Results 111 to 120 of about 30,951 (222)

Pricing vulnerable options when debts have performance- sensitivity provisions

International Review of Economics & Finance
The objective of this article is to build a new model and use it to investigate the influence of the trading counterparty's PSD obligations on the valuation of vulnerable options.
Yu-Hong Liu, I-Ming Jiang, Mao-Wei Hung
doaj   +1 more source

Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. [PDF]

Empir Econ, 2023
Zema SM.
europepmc   +1 more source

Search and Inventory in Over‐the‐Counter Markets

International Economic Review, Volume 67, Issue 2, Page 697-728, May 2026.
ABSTRACT We investigate the sources of the dealer centrality premium in the over‐the‐counter market for corporate bonds. We model dealer heterogeneity by allowing the dealer's status in the network to determine search effort and inventory costs when choosing to conduct riskless principal or principal trades.
Evan Dudley, Hongfei Sun, Chengjie Diao
wiley   +1 more source

Identification of threats and risks to the financial security of commercial banks in the context of the development of non-cash payments

Економіка, управління та адміністрування
The article is devoted to the study of the issue of identifying threats and risks to the financial security of commercial banks. The purpose of the study is to classify and assess threats and risks to the financial security of banking institutions caused
O.G. Popov
doaj   +1 more source

The use of derivatives in Slovenian non-financial firms: is financial risk already well managed? [PDF]

Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2006
Recent research about the financial behaviour of Slovenian firms has documented enterprise risk management as being one of its weakest areas. The goal of this article is to present insights into financial risk management, i.e.
Aleš Berk
doaj  

Liquidity hoarding and interbank market spreads: the role of counterparty risk [PDF]

We study the functioning and possible breakdown of the interbank market in the presence of counterparty risk. We allow banks to have private information about the risk of their assets.
Heider, Florian, Hoerova, Marie, Holthausen, Cornelia   +2 more
core  

Profit and Risk under Subprime Mortgage Securitization

Discrete Dynamics in Nature and Society, 2011
We investigate the securitization of subprime residential mortgage loans into structured products such as subprime residential mortgage-backed securities (RMBSs) and collateralized debt obligations (CDOs).
M. A. Petersen, J. Mukuddem-Petersen, B. De Waal, M. C. Senosi, S. Thomas   +4 more
doaj   +1 more source

Stress relief? Funding structures and resilience to the covid shock. [PDF]

J Monet Econ, 2023
Forbes K, Friedrich C, Reinhardt D.
europepmc   +1 more source

CDS as Insurance: Leaky Lifeboats in Stormy Seas [PDF]

In this paper we update the traditional insurance economics framework to incorporate key features of the credit default swap (CDS) market. First, we allow for insurer insolvency, with asymmetric information as to its probability.
Stephens, Eric, Thompson, James
core  

On the effectiveness of the Federal Reserve's new liquidity facilities [PDF]

This paper examines the effectiveness of the new liquidity facilities that the Federal Reserve established in response to the recent financial crisis.
Tao Wu
core