Results 71 to 80 of about 5,454,495 (242)
Analisi e progettazione di un sistema di misure quantitative per il monitoraggio dei rischi finanziari delle Garanzie d’Origine [PDF]
Risk Management Magazine, 2019 The aim of this work focuses on the risks arising from the emerging market of Guarantees of Origin (GO). In recent years, in fact, traded volumes of these electronic certifications have increased, although the markets are yet incomplete and not very ...
Anna Bottasso
doaj +1 more source
Australian Journal of Agricultural and Resource Economics, EarlyView.ABSTRACT With the retirement of 21GW of legacy coal fleet looming, the task to replace Australia's thermal capacity with alternative firmed renewable ‘bulk energy’ solutions is non‐trivial. Indeed, calibrating necessary capital investment in new plant stock with efficient economic outcomes, vis‐à‐vis cost and reliability, represents a fundamental ...
Nicholas Gohdes +2 more
wiley +1 more source
Market Structure, Counterparty Risk, and Systemic Risk [PDF]
SSRN Electronic Journal, 2011 Networks modeling bilaterally-cleared and centrally-cleared derivatives markets are shown to yield economically different price impact, volatility and contagion after an initial bankruptcy. A large bankruptcy in bilateral markets may leave a counterparty unable to expectationally prevent bankruptcy (checkmate) or make counterparties push markets and ...
openaire +2 more sources
Counterparty Risk Subject To ATE [PDF]
, 2010 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 +3 more sources
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
Central Counterparty Risk [PDF]
, 2012 A clearing member of a Central Counterparty (CCP) is exposed to losses on their default fund and initial margin contributions. Such losses can be incurred whenever the CCP has insufficient funds to unwind the portfolio of a defaulting clearing member. This does not necessarily require the default of the CCP itself.
openaire +2 more sources
Counterparty risk analysis using Merton's structural model under Solvency II
Management Letters/Cuadernos de Gestión, 2014 The new solvency regulation in the European insurance sector, denominated Solvency II, will completely transform the system of capital requirements estimation.
Luis Otero González +3 more
doaj +1 more source
OTC derivatives and counterparty credit risk mitigation. The OIS discounting framework [PDF]
, 2016 The chapter analyzes the counterparty credit risk, the EMIR Reform and the regulatory different approach used to measure the capital requirement related to counterparty risk.
Massimo Proietti +5 more
core +1 more source
India, China and the China+1 Strategy: Trade, Investment and Policymaking in a Fragmented World
Global Policy, EarlyView.ABSTRACT COVID‐19 and geopolitical tensions have compelled global firms to diversify parts of their operations to other countries. Although India looks primed to gain from this ‘China+1’, the authors' research, including interviews with 50 executives, officials and experts across India, America, Europe and Singapore, paints a more cautious picture ...
P. S. Srinivas +2 more
wiley +1 more source
Мир новой экономики, 2018 In the article we analyzed international and Russian methodological approaches for classification of risk in project finance and identified crucial criteria which provide further framework for development of principles and management mechanism of ...
T. S. Gaibov
doaj +1 more source