Results 1 to 10 of about 223,224 (319)
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
doaj +2 more sources
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
doaj +1 more source
Credit Derivatives and Bank Credit Supply
SSRN Electronic Journal, 2014 Our paper explores the influence of credit derivatives on bank credit supply theoretically and empirically. We build a two-stage model of financial intermediation, which treats the bank under consideration as one of a large number of monopolists in the local credit market.
Wen Si
openaire +2 more sources
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
doaj +1 more source
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
doaj +2 more sources
Managing Credit Risk with Credit Derivatives [PDF]
SSRN Electronic Journal, 2005 Credit risk is one of the most important forms of risk faced by national and international banks as financial intermediaries. Managing this kind of risk through selecting and monitoring corporate and sovereign borrowers and through creating a diversified loan portfolio has always been one of the predominant challenges in bank management. The aim of our
UDO BROLL +2 more
openaire +3 more sources
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
doaj +1 more source
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.
doaj +1 more source
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.
doaj +1 more source
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
doaj +1 more source