Results 71 to 80 of about 35,019 (249)
Analysis of the Counterparty’s Environmental Reliability
Учёт. Анализ. АудитToday’s market shows increasing competition within consulting and audit services. Audit firms seek to expand the range of services provided and, considering the business environment, develop new areas for consulting activities.
S. М. Bychkova, O. V. Shvets
doaj +1 more source
Systemic Risk in the European Union: A Network Approach to Banks’ Sovereign Debt Exposures
International Journal of Financial Studies, 2015 This paper draws on network theory to investigate European banks’ sovereign debt exposures. Banks’ holdings of sovereign debt build a network of financial linkages with European countries that exhibits a long-tail distribution of node degrees.
Annika Westphal
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Monotone methods in counterparty risk models with nonlinear Black–Scholes-type equations [PDF]
, 2022 Bénédicte Alziary, Peter Takáč
openalex +1 more source
Search and Inventory in Over‐the‐Counter Markets
International Economic Review, EarlyView.ABSTRACT We investigate the sources of the dealer centrality premium in the over‐the‐counter market for corporate bonds. We model dealer heterogeneity by allowing the dealer's status in the network to determine search effort and inventory costs when choosing to conduct riskless principal or principal trades.
Evan Dudley, Hongfei Sun, Chengjie Diao
wiley +1 more source
Serial Investing and Strategic Commitment in Markets With Unknown Competitors
Journal of Economics &Management Strategy, EarlyView.ABSTRACT We study how serial investors who regularly face unknown competitors attempt to make their projects dominant. Innovating in new markets often involves uncertainty over the nature of the final product and who the key competitors will be. Such projects also have long‐term funding needs, so a commitment to provide the necessary funds imparts a ...
Naveen Khanna, Richmond Mathews
wiley +1 more source
Mutual fund director compensation
Journal of Financial Research, EarlyView.Abstract We examine director compensation using a large sample of hand‐compiled U.S. mutual fund data. We find that director compensation is positively correlated with observable productive characteristics—workload, experience, and demographics—that capture the benefits from the directors’ monitoring effort.
John Adams +2 more
wiley +1 more source
FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets [PDF]
, 2012 The Global Financial Crisis initiated a period of market turbulence and increased counterparty risk for financial institutions. Even though the Dodd-Frank Act is likely to exempt interbank foreign exchange trading from a central counterparty mandate ...
Levich, Richard M.
core
Banks of a Feather: The Informational Advantage of Being Alike
Journal of Money, Credit and Banking, EarlyView.Abstract Banks lend more to banks that are similar to them. Using data from the German credit register and proprietary supervisory data on the quality of banks' loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps to overcome information asymmetries in interbank markets.
PETER BEDNAREK +3 more
wiley +1 more source
Considerations for the Design of a Central Counterparty for the Mexican Money Market [PDF]
The financial crisis has brought the problems of regulatory failure and unbridled counterparty risk to the forefront in financial discussions. In the last decade, central counterparties have been created in order to face those insidious problems.
de Lascurain M., Miguel
core
A Literature Review of Securities Holdings Statistics Research and A Practitioner's Guide
Journal of Economic Surveys, EarlyView.ABSTRACT Granular holdings data containing security‐by‐security portfolio investments features prominently in economics and finance research. One novel source is the granular Securities Holdings Statistics (SHS), managed by the European Central Bank. SHS covers different euro area investors with over 2 billion observations, representing +50 trillion ...
Martijn Boermans
wiley +1 more source