Results 31 to 40 of about 111,357 (244)

The Financial Crisis and the Global Shadow Banking System

Revue de la Régulation, 2009
The financial crisis triggered by increasing default rate, real estate devaluation and financial asset depreciation associated with the US subprime mortgages brought back the debate about the framework of the US and international financial systems, their
Maryse Farhi, Marcos Antonio Macedo Cintra   +1 more
doaj   +1 more source

Counterparty Credit Risk Introduction

, 2020
Counterparty credit risk (CCR) refers to the risk that a counterparty to a bilateral financial derivative contract may fail to fulfill its contractual obligation causing financial loss to the non-defaulting party. It will be incurred in the event of default by a counterparty.
openaire   +2 more sources

TYPOLOGY OF CREDIT RISK IN ECONOMY [PDF]

Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2019
Today, many techniques are known regarding credit risk management, starting from traditional techniques of risk exposure assessment, aimed at limiting excessive concentration at the level of the debtor, sector of activity, industrial branch, etc., until ...
Marinela BARBULESCU, Alina HAGIU
doaj  

Utilization Schemes of the Pre-Settlement Risk Limits

Finanse i Prawo Finansowe
The purpose of the article is to investigate the selected method employed to manage the counterparty credit risk, namely the application of various risk limits.
Piotr Wybieralski
doaj   +1 more source

Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks

Journal of Mathematical Analysis and Applications, 2017
Ting-ting Jiang, Xiao-song Qian, George Xianzhi Yuan   +2 more
semanticscholar   +3 more sources

Counterparty Credit Risk Introduction

, 2022
Counterparty Credit Risk (CCR) is the risk of a counterparty not fully meeting their financial obligations. In attempting to manage this risk the probability, magnitude, and possible offsetting effects must be estimated.
openaire   +1 more source

CCPs, Central Clearing, CSA, Credit Collateral and Funding Costs Valuation FAQ: Re-hypothecation, CVA, Closeout, Netting, WWR, Gap-Risk, Initial and Variation Margins, Multiple Discount Curves, FVA? [PDF]

, 2013
We present a dialogue on Funding Costs and Counterparty Credit Risk modeling, inclusive of collateral, wrong way risk, gap risk and possible Central Clearing implementation through CCPs.
Brigo, Damiano, Pallavicini, Andrea
core   +1 more source

Funding Costs and Liquidity Creation: Does ESG Play Any Role?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines how banks' funding costs affect liquidity creation and whether environmental, social, and governance (ESG) performance shapes this relationship. Using panel data for 136 U.S. commercial banks from 2005 to 2022, we show that higher funding costs are associated with lower liquidity creation, indicating that more expensive ...
Sattam Bin Kowibeen, Ashraf Khan, M. Kabir Hassan   +2 more
wiley   +1 more source

Counterparty Credit Risk Framework

, 2022
https://www.infona.pl/resource/bwmeta1.element.ID-74f411a6-60e2-4995-bc63-06d17c24ba27/tab ...
openaire   +1 more source

Climate Change Risk and Financial Stability: Implications for European Banking Institutions

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley   +1 more source