Results 111 to 120 of about 33,753 (322)

Credit default swaps and financial stability [PDF]

Credit default swaps (CDSs), initially intended as instruments for hedging and managing credit risk, have been pinpointed during the recent crisis as being detrimental to financial stability.
Cont, R.
core  

Balancing and Exploring the Personal, Professional, and Political: Finding Space and Place in the Academy Through Reflexive and Intersecting Masculinities

Journal of Family Theory &Review, EarlyView.
ABSTRACT Using critical intersectional feminist theorizing, I engage in praxis around reflexive masculinities. I discuss my positionality through my personal lived experiences, professional career in academia, and my political engagement. I start by discussing my positionality related to my race, gender, sexual orientation, and family background, and ...
Allen B. Mallory
wiley   +1 more source

The Effects of Regulatory Office Closures on Bank Behavior

Journal of Money, Credit and Banking, EarlyView.
Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley   +1 more source

Hampered Monetary Policy Transmission ‐ A Supply‐Side Story?

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper shows that the supply side of credit is a major factor for hampered monetary policy transmission in monopolistic banking markets. Our stress test data containing projected interest rates of all 1,555 small and medium‐sized banks in Germany under two hypothetical scenarios provide a clear way to partial out demand shocks that are ...
LOTTA HECKMANN‐DRAISBACH, JULIA HARDT
wiley   +1 more source

Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. [PDF]

Empir Econ, 2023
Zema SM.
europepmc   +1 more source

A Libor Market Model with Default Risk [PDF]

, 2000
In this paper a new credit risk model for credit derivatives is presented. The model is based upon the ‘Libor market’ modelling framework for default-free interest rates.
Schönbucher, Philipp J.
core  

Financial Fragility and the Fiscal Multiplier

Journal of Money, Credit and Banking, EarlyView.
Abstract We show that undercapitalized banks with large holdings of government bonds subject to sovereign default risk lead to a new crowding‐out channel: deficit‐financed fiscal stimuli lead to higher bond yields, triggering capital losses for the banks. Banks then cut back loans, which reduces fiscal multipliers.
CHRISTIAAN VAN DER KWAAK, SWEDER VAN WIJNBERGEN   +1 more
wiley   +1 more source

Does Bitcoin Hedge Industry Credit Risk? A Comparison with Gold

The Lahore Journal of Business
Credit default swaps are considered indicators of default probability and used to measure credit risk in different sectors of the US industry. This study examines the effectiveness of hedging and safe-haven options for US sectoral credit default ...
Saqib Farid, Abdul Rafay, Quratulain Zafar   +2 more
doaj  

Modelling sovereign credit ratings and assessing the impartiality: A case study of China. [PDF]

PLoS One, 2023
Su M.
europepmc   +1 more source

The cost of counterparty risk and collateralization in longevity swaps [PDF]

Derivative longevity risk solutions, such as bespoke and indexed longevity swaps, allow pension schemes and annuity providers to swap out longevity risk, but introduce counterparty credit risk, which can be mitigated if not fully eliminated by ...
Biffis, Enrico, Blake, David, Pitotti, Lorenzo, Sun, Ariel   +3 more
core   +1 more source