Results 191 to 200 of about 5,454,495 (242)
Knowledge and Practice Toward Epilepsy and its Associated Factors Among Teachers, in Hossana Town Administration, Southern Ethiopia, 2020. [PDF]
SAGE Open NursBabore GO +4 more
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Development of a conceptual model for an information management system in spatial planning projects. Case study of making-city project. [PDF]
HeliyonYehorchenkova N +4 more
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The impact of tokenization on the trading process costs and carbon emission: Empirical study on the ODDO BHF Bond. [PDF]
Carbon Balance ManagBelkhiria S, Abid E, Khiari W.
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Counterparty risk and funding: immersion and beyond [PDF]
Finance and Stochastics, 2016 The main theoretical contribution of the paper is to establish the mathematical well-posedness of the full and reduced total valuation adjustment (TVA) backward stochastic differential equations (BSDEs), under a relaxed dependence assumption between the couterparties first-to-default time and the market reference filtration.
Stéphane Crépey, Shiqi Song
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Dynamic Investment and Counterparty Risk
Applied Mathematics & Optimization, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bo, Lijun, Capponi, Agostino
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Journal of Risk, 2019
We address the problem of minimizing the risk of an exposure (e.g., cash holdings) to a small number of defaultable counterparties based on spectral risk measures, in particular the expected shortfall. The resulting risk-minimal allocation turns out to be economically implausible in a number of ways: When the loss distribution is discrete, only corner ...
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We address the problem of minimizing the risk of an exposure (e.g., cash holdings) to a small number of defaultable counterparties based on spectral risk measures, in particular the expected shortfall. The resulting risk-minimal allocation turns out to be economically implausible in a number of ways: When the loss distribution is discrete, only corner ...
openaire +1 more source
Counterparty Credit Risk and AmericanOptions
The Journal of Derivatives, 2010One of the many counterintuitive things students in a first course on options learn is that premature exercise of an American call option on a nondividend paying stock is a mistake, and that for a dividend-paying stock, early exercise is never rational except just before the stock goes ex-dividend. Efforts to incorporate counterparty credit risk in the
Peter Charles Klein, Jun Yang
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Do central counterparties reduce counterparty and liquidity risk? Empirical results
Algorithmic Finance, 2021A central counterparty (CCP) interposes itself between buyers and sellers of financial contracts to extinguish their bilateral exposures. Therefore, central clearing and settlement through a CCP should affect how financial institutions engage in financial markets. Though, financial institutions’ interactions are difficult to observe and analyze.
Carlos León +2 more
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Journal of Risk Management in Financial Institutions, 2012
The financial crisis demonstrated the inadequacy of the management of counterparty credit risk and the vulnerability of financial structures to counterparty concerns. Three possible solutions are proposed to mitigate such risks in the future: improved network visibility to understand credit chains; the clearing of transactions centrally to improve ...
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The financial crisis demonstrated the inadequacy of the management of counterparty credit risk and the vulnerability of financial structures to counterparty concerns. Three possible solutions are proposed to mitigate such risks in the future: improved network visibility to understand credit chains; the clearing of transactions centrally to improve ...
openaire +1 more source