Results 31 to 40 of about 1,960,682 (378)
Do Corporate Social Responsibility Activities Reduce Credit Risk? Short and Long-Term Perspectives
Sustainability, 2019 This study examines the short- and long-run effects of corporate social responsibility (CSR) activities on the credit risk implied in credit derivative prices.
T. Truong, Jungmu Kim
semanticscholar +1 more source
Економіка, управління та адміністрування, 2022 The article is devoted to the disclosure of the theoretical foundations of ensuring the security of banks’ operations with derivative financial instruments.
O.M. , A.O.
doaj +1 more source
Fiat Justisia, 2020 The implementation of the principle of freedom of contract gives rise to the types of agreements not regulated in the law or The Indonesian Civil Code (ICC). We are familiar with the term Standard contract or standard agreement.
Dwi Ratna Indri Hapsari +1 more
doaj +1 more source
Risk Analysis as a Factor Affecting the Performance of Sharia Commercial Banks
IJEBD (International Journal of Entrepreneurship and Business Development), 2022 Purpose: This study aims to analyze the factors that influence the performance of sharia commercial banks by using Return on Assets (ROA) and Return on Equity (ROE) as dependent variables. The independent variables used are Non-Performing Financing (NPF)
Laely Aghe Africa +1 more
doaj +1 more source
Risks of derivative financial instruments in the activities of commercial banks
Економіка, управління та адміністрування, 2023 The evolution of derivative financial instruments opens up new opportunities for commercial banks and other companies to manage risks and obtain other economic benefits.
O.A. , О.S. , G.L.
doaj +1 more source
Risk-oriented direction of banking assets securitization development
Путеводитель предпринимателя, 2020 Increasing turnover by securitization of bank assets requires adequate measures to address the threats posed by the manifestation of legal and agency risks.
Yu. V. Rybina
doaj
Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations [PDF]
Journal of nonlinear science, 2017 High-dimensional partial differential equations (PDEs) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment models, or portfolio optimization models. The PDEs in such applications are
C. Beck, Weinan E, Arnulf Jentzen
semanticscholar +1 more source
Економіка, управління та адміністрування, 2023 The article discusses the risks of the operations of commercial banks with derivative financial instruments. The emergence of new types of derivatives for the Ukrainian financial market in recent years, the establishment of provisions on defining their ...
O.V. , A.O.
doaj +1 more source
Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk
, 2004 This paper extends to the multiasset framework the closed-form solution for options withstochastic volatility derived in Heston (1993) and Ball and Roma (1994). This extensionintroduces a risk premium in the return equation and considers Wishart dynamics
C. Gouriéroux, R. Sufana
semanticscholar +1 more source
Copulas, credit portfolios, and the broken heart syndrome
Dependence Modeling, 2018 David X. Li is professor of Finance at the Shanghai Advanced Institute of Finance (SAIF). For more than two decades, he worked at leading nancial institutions in the areas of product development, risk management, asset/liability management, and ...
Giovanni Puccetti, M. Scherer
semanticscholar +1 more source