Results 221 to 230 of about 40,103 (280)
International regional competitiveness of rural territories as a factor of their socio-economic development: Methodological aspects. [PDF]
Kovshov V+4 more
europepmc +1 more source
Research on the mechanism of leader-follower product sales competition based on market access restrictions and forward contract considerations. [PDF]
Wang L, Cao Z, Li P.
europepmc +1 more source
Hedging climate change risks in Southern Africa's agricultural industry using catastrophe bonds. [PDF]
Mutsvene T, Klingelhöfer HE.
europepmc +1 more source
The Design of a Central Counterparty
This article analyzes the optimal allocation of losses via a Central Clearing Counterparty (CCP) in the presence of counterparty risk. A CCP can hedge this risk by mutualizing losses among its members.
J. Kuong, Vincent Maurin
semanticscholar +4 more sources
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Order Splitting and Interacting with a Counterparty
SSRN Electronic Journal, 2020Institutional investors have a strong incentive to find natural counterparties to trade larger amounts at lower costs. We show theoretically that order splitting may facilitate this search, as it gradually signals one's trading interest to the market and
Vincent van Kervel+2 more
semanticscholar +4 more sources
Mitigating Counterparty Risk [PDF]
This paper provides initial evidence on counterparty risk-mitigation activities of financial institutions on the basis of Depository Trust and Clearing Corporation's (DTCC) proprietary bilateral credit default swap transactions and positions.
Yalin Gündüz
semanticscholar +4 more sources
Counterparty Risk: Implications for Network Linkages and Asset Prices
The Review of financial studies, 2022We study the relation between trade credit, asset prices, and production-network linkages. Empirically, firms extending more trade credit earn 7.6% p.a. lower risk premiums and maintain longer relationships with customers.
Fotis Grigoris, Yunzhi Hu, G. Segal
semanticscholar +1 more source
Analytical valuation of Asian options with counterparty risk under stochastic volatility models
Journal of futures markets, 2020In this paper, we consider Asian options with counterparty risk under stochastic volatility models. We propose a simple way to construct stochastic volatility models through the market factor channel.
Xingchun Wang
semanticscholar +1 more source
On the choice of central counterparties in the EU
Journal of Financial Markets, 2022We study competition between European Union’s Central CounterParties (CCPs) on the credit default swap (CDS) market. Using data on market shares, we show that CCPs have a monopoly for single-name CDSs and compete on indices along various dimensions. Using transactions data, we focus on the major dealers who alternatively clear their transactions on the
Demange, Gabrielle, Piquard, Thibaut
openaire +3 more sources