Results 21 to 30 of about 40,103 (280)
Revista de Contabilidad: Spanish Accounting Review, 2020 Under the IFRS 9 impairment model, entities must estimate the PD (Probability of Default) for all financial assets (and other elements) not measured at fair value through profit or loss.
David Delgado-Vaquero +2 more
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Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes
Fractal and Fractional, 2023 Counterparty credit risk (CCR) is a significant risk factor that financial institutions have to consider in today’s context, and the COVID-19 pandemic and military conflicts worldwide have heightened concerns about potential default risk.
Fengyan Wu +4 more
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Measuring Counterparty Credit Exposure to a Margined Counterparty [PDF]
Finance and Economics Discussion Series, 2005 Firms active in OTC derivative markets increasingly use margin agreements to reduce counterparty credit risk. Making several simplifying assumptions, I use both a quasi- analytic approach and a simulation approach to quantify how margining reduces counterparty credit exposure.
openaire +2 more sources
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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Option Pricing for Path-Dependent Options with Assets Exposed to Multiple Defaults Risk
Discrete Dynamics in Nature and Society, 2020 In the present paper, we derive analytical formulas for barrier and lookback options with underlying assets exposed to multiple defaults risks which include exogenous counterparty default risk and endogenous default risk.
Taoshun He
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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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Realizing a blockchain solution without blockchain? Blockchain, solutionism, and trust
Regulation &Governance, EarlyView., 2023 Abstract Blockchain is employed as a technology holding a solutionist promise, while at the same time, it is hard for the promissory blockchain applications to become realized. Not only is the blockchain protocol itself not foolproof, but when we move from “blockchain in general” to “blockchain in particular,” we see that new governance structures and ...
Gert Meyers, Esther Keymolen
wiley +1 more source
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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Central Counterparty Default Waterfalls and Systemic Loss
Social Science Research Network, 2020 Central counterparty default waterfalls act as last lines of defense in over-the-counter markets by managing and allocating resources to cover defaults of clearing members and clients.
M. Paddrik, Simpson Zhang
semanticscholar +1 more source
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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