Results 61 to 70 of about 35,019 (249)

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
core   +1 more source

Blockchain smart contracts for decentralized matching of counterparties and automatic settlement of financial derivatives

Blockchain: Research and Applications
Financial 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
doaj   +1 more source

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 yeongu
In 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

Evaluating Implementation Uncertainties and Defining Safe Operating Spaces for Deeply Uncertain Cooperative Multi‐City Water Supply Investment Pathways

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, Patrick M. Reed, David F. Gold   +2 more
doaj   +1 more source

Speed Bump and Stock Market Quality: Evidence From NYSE American

Financial Management, EarlyView.
ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
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

Price Discovery in Bitcoin ETF Market

Financial Review, EarlyView.
ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia, Bo Liu, Qian Li, Victor Song, Ke Xu   +4 more
wiley   +1 more source

Factoring contract in the law of the Republic of Serbia [PDF]

Pravni Zapisi, 2014
Factoring contract in the law of the Republic of Serbia is designated, formal, obligatory for both contract parties, burdening, commutative by its approach, with durable benefits and intuitu personae contract, whereby one contract party sells to other ...
Marković Velisav
doaj  

Skew Premiums Around Earnings Announcements

Financial Review, EarlyView.
ABSTRACT We examine skew premiums in equity options around earnings announcements. We use the realized returns to delta‐neutral risk reversal option spreads as a proxy for the skew premiums. We find skew premiums are economically significant around earnings announcements and are not explained by changes in variance risk premiums.
Thaddeus Neururer, George Papadakis
wiley   +1 more source