Results 41 to 50 of about 64,031 (357)
Вісник Харківського національного університету імені В.Н. Каразіна: Серія Міжнародні відносини, економіка, країнознавство, туризм, 2019 The article investigates the state of the Eurozone countries’ financial security in the context of the world economic environment globalization. For the purpose of this, financial security is considered in terms of institutional, instrumental, and ...
Nataliia Goncharenko +3 more
doaj +1 more source
Credit Default Swaps and Systemic Risk
SSRN Electronic Journal, 2014 We present a network model for investigating the impact on systemic risk of central clearing of over the counter (OTC) credit default swaps (CDS). We model contingent cash flows resulting from CDS and other OTC derivatives by a multi-layered network with a core-periphery structure, which is flexible enough to reproduce the gross and net exposures as ...
Cont, R, Minca, A
openaire +5 more sources
Credit Risky Securities Valuation under a Contagion Model with Interacting Intensities
Journal of Applied Mathematics, 2011 We study a three-firm contagion model with counterparty risk and apply this model to price defaultable bonds and credit default swap (CDS). This model assumes that default intensities are driven by external common factors as well as other defaults in the
Anjiao Wang, Zhongxing Ye
doaj +1 more source
Complexity, 2023 Previous studies focused on the fundamental channels of the interaction between the equity market and credit default swap (CDS) market. This paper finds another channel, investor sentiment, that contributes to the impact of the equity market on the CDS ...
Weifang Mao +4 more
doaj +1 more source
, 2008 In [10] we presented a reduced form of risky bond pricing. At default date, a bond seller fails to continue fulfilling his obligation and the price of the bond sharply drops. For nodefault scenarios, if the face value of the defaulted bond is $1 then the
Gikhman, Ilya
core +3 more sources
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
Management Sciences, 2016 We investigate how market participants price and manage counterparty credit risk using confidential trade repository data on single-name credit default swap (CDS) transactions.
semanticscholar +1 more source
ANALYSIS OF LITHUANIAN CREDIT DEFAULT SWAPS
Journal of Business Economics and Management, 2015 This paper studies international sovereign Credit Default Swaps (CDS) market focusing attention to the CDS of Central and East Europe. The main purpose of the study was to perform detail analysis of Lithuanian CDS in the global capital market. We compared the CDS markets of other countries and found some commonalities between them.
Kregzde, Arvydas, Murauskas, Gediminas
openaire +5 more sources
Advanced Intelligent Systems, EarlyView.This study presents Hi‐LabSpermTracking, a long‐duration, expert‐annotated sperm motility dataset for detection and tracking. It evaluates You Only Look Once version 8, Real‐Time Detection Transformer, and Simple Online and Realtime Tracking with a Deep Association Metric in three scenarios. The mean ensemble method improves tracking performance. Sperm
Abdulsamet Aktas +5 more
wiley +1 more source
Credit Cycles, Securitization, and Credit Default Swaps [PDF]
SSRN Electronic Journal, 2019 33 ...
openaire +3 more sources
Journal of Advanced Manufacturing and Processing, EarlyView.ABSTRACT Chemical manufacturing is a large and diverse sector of the U.S. economy, with products, fuels, and a wide assortment of materials used daily by both the public and businesses. Currently, several of the largest volume chemicals produced in the United States rely on fossil fuels as a feedstock, energy source, or both.
Greg Avery, Alberta Carpenter
wiley +1 more source