 more
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Pricing vulnerable European options with dynamic correlation between market risk and credit risk
Journal of Management Science and Engineering, 2020 In this paper, we study the valuation of vulnerable European options incorporating the reduced-form approach, which models the credit default of the counterparty.
Huawei Niu, Yu Xing, Yonggan Zhao
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Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations
MathematicsCounterparty risk, which combines market and credit risks, gained prominence after the 2008 financial crisis due to its complexity and systemic implications.
Noureddine Lehdili +2 more
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