Results 131 to 140 of about 107,244 (261)

Computing the impact of central clearing on systemic risk. [PDF]

Front Artif Intell
Nowaczyk N, O'Halloran S.
europepmc   +1 more source

Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk

, 2010
Claudio Albanese, Giacomo Pietronero
openalex   +1 more source

Systemic Importance and Risk Characteristics of Banks Based on a Multi-Layer Financial Network Analysis. [PDF]

Entropy (Basel)
Gao Q, Fan H, Yu C.
europepmc   +1 more source

Adjustable-rate mortgages in the era of global reflation: How to model additional default risk? [PDF]

PLoS One, 2022
Banai Á, Berlinger E, Dömötör B.
europepmc   +1 more source

A privacy preserving and auditable blockchain framework for seccure securites trading. [PDF]

Sci Rep
Zhou E.
europepmc   +1 more source

Proxying credit curves via Wasserstein distances. [PDF]

Ann Oper Res, 2022
Michielon M, Khedher A, Spreij P.
europepmc   +1 more source

Association of risk management practices and financial performance of microfinance institutions in Ethiopia: A two-step system generalized method of moments approach. [PDF]

PLoS One
Molla MT, Kaur R.
europepmc   +1 more source

Innovative Approaches to Counterparty Credit Risk Management: Machine Learning Solutions for Robust Backtesting

Huseyin Semih Yildirim
openalex   +2 more sources

The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment

, 2019
Tim Xiao
openalex   +1 more source

The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing

, 2020
Juan Arismendi-Zambrano, Vladimir Belitsky, Vinícius Amorim Sobreiro, Herbert Kimura   +3 more
openalex   +1 more source