Results 61 to 70 of about 5,830,336 (226)
Contemporary Accounting Research, EarlyView.ABSTRACT We find that banking relationships built through institutional cross‐ownership influence the granting of loans as well as loan contract terms. Firms that are newly added to institutional cross‐owners' portfolios are more likely to borrow from banks that previously issued loans to other firms within the same portfolio.
Zhiming Ma +3 more
wiley +1 more source
Problemy Zarządzania, 2015 Polish banks have a large long currency position resulting from the portfolio of foreign currency mortgages, which they secure mainly using FX swaps and cross-currency interest rate swaps (CIRS).
Jan Koleśnik
doaj +1 more source
Green Banking: A Systematic Literature Review of Developed and Developing Countries
Accounting &Finance, EarlyView.ABSTRACT Green banks attract private investment to green projects, facilitating affordable transitions to climate‐resilient economies. However, the existing literature remains fragmented, lacking cross‐country analyses connecting theory, policy design and institutional practice within a multi‐framework, especially regarding the roles of central banks ...
Nga Thi Phuong Luu +3 more
wiley +1 more source
Pricing Swap Credit Risk with Copulas
, 2004 The paper uses copla function to provide an extension of Sorensen and Bollier (1994) approach to counterparty credit risk in swap ...
Umberto Cherubini, CHERUBINI, UMBERTO
core +1 more source
Credit Risky Securities Valuation under a Contagion Model with Interacting Intensities
Journal of Applied Mathematics, 2011 We study a three-firm contagion model with counterparty risk and apply this model to price defaultable bonds and credit default swap (CDS). This model assumes that default intensities are driven by external common factors as well as other defaults in the
Anjiao Wang, Zhongxing Ye
doaj +1 more source
On Liquidity Spillovers in Sovereign Bond Spot and Futures Markets During the COVID‐19 Outbreak
Bulletin of Economic Research, EarlyView.ABSTRACT We examine liquidity spillovers within and between the sovereign bond spot and futures markets in the euro area, covering the periods before, during, and after the COVID‐19‐induced dash for cash episode. Our results indicate that while liquidity spillovers were significantly amplified during the height of the crisis, the magnitude of these ...
Vassilios G. Papavassiliou, Fan Dora Xia
wiley +1 more source
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time
International Journal of Applied Mathematics and Computer Science, 2017 In recent years, the counterparty credit risk measure, namely the default risk in over-the-counter (OTC) derivatives contracts, has received great attention by banking regulators, specifically within the frameworks of Basel II and Basel III.
Bonollo Michele +3 more
doaj +1 more source
The Economic History Review, EarlyView.Abstract To persuade creditors to lend, cities in the Low Countries relied on a community responsibility system that made all citizens personally liable for public debt. This exposed itinerant citizens to significant risks: their merchandise could be confiscated by creditors, and they could even be imprisoned for debt.
Jaco Zuijderduijn
wiley +1 more source
Risk Factors in Derivatives Markets
Entrepreneurial Business and Economics Review, 2015 The objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data. The analysis led to the ...
Raimonda Martinkutė-Kaulienė
doaj +1 more source
The first bear raid and squeeze: Isaac Le Maire and the Dutch East India Company
The Economic History Review, EarlyView.Abstract In 1609, the Dutch East India Company (VOC) faced a bear raid by a syndicate of short sellers led by Isaac Le Maire, a former director. We reconstruct the forward trade between 1607 and 1611, the actions taken by the syndicate members, and the responses to these actions by the company.
Oscar Gelderblom +2 more
wiley +1 more source