Results 31 to 40 of about 418 (215)
ANALYSIS OF DEBT MARKET INDICATOR BEHAVIOUR
Buletin Ekonomi Moneter dan Perbankan, 2011 This paper analyze the debt market, focusing on the behavior of soverign yield and Credit Default Swap (CDS). We build several empirical models to test the factors determine these two indicators and apply them using the Indonesian and peers data.
Peter Jacobs +2 more
doaj +1 more source
Credit Default Swap Index Basis Adjustment
, 2022 https://ia601404.us.archive.org/30/items/variableSwap/variableSwap ...
openaire +1 more source
ANALISIS PERILAKU INDIKATOR DEBT MARKET
Buletin Ekonomi Moneter dan Perbankan, 2011 This paper analyze the debt market, focusing on the behavior of soverign yield and Credit Default Swap (CDS). We build several empirical models to test the factors determine these two indicators and apply them using the Indonesian and peers data.
P Peter Jacobs +2 more
doaj +1 more source
Credit Default Swap Index Curve Adjustment
, 2022 The methodology of credit default swap index (CDSI) curve adjustment serves the purpose of making adjustment to the credit spread curve of each reference name in the index portfolio such that the market price of the index can be reproduced using these constituent curves.
openaire +1 more source
Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets
East Asian Economic Review, 2015 We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian ...
Daehyoung Cho , Kyongwook Choi
doaj +1 more source
Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier–Stokes Equations [PDF]
SocioEconomic ChallengesModern economic systems face unprecedented socioeconomic challenges, which make increasing systemic resilience and improving liquidity flow management particularly important.
Davit Gondauri +2 more
doaj +1 more source
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
Balancing act: An autoethnographic study of one medical educator's first year as a mentor
Anatomical Sciences Education, EarlyView.Abstract Novice faculty mentors often struggle with the transition from mentee to mentor. Although they may face similar challenges, each mentor's experience and journey of professional identity formation is unique, influenced by their background, experiences, relationships, and context.
Andrew S. Cale
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study adopted a mixed‐method approach to examine decarbonization business models/strategies employed across the energy ecosystem. In study 1, we conducted a systematic literature review of 94 studies to identify business models/strategies mapped to five energy ecosystem contexts—energy systems' transition, energy systems—demand side ...
Shalini Talwar +3 more
wiley +1 more source
Credit Risk Assessment in the Climate Shadow: Evidence From White and Grey Literature
Business Strategy and the Environment, EarlyView.ABSTRACT Climate change is reshaping financial stability, making climate risk a critical component of banks' risk management. However, the absence of standardized frameworks validated by central authorities hinders banks' ability to integrate climate risk into existing credit risk models.
Rodolfo Raimondi +3 more
wiley +1 more source