Results 41 to 50 of about 34,635 (206)
Counterparty Credit Limit: Identifikasi, Pengukuran dan Pemetaan Risiko Bank-Bank di Indonesia
Journal of Management and Business Review, 2021 This study aims to carry out risk management planning, identification, qualitative analysis and quantitative risk calculations, establishing counterparty credit limits on banks in Indonesia.
Saur Costanius Simamora
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Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the effects of prudential policies on the sovereign vulnerability of ASEAN‐4 countries. We measure sovereign vulnerability within the network connectedness of sovereign bonds between ASEAN‐4 countries (Indonesia, Malaysia, the Philippines and Thailand) and six other countries (the US, the UK, the European Union, China ...
Joshua Aizenman +4 more
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Modelling Counterparty Credit Risk in Czech Interest Rate Swaps
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017 According to the Basel Committee’s estimate, three quarters of counterparty credit risk losses during the financial crisis in 2008 originate from credit valuation adjustment’s losses and not from actual defaults.
Lenka Křivánková, Silvie Zlatošová
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Water Resources Research, 2023 Urban water utilities are increasingly exploring cooperative regional water supply investment and management strategies due to climate change and growing demands.
Lillian B. Lau +2 more
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Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk?
, 2020 A counterparty credit limit (CCL) is a limit imposed by a financial institution to cap its maximum possible exposure to a specified counterparty. Although CCLs are designed to help institutions mitigate counterparty risk by selective diversification of ...
Gould, Martin D. +3 more
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Strategic Entrepreneurship Journal, EarlyView.Abstract Research Summary Upfront payments are important financial resources startups seek to negotiate in technology alliances. This study unpacks how venture‐backed startups can benefit from their VC affiliations and obtain better payments. We develop a bargaining framework and argue that VCs can strengthen venture‐backed startups' hand in alliance ...
Ramakrishna Devarakonda +2 more
wiley +1 more source
An Efficient, Distributable, Risk Neutral Framework for CVA Calculation
, 2010 The importance of counterparty credit risk to the derivative contracts was demonstrated consistently throughout the financial crisis of 2008. Accurate valuation of Credit value adjustment (CVA) is essential to reflect the economic values of these risks ...
Juan, Frank, Lu, Dongsheng
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Does earnings management matter for strategy research?
Strategic Management Journal, EarlyView.Abstract Research Summary Strategic management research often uses accounting data, despite well‐known concerns that earnings management could obscure the link between actual and measured performance. We apply methods from the econometric literature on bunching to estimate that around 15 percent of firm‐year observations in Compustat manipulate ...
R. Anthony Gibbs +2 more
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Blockchain: Research and ApplicationsFinancial derivatives are widely recognized for their effectiveness in managing interest rate risk, demonstrating the principle of comparative advantage in finance.
Hua Wang, Jinjing Liu, Jian Zhao
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Complexity in Risks Facing Pension Plans: Nonmarket Financial Risk in the United States and Poland [PDF]
Journal of Economics and Management, 2015 This paper discusses agency, regulatory capture, counterparty and political risks as aspects of the nonmarket financial risks that pension plans and their participants bear, using as examples the United States and Poland.
Adam Samborski, John A. Turner
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