Results 151 to 160 of about 220,865 (336)
Price Calibration of basket default swap: Evidence from Japanese market [PDF]
The aim of this paper is the price calibration of basket default swap from Japanese market data. The value of this instruments depend on the number of factors including credit rating of the obligors in the basket, recovery rates, intensity of default ...
Fathi, Abid, Nader, Naifar
core +1 more source
Credit Derivatives and the Default Risk of Large Complex Financial Institutions
, 2011 Giovanni Calice +2 more
openalex +2 more sources
Advanced NanoBiomed Research, EarlyView.Glioblastoma mortality is driven by cell invasion and therapeutic resistance. We report a cancer engineering approach to evaluate the behavior of heterogeneous cohorts of temozolomide resistant and responsive GBM cells. We show the effect of physiologically‐relevant metronomic dosing on ensemble drug response and invasion.
Victoria A. Kriuchkovskaia +5 more
wiley +1 more source
Bank Behavior with Access to Credit Risk Transfer Markets [PDF]
One of the most important recent innovations in financial markets has been the development of credit derivative products that allow banks to more actively manage their credit portfolios than ever before.We analyze the effect that access to these markets ...
Goderis, B.V.G. +3 more
core +1 more source
How Much Do Banks Use Credit Derivatives to Reduce Risk?
, 2005 Bernadette A. Minton +2 more
openalex +1 more source
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities [PDF]
We discuss extensions of intensity based models for pricing credit risk and derivative securities to the simulation and valuation of portfolios.
Norbert Jobst, Stavros A. Zenios
core
Russian stock market: The practice of using credit derivatives [PDF]
, 2021 Natal'ya I. KRAVTSOVA +1 more
openalex +1 more source
Creating a responsible authorship culture in science: Anchoring authorship practices in principles of transparency, credit, and accountability. [PDF]
Proc Natl Acad Sci U S AKiermer V +11 more
europepmc +1 more source
Hedging residual value risk using derivatives [PDF]
: In the leasing industry the lessor faces a risk, at the end of the contract, in not recovering sufficient capital value from resale of the asset. We propose a model to hedge residual value risk using the Gaussian copula methodology.
Sylvain Prado
core