Results 91 to 100 of about 220,865 (336)
Credit derivatives: just-in-time provisioning for loan losses [PDF]
Credit derivative contracts offer a new route for managing counterparty exposures. This article discusses two formats of these contracts. The contracts have potential for providing portfolio managers with a cost effective, just-in-time source of ...
James T. Moser
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Agribusiness, EarlyView.ABSTRACT Contract farming is a viable strategy agribusinesses rely on to strengthen coordination across actors in the value chain. However, low contract compliance remains a significant setback to agribusinesses' contract performance in low‐ and middle‐income country context.
Umar Shehu Umar +2 more
wiley +1 more source
Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements [PDF]
In this paper, we characterize explicitly the first derivative of the Value at Risk and the Expected Shortfall with respect to portfolio allocation when netting between positions exists. As a particular case, we examine a simple Gaussian example in order
Jean-David FERMANIAN, Olivier SCAILLET
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Margins, Liquidity and the Cost of Hedging [PDF]
, 2012 http://web.mit.edu/ceepr/www/publications/workingpapers.htmlRecent financial reforms, such as the Dodd-Frank Act in the U.S. and the European Market Infrastructure Regulation, encourage greater use of clearing and therefore increased margining of ...
Mello, Antonio S., Reilly, John E.
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Agribusiness, EarlyView.ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor +3 more
wiley +1 more source
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
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Agribusiness, EarlyView.ABSTRACT Farmers markets provide a direct‐to‐consumer marketing path for farmers and small businesses, facilitating customer discovery and product refinement. This paper explores farmers markets as a business incubator, with a focus on beginning vendors and resilience to a shock, namely, COVID‐19 market restrictions.
Mallory L. Rahe +2 more
wiley +1 more source
Risk Factors in Derivatives Markets
Entrepreneurial Business and Economics Review, 2015 The objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data.
Raimonda Martinkutė-Kaulienė
doaj +1 more source
Modeling Fuzzy Moral Hazard in Credit Default Swap Pricing: A Reduced-Form Approach
International Journal of Computational Intelligence SystemsIn existing literature, moral hazard is often modeled as a constant. However, moral hazard can be “fuzzy” rather than “precisely defined.” As moral hazard is dynamic and variable, exhibiting both constancy and differentiation, its representation through ...
Liang Wu, Hongtao Hua
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
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