Results 121 to 130 of about 30,951 (222)
Microprudential bank capital regulation in a complex system. [PDF]
Heliyon, 2023 McKeever D.
europepmc +1 more source
Model-free bounds on bilateral counterparty valuation [PDF]
In the last years, counterparty default risk has experienced an increased interest both by academics as well as practitioners. This was especially motivated by the market turbulences and the financial crises over the past years which have highlighted the
Haase, Joerdis +2 more
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The cost of counterparty risk and collateralization in longevity swaps [PDF]
Derivative longevity risk solutions, such as bespoke and indexed longevity swaps, allow pension schemes and annuity providers to swap out longevity risk, but introduce counterparty credit risk, which can be mitigated if not fully eliminated by ...
Biffis, Enrico +3 more
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Counterparty credit risk management in industrial corporates [PDF]
Ever since the financial crisis of the banking system of 2008 - 2010 the paradigm that deposits or other exposures towards major banks are safe has been fundamentally questioned.
Langkamp, Christian
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Coalition Formation Game for Cost-Efficient Multiparty Payment Channel in Payment Channel Networks. [PDF]
Sensors (Basel), 2023 Kim W.
europepmc +1 more source
How does risk information dissemination affect risk contagion in the interbank market? [PDF]
PLoS One, 2022 Li Z, Liu X.
europepmc +1 more source
A network of business relations to model counterparty risk [PDF]
This contribution presents a network of interdependent firms in which the spatial diffusion of the business relations is described by an entropy spatial interaction model.
Antonella Basso, Diana Barro
core
The Foreign Exchange Market and Central Counterparties [PDF]
The financial crisis has led to considerable efforts to improve risk management practices in financial markets. One of the main proposals being suggested in international fora is to increase the use of central counterparties.
Alex Heath, James Whitelaw, Mark Manning
core
Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter? [PDF]
PLoS One, 2023 Zhu B, Hu X, Deng Y, Lin R.
europepmc +1 more source