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Does the use of hedge derivatives improve the credit ratings of Brazilian companies? [PDF]
Revista Contabilidade & Finanças, 2019 The purpose of this study is to identify the factors that may explain the attribution of credit ratings to firms, focusing especially on the impact of derivatives.
Rafael Moreira Antônio +3 more
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Mathematical Estimation Methods and Models for Industrial Companies [PDF]
EPJ Web of Conferences, 2021 The collateralized debt obligations and credit default swaps applications are shown in this paper. The industry obligations secondary market risk estimation methods are considered in this work.
Stikhova Olga
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Credit Default Swap: A Scrutiny of Differentiating its Nature from Credit Insurance and Sharia Feasibility Review [PDF]
تحقیقات مالی اسلامی (پیوسته), 2021 Credit risk as a possibility of a debtor’s default in its obligations has led creditors to acquire some tools to cover it. Credit default swap as a derivative is one of the most effective risk management tools, because in addition to risk management, it ...
Diba Jafari, Mansour Amini
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Assessment of associated credit risk in the supply chain based on trade credit risk contagion.
PLoS ONE, 2023 Assessment of associated credit risk in the supply chain is a challenge in current credit risk management practices. This paper proposes a new approach for assessing associated credit risk in the supply chain based on graph theory and fuzzy preference ...
Xiaofeng Xie +4 more
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Credit Default Swaps in the External Public Debt Management [PDF]
Problemi Ekonomiki, 2020 The article aims at systematizing the theoretical and methodological foundations of using credit default swaps in the external public debt management. Theoretical principles of using credit default swaps in the external public debt management are studied.
Lupenko Andrii Yu.
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Two-stage credit scoring using Bayesian approach
Journal of Big Data, 2022 Commercial banks are required to explain the credit evaluation results to their customers. Therefore, banks attempt to improve the performance of their credit scoring models while ensuring the interpretability of the results. However, there is a tradeoff
Sunghyon Kyeong, Jinho Shin
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Економіка, управління та адміністрування, 2023 The article is devoted to the development of assessment indicators for ensuring the financial stability of banking activities during transactions with derivative financial instruments, which was carried out using the hypothetical-deductive method ...
O.M. , A.O.
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Pricing of Credit Risk Derivatives with Stochastic Interest Rate
Axioms, 2023 This paper deals with a credit derivative pricing problem using the martingale approach. We generalize the conventional reduced-form credit risk model for a credit default swap market, assuming that the firms’ default intensities depend on the default ...
Wujun Lv, Linlin Tian
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Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article looks into the credit linked notes. Credit linked notes related to derivative financial instruments of the second generation or as they often refer to credit derivatives appeared after the appearance of the traditional financial derivatives ...
Olesya A. Yuzhakova
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Being Naked - et Quo hinc?: Developing a ‘Skin-in-the-Game’ Solution for Credit Default Swaps
International Journal of Financial Studies, 2022 A credit default swap (CDS) is a derivative financial instrument that provides insurance against credit risk. CDSs on subprime Asset Backed Securities (ABSs) paved the way for securitizers to hedge the credit risk of the underlying subprime loans during ...
Shanuka Senarath +4 more
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