Results 61 to 70 of about 40,103 (280)
Bank Lending and Policy Interactions—A Comprehensive Assessment for the G20 Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the joint impact from supervisory requirements, monetary policies and rescue packages on the supply of bank loans. Evidence is obtained from conceptual considerations and the empirical investigation of G20 banks over the period 1995–2021.
Dieter Gramlich, Meilan Yan, Dalu Zhang
wiley +1 more source
CCPs, Central Clearing, CSA, Credit Collateral and Funding Costs Valuation FAQ: Re-hypothecation, CVA, Closeout, Netting, WWR, Gap-Risk, Initial and Variation Margins, Multiple Discount Curves, FVA? [PDF]
, 2013 We present a dialogue on Funding Costs and Counterparty Credit Risk modeling, inclusive of collateral, wrong way risk, gap risk and possible Central Clearing implementation through CCPs.
Brigo, Damiano, Pallavicini, Andrea
core +1 more source
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
doaj +1 more source
Liquidity Transformation, Collateral Assets and Counterparties [PDF]
SSRN Electronic Journal, 2019 We investigate if the Bank of England's liquidity facilities encourage some counterparties to participate more than others and if the use of some collateral assets is promoted more than others. Between 2010 and 2016, there was regular usage of two facilities: Indexed Long-Term Repos (ILTR) and the Funding for Lending Scheme (FLS).
Calebe de Roure, Nick McLaren
openaire +4 more sources
Bank Capital Regulation and Derivatives Clearing
International Journal of Finance &Economics, EarlyView.ABSTRACT As part of the post global financial crisis banking reforms, regulators introduced a leverage ratio requirement, a minimum capital requirement over a bank's total exposures. We assess the consequences of this requirement for derivative clearing services to clients, which creates exposures for the dealers, by exploiting its earlier introduction
Jonathan Acosta‐Smith +2 more
wiley +1 more source
Counterparty Risk Subject To ATE [PDF]
Rating trigger ATE (Additional Termination Event) is a counterparty risk mitigant that allows banks to terminate and close out bilateral derivative contracts if the credit rating of the counterparty falls below the trigger level.
Zhou, Richard
core +4 more sources
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
doaj
Changes in repo markets and the necessity for CCPs in Korea [PDF]
Seonmul yeonguIn 2022, US financial regulators proposed to mandate a single central clearing mechanism for treasury bonds and repo transactions to stabilize financial markets.
Sun-Joong Yoon
doaj +1 more source
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
doaj +1 more source
Strategic Management Journal, EarlyView.Abstract Research Summary Corporate social performance depends not only on a firm's behavior but also on the behavior of its suppliers. What management strategies improve the social performance of suppliers? Scholarship on inter‐firm relations and regulatory governance debates the efficacy of threatening to penalize suppliers, compared with more ...
Matthew Amengual, Greg Distelhorst
wiley +1 more source