Results 81 to 90 of about 30,951 (222)
Counterparty Credit Risk Introduction
, 2020 Counterparty credit risk (CCR) refers to the risk that a counterparty to a bilateral financial derivative contract may fail to fulfill its contractual obligation causing financial loss to the non-defaulting party. It will be incurred in the event of default by a counterparty.
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The Emergence and Future of Central Counterparties [PDF]
We study the role of a central counterparty (CCP) in controlling counterparty risk. When trading is organized via a centralized exchange with fungible contracts -- as in a futures market -- we show that it is optimal to clear trades via a CCP that uses ...
Cyril Monnet, Thorsten V. Koeppl
core
Counterparty Credit Risk Framework
, 2022 https://www.infona.pl/resource/bwmeta1.element.ID-74f411a6-60e2-4995-bc63-06d17c24ba27/tab ...
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Mathematical Finance, EarlyView.ABSTRACT We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark‐to‐market valuation adjustment for interbank claims, leading to a forward‐backward approach to the equilibrium dynamics whereby future default ...
Zachary Feinstein, Andreas Søjmark
wiley +1 more source
TYPOLOGY OF CREDIT RISK IN ECONOMY [PDF]
Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2019 Today, many techniques are known regarding credit risk management, starting from traditional techniques of risk exposure assessment, aimed at limiting excessive concentration at the level of the debtor, sector of activity, industrial branch, etc., until ...
Marinela BARBULESCU, Alina HAGIU
doaj
Problemy Zarządzania, 2015 Polish banks have a large long currency position resulting from the portfolio of foreign currency mortgages, which they secure mainly using FX swaps and cross-currency interest rate swaps (CIRS).
Jan Koleśnik
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Considerations for the Design of a Central Counterparty for the Mexican Money Market [PDF]
The financial crisis has brought the problems of regulatory failure and unbridled counterparty risk to the forefront in financial discussions. In the last decade, central counterparties have been created in order to face those insidious problems.
de Lascurain M., Miguel
core
Pacific Focus, EarlyView.ABSTRACT South Korean President Park Geun‐hye's 2016 decision to authorize the deployment of the U.S. Forces Korea THAAD system—and Beijing's subsequent economic and diplomatic coercion—marked a decisive inflection point in Seoul's China policy.
Joel Atkinson
wiley +1 more source
"A Simple Proposal to Resolve the Disruption of Counterparty Risk In Short-Term Credit Markets" [PDF]
The impaired risk assessment caused by the collapse of mortgage-backed securities is the major problem threatening the stability of the American financial system, yet it is not clear that removing these assets from institutional balance sheets, as the ...
Jan Kregel
core
Ideology on Trial: How CEO Political Leanings Shape Firms' Propensity to Litigate Over Patents
R&D Management, EarlyView.ABSTRACT This study investigates how CEOs' political ideology affects corporate decisions to sue for patent infringement. Integrating upper‐echelons and behavioral‐agency perspectives, we theorize that conservative‐leaning CEOs—marked by heightened threat sensitivity and low tolerance for ambiguity—frame infringement as a looming loss and therefore ...
Ali Radfard, Luca Pistilli
wiley +1 more source