Results 141 to 150 of about 5,830,336 (226)

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

Sci Rep
Cai M.
europepmc   +1 more source

Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk [PDF]

In this paper, we develop a generalized affine model to characterize correlated credit risk of multi-firms. When valuing credit derivatives, this new approach allows to incorporate correlative market and credit risk, interdependent default risk structure
Damir Filipovic, Li Chen
core  

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

CREDIT DERIVATIVES AND COUNTERPARTY CREDIT RISK UNDER VOLATILE MARKETS

, 2012
Both counterparty credit risk and credit derivatives have come under greater scrutiny under volatile markets especially after the 2007’s credit crunch and the 2008’s global recession.
Li, Dan
core  

The Impact of Digital Currency Innovation: Risk Spillover Effects Between the Cryptocurrency and Traditional Financial Markets. [PDF]

Entropy (Basel)
Zhuang L, Liu Y.
europepmc   +1 more source

The economic impact of credit default swap on credit markets [PDF]

This study conducts a comprehensive analysis of the economic benefits and costs of credit default swap (CDS) in credit markets since its inception.
Kim, Gi Hyun, Zhang, Weina, Li, Haitao
core  

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

Sci Rep
Zhou E.
europepmc   +1 more source

Designing new energy markets to promote renewables. [PDF]

Heliyon
Di Foggia G, Beccarello M.
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