Results 101 to 110 of about 5,830,336 (226)

Risk Management System in Liquidity Management of Funds Held in the Single Budget Account

Управленческие науки
The purpose of this study is to identify the institutional features of the current risk management system employed by the Federal Treasury in managing budget liquidity and to substantiate directions for its improvement, taking into account the need to ...
I. A. Fedorov
doaj   +1 more source

Invariance Properties in the Dynamic Gaussian Copula Model*

ESAIM: Proceedings and Surveys, 2017
Based on Gaussian tail distribution estimates of independent interest, we study the mathematical properties of the default times (or any of their minima) in the dynamic Gaussian copula model.
Crépey Stéphane, Song Shiqi
doaj   +1 more source

Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. [PDF]

Empir Econ, 2023
Zema SM.
europepmc   +1 more source

Can digital financial awareness enhance enterprises' business credit?

International Review of Economics & Finance
This study demonstrates that improved digital finance understanding significantly bolsters firm creditworthiness through three independent but interconnected economic mechanisms.
Bo Wu, Suhong Liao
doaj   +1 more source

Counterparty credit risk modelling

, 2016
Counterparty credit risk is an important type of financial risk. The importance of proper counterparty risk management became most apparent in the wake of the 2008 series of failures of several large banks.
Volek, Mikoláš
core  

Interbank lending, credit risk premia and collateral [PDF]

We study the functioning of secured and unsecured inter-bank markets in the presence of credit risk. The model generates empirical predictions that are in line with developments during the 2007-2009 financial crises.
Heider, Florian, Hoerova, Marie
core  

Assessment of associated credit risk in the supply chain based on trade credit risk contagion. [PDF]

PLoS One, 2023
Xie X, Zhang F, Liu L, Yang Y, Hu X.
europepmc   +1 more source

Network Structure and Counterparty Credit Risk [PDF]

, 2015
In this paper we offer a novel type of network model which can capture the precise structure of a financial market based, for example, on empirical findings. With the attached stochastic framework it is further possible to study how an arbitrary network structure and its expected counterparty credit risk are analytically related to each other.
openaire   +2 more sources

Pericing Swap Credit Risk with Copulas

, 2004
The paper uses copla function to provide an extension of Sorensen and Bollier (1994) approach to counterparty credit risk in swap ...
CHERUBINI, UMBERTO
core  

Stress relief? Funding structures and resilience to the covid shock. [PDF]

J Monet Econ, 2023
Forbes K, Friedrich C, Reinhardt D.
europepmc   +1 more source