Results 121 to 130 of about 111,357 (244)
Modeling a Distribution of Mortgage Credit Losses [PDF]
One of the biggest risks arising from financial operations is the risk of counterparty default, commonly known as a “credit risk”. Leaving unmanaged, the credit risk would, with a high probability, result in a crash of a bank. In our paper, we will focus
Martin Šmíd, Petr Gapko
core +1 more source
Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter? [PDF]
PLoS One, 2023 Zhu B, Hu X, Deng Y, Lin R.
europepmc +1 more source
Credit derivatives are a useful tool for lenders who want to reduce their exposure to a particular borrower but are unwilling to sell their claims on that borrower.
John Kiff, Ron Morrow
core
Systemic Risk Analysis of Multi-Layer Financial Network System Based on Multiple Interconnections between Banks, Firms, and Assets. [PDF]
Entropy (Basel), 2022 Gao Q.
europepmc +1 more source
In [10] we presented a reduced form of risky bond pricing. At the default date a bond seller fail to continue fulfill his obligation and the price of the bond sharply drops down. If the face value of the defaulted bond for no-default scenarios is $1 then
Gikhman, Ilya
core +1 more source
Settlement risk under gross and net settlement [PDF]
Previous comparative analyses of gross and net settlement have focused on the credit risk of the central counterparty in net settlement arrangements and on the incentives for participants to alter the risk of the portfolio under net settlement.
Charles M. Kahn +2 more
core
Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. [PDF]
J Behav Exp Finance, 2021 O'Donnell N, Shannon D, Sheehan B.
europepmc +1 more source
Moral Hazard and Guarantee Arrangements: A Case Study of Lloyd’s [PDF]
State guarantees to insurance policy-holders remove the need for counterparty credit risk assessment and create a moral hazard that may result in excessive risk-exposure and underpricing in the insurance industry. The arrangements at Lloyd’s guaranteeing
Andrew Bain
core
Microprudential bank capital regulation in a complex system. [PDF]
Heliyon, 2023 McKeever D.
europepmc +1 more source
The role of policies in reducing the cost of capital for offshore wind. [PDF]
iScience, 2023 Đukan M, Gumber A, Egli F, Steffen B.
europepmc +1 more source