Results 61 to 70 of about 2,024,637 (356)
CVA and FVA to Derivatives Trades Collateralized by Cash
, 2013 In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining ...
Wu, Lixin
core +1 more source
Should derivatives be privileged in bankruptcy? [PDF]
, 2014 Derivatives enjoy special status in bankruptcy: they are exempt from the automatic stay and effectively senior to virtually all other claims. We propose a corporate finance model to assess the effect of these exemptions on a firm's cost of borrowing and ...
Aghion +31 more
core +1 more source
Toward Complete CO2 Electroconversion: Status, Challenges, and Perspectives
Advanced Energy Materials, EarlyView.Electrocatalytic CO2 reduction and CO2 batteries face challenges in achieving complete CO2 conversion with high conversion rates and Faradaic efficiency simultaneously. Existing systems compromise one for the other with incomplete CO2 conversion and inefficiencies, hindering practical applications. This perspective highlights state‐of‐the‐art progress,
Changfan Xu +5 more
wiley +1 more source
WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE
REAdThis study investigates the copula model that best fit to model the dependence structure of Credit Derivative Swaps (CDS) spreads. For the analysis, we consider daily data from the period of January 1, 2009 to December 31, 2014.
Fernanda Maria Müller +2 more
doaj +1 more source
Проблеми теорії та методології бухгалтерського обліку, контролю і аналізу, 2019 The financial crisis of 2007–2009, the effects of which the world is experiencing today, has had a very negative impact on the economies of many developed countries. There are several dozen causes that have led to a downturn in the economy and a start of
A.O. Petruk
doaj +1 more source
Credit derivatives: new financial instruments for controlling credit risk [PDF]
One of the risks of making a bank loan or investing in a debt security is credit risk, the risk of borrower default. In response to this risk, new financial instruments called credit derivatives have been developed in the past few years.
Robert S. Neal
core
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Perennial bioenergy crops, such as miscanthus and switchgrass, and crop residues have the potential to scale up sustainable aviation fuel (SAF) production and mitigate carbon emissions. However, high establishment costs, delayed returns, and risk–return profiles that diverge from those of conventional crops can hinder incentives to adopt ...
Fahd Majeed, Madhu Khanna, Ruiqing Miao
wiley +1 more source
Credit derivatives: just-in-time provisioning for loan losses [PDF]
Credit derivative contracts offer a new route for managing counterparty exposures. This article discusses two formats of these contracts. The contracts have potential for providing portfolio managers with a cost effective, just-in-time source of ...
James T. Moser
core
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun +3 more
wiley +1 more source
THE EFFECT OF DERIVATIVE FINANCIAL INSTRUMENTS ON BANK RISKS, RELEVANCE AND FAITHFUL REPRESENTATION: EVIDENCE FROM BANKS IN HUNGARY [PDF]
Annals of the University of Oradea: Economic Science, 2014 In a continuously changing business environment accounting data have to provide useful information in order to achieve relevant and faithful representation in financial statements.
Toth Kornel, , ,
doaj