Results 11 to 20 of about 1,960,682 (378)
FPGA acceleration of Monte-Carlo based credit derivative pricing [PDF]
International Conference on Field-Programmable Logic and Applications, 2008 Alexander Kaganov +2 more
openalex +2 more sources
Applied Finance LettersThis paper explores the informational role of the Loan Only Credit Default Index (LCDX) on the pricing of syndicated loans. Despite an extensive body of research on credit indices and loan pricing, limited studies have comprehensively assessed the ...
Zagdbazar Davaadorj, Jorge Brusa
doaj +2 more sources
Mathematical Estimation Methods and Models for Industrial Companies [PDF]
EPJ Web of Conferences, 2021 The collateralized debt obligations and credit default swaps applications are shown in this paper. The industry obligations secondary market risk estimation methods are considered in this work.
Stikhova Olga
doaj +1 more source
Assessment of associated credit risk in the supply chain based on trade credit risk contagion.
PLoS ONE, 2023 Assessment of associated credit risk in the supply chain is a challenge in current credit risk management practices. This paper proposes a new approach for assessing associated credit risk in the supply chain based on graph theory and fuzzy preference ...
Xiaofeng Xie +4 more
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Credit Default Swap: A Scrutiny of Differentiating its Nature from Credit Insurance and Sharia Feasibility Review [PDF]
تحقیقات مالی اسلامی (پیوسته), 2021 Credit risk as a possibility of a debtor’s default in its obligations has led creditors to acquire some tools to cover it. Credit default swap as a derivative is one of the most effective risk management tools, because in addition to risk management, it ...
Diba Jafari, Mansour Amini
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Credit Default Swaps in the External Public Debt Management [PDF]
Problemi Ekonomiki, 2020 The article aims at systematizing the theoretical and methodological foundations of using credit default swaps in the external public debt management. Theoretical principles of using credit default swaps in the external public debt management are studied.
Lupenko Andrii Yu.
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Two-stage credit scoring using Bayesian approach
Journal of Big Data, 2022 Commercial banks are required to explain the credit evaluation results to their customers. Therefore, banks attempt to improve the performance of their credit scoring models while ensuring the interpretability of the results. However, there is a tradeoff
Sunghyon Kyeong, Jinho Shin
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Managing Credit Risk with Credit Derivatives [PDF]
SSRN Electronic Journal, 2005 Credit risk is one of the most important forms of risk faced by national and international banks as financial intermediaries. Managing this kind of risk through selecting and monitoring corporate and sovereign borrowers and through creating a diversified loan portfolio has always been one of the predominant challenges in bank management. The aim of our
UDO BROLL +2 more
openaire +4 more sources
Економіка, управління та адміністрування, 2023 The article is devoted to the development of assessment indicators for ensuring the financial stability of banking activities during transactions with derivative financial instruments, which was carried out using the hypothetical-deductive method ...
O.M. , A.O.
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Being Naked - et Quo hinc?: Developing a ‘Skin-in-the-Game’ Solution for Credit Default Swaps
International Journal of Financial Studies, 2022 A credit default swap (CDS) is a derivative financial instrument that provides insurance against credit risk. CDSs on subprime Asset Backed Securities (ABSs) paved the way for securitizers to hedge the credit risk of the underlying subprime loans during ...
Shanuka Senarath +4 more
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