Results 81 to 90 of about 5,830,336 (226)

Dynamic capital allocation in general insurance

Journal of Risk and Insurance, EarlyView.
Abstract This paper provides a model for allocating capital to different insurance lines with varying development periods for a value‐maximizing insurance company. In our model, the company makes capitalization and exposure decisions considering its capital level and its relevant loss history.
Qiheng Guo, Daniel Bauer, George H. Zanjani   +2 more
wiley   +1 more source

Credit Derivatives in an Affine Framework [PDF]

We develop a general and efficient method for valuating credit derivatives based on multiple entities in an affine framework. This includes interdependence of market and credit risk, joint credit migration and counterparty default risk of multiple firms.
Damir Filipovic, Li Chen
core  

Real-Time Multi-Risk Early Warning for Community Banks: An Application of Ensemble Anomaly Detection and Explainable Artificial Intelligence

Journal of Advanced Computing Systems
This paper presents an integrated framework for real-time multi-risk early warning specifically designed for community banks and small financial institutions.
Yifei Li, Zhipeng Ling
doaj   +1 more source

How Alliances Build Innovation Capabilities but Narrow Their Redeployment in Amazonian Community‐Based Enterprises

R&D Management, EarlyView.
ABSTRACT Research on strategic alliances often treats supplier capability development as an outcome, but rarely asks which capabilities are built or what they can be used for. We address this through an embedded single‐case study of a lead‐firm‐orchestrated network in the Brazilian Amazon, comprising six community‐based enterprises (CBEs) supplying ...
Renata Elaje Azevedo da Mota Carmona Chaves, Simone Vasconcelos Ribeiro Galina, Marlon Alves   +2 more
wiley   +1 more source

Counterparty Risk Externality: Centralized Versus Over-the-counter Markets [PDF]

We model the opacity of over-the-counter (OTC) markets in a setup where agents share risks, but have incentives to default and their financial positions are not mutually observable.
Alberto Bisin, Viral V. Acharya
core  

Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

Frontiers in Applied Mathematics and Statistics, 2019
Monte Carlo methods have become a staple use in risk departments of many financial institutions as these methods are relatively fast to compute even at higher dimensions and provide risk metrics such as percentile values.
Dominic Cortis
doaj   +1 more source

Mapping Organized Crime as a Stakeholder: A Risk‐Based and Responsive Governance Perspective

Regulation &Governance, EarlyView.
ABSTRACT Organized crime (OC) can influence firms through coercion, collusion, financial ties, and supply‐chain relationships, yet these interactions remain underexamined in stakeholder theory. This article conceptualizes organized crime as an analytically relevant but non‐normatively legitimate stakeholder and develops a risk‐based framework combining
Giovanni Scirè, Enzo Bivona
wiley   +1 more source

Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest [PDF]

The price of financial derivative with unilateral counterparty credit risk can be expressed as the price of an otherwise risk-free derivative minus a credit value adjustment(CVA) component that can be seen as shorting a call option, which is exercised ...
Liu, Guimei, Bao, Qunfang, Li, Shenghong, Chen, Si   +3 more
core  

US Influence in Post‐Assad Syria and the Limits of Turkey's Leverage

Middle East Policy, Volume 33, Issue 4, Winter 2026.
Abstract In early 2026, the post‐Assad government in Damascus weakened the Kurdish‐led Syrian Democratic Forces (SDF) and began integrating the group through phased incorporation and gradual reassertion of state authority. While this advanced some Turkish objectives, it demonstrated the limits of Ankara's influence: Kurdish fighters were incorporated ...
Barış Çağlar
wiley   +1 more source

Credit Default Swaps and the Credit Crisis [PDF]

Many observers have argued that credit default swaps contributed significantly to the credit crisis. Of particular concern to these observers are that credit default swaps trade in the largely unregulated over-the-counter market as bilateral contracts ...
René M. Stulz
core