Results 51 to 60 of about 30,951 (222)
Counterparty Risk Subject To ATE [PDF]
Rating trigger ATE (Additional Termination Event) is a counterparty risk mitigant that allows banks to terminate and close out bilateral derivative contracts if the credit rating of the counterparty falls below the trigger level.
Zhou, Richard
core +4 more sources
Financial Instruments to Address Renewable Energy Project Risks in India
Energies, 2021 This paper provides a summary of financial instruments to address two biggest risks to renewable projects in India. These risks include the following: first, off-taker (or counterparty) risk, which relates to payment delays by public-sector distribution ...
Gireesh Shrimali
doaj +1 more source
Sustainable Development, EarlyView.ABSTRACT This study investigates stakeholder perspectives on mobilising private‐sector finance for climate adaptation in Southeast Asia, emphasising Hong Kong's role as a financial intermediary. Through semi‐structured interviews with diverse stakeholders, including practitioners, policymakers, insurers, and project developers, we employed a grounded ...
Laurence L. Delina +4 more
wiley +1 more source
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments [PDF]
, 2015 We develop a multi-curve term structure setup in which the modelling ingredients are expressed by rational functionals of Markov processes. We calibrate to LIBOR swaptions data and show that a rational two-factor lognormal multi-curve model is sufficient
Crepey, Stephane +3 more
core +2 more sources
Counterparty Risk in Material Supply Contracts [PDF]
SSRN Electronic Journal, 2014 This paper explores the sources of counterparty risk in material supply relationships. Using long-term supply contracts collected from SEC filings, we test whether three sources of counterparty risk — financial exposure, product quality risk, and redeployability risk — are priced in the equity returns of linked firms.
Anna Costello, Nina Boyarchenko
openaire +4 more sources
Stakeholder synergies in acquisitions
Strategic Management Journal, EarlyView.Abstract Research Summary Acquisitions can create synergies by combining an acquirer's and a target's pre‐existing relationships with nonmarket stakeholders. We introduce the “reset effect” as a novel mechanism that occurs when a firm with cooperative stakeholder relationships combines with a firm that has conflictual relationships, prompting the ...
Kate Odziemkowska +2 more
wiley +1 more source
Blockchain: Research and ApplicationsFinancial derivatives are widely recognized for their effectiveness in managing interest rate risk, demonstrating the principle of comparative advantage in finance.
Hua Wang, Jinjing Liu, Jian Zhao
doaj +1 more source
International Journal of Urban and Regional Research, EarlyView.Abstract Asset managers, private equity firms and other institutional investors have assumed an increasingly important role in the ownership and management of housing and infrastructure since the Global Financial Crisis. This article analyses how social housing in London is being transformed into a financial asset through an analysis of ‘income strip ...
Aretousa Bloom, Joe Penny
wiley +1 more source
Utilization Schemes of the Pre-Settlement Risk Limits
Finanse i Prawo FinansoweThe purpose of the article is to investigate the selected method employed to manage the counterparty credit risk, namely the application of various risk limits.
Piotr Wybieralski
doaj +1 more source
Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk
Abstract and Applied Analysis, 2014 We study the pricing of total return swap (TRS) under the contagion models with counterparty risk and the interest rate risk. We assume that interest rate follows Heath-Jarrow-Morton (HJM) forward interest rate model and obtain the Libor market interest ...
Anjiao Wang, Zhongxing Ye
doaj +1 more source