Results 91 to 100 of about 1,960,682 (378)
A Note on Hedging a Loan Portfolio [PDF]
In the framework of the industrial economics approach to banking we extend the analysis of hedging against default on loans to the case of two types of credit risk.
Peter Welzel, Udo Broll
core
CVA and FVA to Derivatives Trades Collateralized by Cash
, 2013 In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining ...
Wu, Lixin
core +1 more source
Advanced Science, EarlyView.This review highlights advances in soil organic carbon (SOC) quantification using remote sensing, proximal soil sensing, AI (ML and DL), and biogeochemical modelling. Integrating diverse data sources and models improves SOC prediction accuracy. Key priorities include enhancing data availability, refining models, incorporating microbial processes, and ...
Zijuan Ding +16 more
wiley +1 more source
Recent Developments in Credit Markets [PDF]
, 2018 We summarize recent developments in the credit derivative markets. We show the role of dependence between individual debtors in portfolio derivatives in a study of implied correlation.
Brommundt, Bernd +3 more
core
Should derivatives be privileged in bankruptcy? [PDF]
, 2014 Derivatives enjoy special status in bankruptcy: they are exempt from the automatic stay and effectively senior to virtually all other claims. We propose a corporate finance model to assess the effect of these exemptions on a firm's cost of borrowing and ...
Aghion +31 more
core +1 more source
Critical Electrochemistry Technologies Applicable in Space Exploration
Advanced Science, EarlyView.The available resources in space and discuss the application scenarios and challenges of electrochemical methods in four critical domains is analyzed: metallurgical processing of mineral resources, water resources utilization, carbon cycle management in extraterrestrial habitats, and electrical energy storage.
Ruisi Xu +4 more
wiley +1 more source
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi DergisiThis study aims to identify the factors determining the use of derivatives in the banking sector. The study sample consists of 23 deposit banks operating continuously in the Turkish banking sector between 2009 and 2022.
Ali Hepşen, Yusuf Pala
doaj +1 more source
"Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA" [PDF]
The importance of collateralization through the change of funding cost is now well recognized among practitioners. In this article, we have extended the previous studies of collateralized derivative pricing to more generic situation, that is asymmetric ...
Akihiko Takahashi, Masaaki Fujii
core
Advanced Science, EarlyView.In this study, a novel photothermal catalyst, Mn7Co3Ce1Ox has been developed, which features a type‐II heterojunction structure that enables broad‐spectrum absorption, including visible and infrared light. This material significantly enhances the photothermal catalytic efficiency by overcoming the limitations of traditional catalysts that struggle to ...
Niansi Li +9 more
wiley +1 more source
On Correlation Effects and Default Clustering in Credit Models [PDF]
We establish Markovian models in the Heath, Jarrow and Morton paradigm where the credit spreads curves of multiple firms and the term structure of interest rates can be represented analytically at any point in time in terms of a finite number of state ...
Antje Berndt +2 more
core