Results 111 to 120 of about 2,024,637 (356)
Analytic results and weighted Monte Carlo simulations for CDO pricing
, 2011 We explore the possibilities of importance sampling in the Monte Carlo pricing of a structured credit derivative referred to as Collateralized Debt Obligation (CDO).
B. Vető +13 more
core +1 more source
“Does the tail wag the dog? The effect of credit default swaps on credit risk” [PDF]
Credit default swaps (CDS) are derivative contracts that are widely used as tools for credit risk management. However, in recent years, concerns have been raised about whether CDS trading itself affects the credit risk of the reference entities.
Subrahmanyam, Marti G. +2 more
core
Agribusiness, EarlyView.ABSTRACT Despite the broad focus on necessity‐ and opportunity‐driven entrepreneurship in research and policy, the entrepreneurial dichotomy within the agribusiness context has not been adequately addressed. This study contributes to closing this knowledge gap by examining youth's perceptions of agribusiness through the lens of the push‐pull motivation
Cool Dady Mangole +6 more
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT While ESG (environmental, social, and governance) is emphasized among listed companies for their stakeholders and ESG disclosures, ESG engagement among unlisted companies has been rarely examined due to data limitations. This is particularly problematic for the agri‐food industry that has significant impacts on the environment and consists ...
Ying Wang, Satoru Shimokawa
wiley +1 more source
Erosion of Ethics in Credit Derivative: A Case Study
, 2021 Sumit Kumar, Pankaj Kumar Baag
openalex +1 more source
Agribusiness, EarlyView.ABSTRACT This study analyzes the effects of value co‐creation and creation of shared value in agricultural input marketing. This study used a sample of 178 agricultural companies in Costa Rica. The data were analyzed using partial least squares structural equation modeling (PLS‐SEM) with SMART PLS software. Our findings reveal the significant influence
Luis Ricardo Solís‐Rivera +1 more
wiley +1 more source
Should Derivatives be Privileged in Bankruptcy? [PDF]
Derivative contracts, swaps, and repos enjoy "super-senior" status in bankruptcy: they are exempt from the automatic stay on debt and collateral collection that applies to virtually all other claims.
Martin Oehmke, Patrick Bolton
core
Agribusiness, EarlyView.ABSTRACT Climate variability is affecting the productivity, profitability, and resilience of smallholder dairy producers in developing countries. The adoption of climate‐smart (CS) dairy practices has been promoted to mitigate these negative effects. However, while interest in dairy CS practices is growing, empirical evidence on their adoption patterns
Mercy Mburu +4 more
wiley +1 more source
Quality Control for Structural Credit Risk Models [PDF]
Over the last four decades, a large number of structural models have been developed to estimate and price credit risk. The focus of the paper is on a neglected issue pertaining to fundamental shifts in the structural parameters governing default.
Elena Andreou, Eric Ghysels
core
The Power of Unity: Collective Action and Smallholder Agricultural Performance in West Africa
Agribusiness, EarlyView.ABSTRACT We analyze the impact of collective action through farmer‐based organizations (FBOs) on smallholders' farm performance and income inequality in Ghana, Benin, The Gambia, and Mali. We find that FBO membership increases cereal yield in Ghana and The Gambia, legume yield in Mali, ruminant numbers in Benin and The Gambia, and total farm income in ...
Emmanuel Donkor +3 more
wiley +1 more source