Results 61 to 70 of about 669 (248)

Fading Attention and the Pricing of Default Risk in the German Market for Structured Products

Journal of Futures Markets, EarlyView.
ABSTRACT Structured retail products are unsecured bonds subject to the default risk of the issuer. We analyze the price‐setting policy of issuers with respect to this default risk. Using a long‐term data set of discount certificates in the German market, we apply a time series IVX‐approach to find that (i) quoted prices do depend on issuer default risk,
Rainer Baule, Falk Jensen
wiley   +1 more source

Jurisprudential Analysis of Applying Credit Default Swap and Credit-Linked Note in Credit Risk Management of Banks [PDF]

تحقیقات مالی اسلامی (پیوسته), 2012
Given the importance of credit risk in the banking system, banks have always paid special attention to credit risk management and have used different tools to manage it. Using credit derivatives, especially "credit default swap" and "credit-linked note",
Rasool Khansari, Mohammad Sajjad Siahkarzadeh, Majid Asghari   +2 more
doaj  

Brexit and Its Impact on EU Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source

A Structural Credit Risk Model with Jumps Based on Uncertainty Theory

Mathematics
This study, within the framework of uncertainty theory, employs an uncertain differential equation with jumps to model the asset value process of a company, establishing a structured model of uncertain credit risk that incorporates jumps.
Hong Huang, Meihua Jiang, Yufu Ning, Shuai Wang   +3 more
doaj   +1 more source

Effect of Case Variation on Mastoidectomy Training Using 3D‐Printed Temporal Bones Models—A Prospective, Randomized Trial

Otolaryngology–Head and Neck Surgery, EarlyView.
Abstract Objective To investigate effects of repeated training with anatomically varied versus identical 3D‐printed models on skill acquisition, cognitive load, and skill retention in novice mastoidectomy trainees. Study Design A prospective, randomized, controlled, educational trial conducted April to September 2024 including a 3‐month retention test.
Adam Omari, Andreas Frithioff, Anders Nøhr, Mads S. Sørensen, Steven A. W. Andersen   +4 more
wiley   +1 more source

ECONOMIC GROUNDS FOR CREDIT RISK MANAGEMENT UNDER UNCERTAINTY

Модернизация, инновация, развитие, 2016
This article examines modern financial insurance techniques with the use of credit default swaps for covering bond default risk. The author examines several mathematical models and specifies variables necessary to determine the swap spread depending on ...
N. V. Strelnikov
doaj  

1) MULTIDIMENSIONAL SCALING FOR CREDIT DEFAULT SWAP (CDS): EVIDENCE FROM OECD COUNTRIES [PDF]

Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2018
The aim of this study is to analyze the similarities and differences between the OECD countries in terms of the change in CDS risk premiums. Accordingly, CDS risk premiums of the related countries are taken on a monthly basis for the 30/06/2011 - 30/09 ...
Ayhan KAPUSUZOGLU, Nildag Basak CEYLAN
doaj  

Optional Defaultable Markets

Risks, 2017
The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces ...
Mohamed N. Abdelghani, Alexander V. Melnikov   +1 more
doaj   +1 more source

Practical Methodology for Developing Visions for Carbon‐Neutral Cities and Communities

Sustainable Development, EarlyView.
ABSTRACT Cities and communities play important roles in sustainable development and climate change mitigation. This study presents a novel framework for developing carbon‐neutral visions for cities and communities. We established five “principles,” investigated options encompassing four parameters (management, goal setting, actions, and quantification),
Kei Gomi, Makoto Ooba, Shogo Nakamura, Kohei Sakai, Satoshi Nagatomi   +4 more
wiley   +1 more source

Procyclicality in tradeable credit risk: Consequences for South Africa

South African Journal of Economic and Management Sciences, 2018
Background: Tradeable credit assets are vulnerable to two varieties of credit risk: default risk (which manifests itself as a binary outcome) and spread risk (which arises as spreads change continuously).
Dirk Visser, Gary W. van Vuuren
doaj   +1 more source