Results 131 to 140 of about 111,357 (244)

Micro-level transmission of monetary policy shocks: The trading book channel. [PDF]

J Econ Behav Organ, 2020
Silva TC, Guerra SM, da Silva MA, Tabak BM.   +3 more
europepmc   +1 more source

Counterparty credit risk, funding risk and central clearing

, 2015
In this thesis we have a review of the critical issues of CVA/DVA/FVA pricing framework, provide detailed economic interpretations of these xVA terms and present empirical studies on DVA hedging practice in the marketplace and a new approach to hedge DVAs.
openaire   +3 more sources

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

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

Alliance-based modeling of interbank lending networks: insights into risk contagion dynamics. [PDF]

PLoS One
Jiang Z, Jiang X, Yan H, Xie Y, Yao J.
europepmc   +1 more source

Research on the automation of intelligent accounting information processing process driven by neural networks. [PDF]

Sci Rep
Cai M.
europepmc   +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