Results 51 to 60 of about 107,244 (261)
Bankarstvo, 2014 The concept of supply chain finance is a response to global illiquidity, intensified through the global economic crisis and globalization of commercial and financial flows.
Kasavica Petar
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Research on Financing Risk Factors of Expressway REITs in China with a Hybrid Approach
Systems, 2022 Finding sustainable measures for expressway financing has long been a significant issue owing to high demand for funds of expressway construction and maintenance of existing facilities.
Yimeng Song, Shengyue Hao
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Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading [PDF]
Applied Mathematical Finance, 2017 A counterparty credit limit (CCL) is a limit that is imposed by a financial institution to cap its maximum possible exposure to a specified counterparty.
M. Gould +3 more
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Systemic Risk in the European Union: A Network Approach to Banks’ Sovereign Debt Exposures
International Journal of Financial Studies, 2015 This paper draws on network theory to investigate European banks’ sovereign debt exposures. Banks’ holdings of sovereign debt build a network of financial linkages with European countries that exhibits a long-tail distribution of node degrees.
Annika Westphal
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CDS Pricing with Counterparty Risk
, 2010 This thesis focuses on the impact of counterparty-risk in CDS (Credit Default Swap) pricing. The exponential growth of the Credit Derivatives Market in the last decade demands an upsurge in the fair valuation of various credit derivatives such as the ...
Ruan, Zheng, Ruan, Zheng
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Counterparty Risk Subject To ATE [PDF]
Rating trigger ATE (Additional Termination Event) is a counterparty risk mitigant that allows banks to terminate and close out bilateral derivative contracts if the credit rating of the counterparty falls below the trigger level.
Zhou, Richard
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Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations
MathematicsCounterparty risk, which combines market and credit risks, gained prominence after the 2008 financial crisis due to its complexity and systemic implications.
Noureddine Lehdili +2 more
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A review of Blockchain Technology applications for financial services
BenchCouncil Transactions on Benchmarks, Standards and Evaluations, 2022 Financial service providers find blockchain technology useful to enhance authenticity, security, and risk management. Several institutions are adopting blockchain in trade and finance systems to build smart contracts between participants, improve ...
Mohd Javaid +4 more
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L’Impatto sulle PD IFRS 9 della nuova definizione di default [PDF]
Risk Management Magazine, 2019 The application of the new default definition, included in the EBA guidelines GL/2016/07, will determine the revision of the lifetime and forward-looking components of the probability of default (PD) used in the context of the IFRS 9 accounting standard.
Maria Giovanna Zavallone +2 more
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An Efficient, Distributable, Risk Neutral Framework for CVA Calculation
, 2010 The importance of counterparty credit risk to the derivative contracts was demonstrated consistently throughout the financial crisis of 2008. Accurate valuation of Credit value adjustment (CVA) is essential to reflect the economic values of these risks ...
Juan, Frank, Lu, Dongsheng
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