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Market shaping as an answer to ambiguities. The case of credit derivatives. [PDF]
Building on Smith (1989), we describe the social processes surrounding a new financial OTC derivatives market, the market for credit derivatives. We show that in contradiction to more traditional derivatives, credit derivatives generate ambiguities of a ...
Huault, Isabelle, Rainelli, Hélène
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Limiting dependence structures for tail events, with applications to credit derivatives [PDF]
, 2006 Arthur Charpentier, Alessandro Juri
openalex +1 more source
Advanced Energy and Sustainability Research, EarlyView.This study aims to provide actionable recommendations for leveraging digital innovation for the achievement of scalable, equitable, and transparent Net Zero Energy Transition by offering actionable recommendations. As a result of this comprehensive analysis, the review highlights the critical interplay between digital technologies and GF as vital ...
Furkan Ahmad +3 more
wiley +1 more source
THE COUNTRY RISK REFLECTED IN THE CDS QUOTATIONS [PDF]
Challenges of the Knowledge Society, 2018 We know the fact that, with the rapid growth of the economic, political and financial instability, country risk analysis has gained an increasingly important role in the practice of international financial institutions.
Mădălina Antoaneta RĂDOI +1 more
doaj
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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Advanced Energy and Sustainability Research, EarlyView.This study optimizes salinity gradient power generation using reverse electrodialysis (RED) by analyzing key operational parameters through factorial experiments and machine learning. Life cycle assessment reveals RED environmental impact and sustainability compared to other renewables, offering insights into future material choices and system ...
Younes Mohammadi +5 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
core
Let's Jump Together - Pricing of Credit Derivatives: From Index Swaptions to CPPIs [PDF]
, 2007 João Garcia +2 more
openalex +1 more source
Agribusiness, EarlyView.Abstract The transition from subsistence to market‐oriented agriculture holds the potential to boost rural economic progress and improve the well‐being of the rural poor in developing countries. Despite this potential, there is limited understanding of the key drivers for smallholder commercialization. In this study, we utilize comprehensive three‐wave
Abebayehu Girma Geffersa +1 more
wiley +1 more source
Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives [PDF]
This paper investigates movements of market indicators of banking fragility, namely, Japan premium, stock prices, and credit derivative spreads of Japanese banks.
Kimie Harada, Takatoshi Ito
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