Results 81 to 90 of about 2,024,637 (356)

An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk [PDF]

, 1957
This paper presents a new framework for credit value adjustment (CVA) that is a relatively new area of financial derivative modeling and trading. In contrast to previous studies, the model relies on the probability distribution of a default time/jump ...
Xiao, Tim
core   +2 more sources

Temperature and Farm Labor in Nigeria

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT We estimate the impact of temperature shocks on the composition of farm labor in rural Nigeria using a nationally representative household panel survey. Leveraging plausibly exogenous year‐to‐year variation in growing season temperatures, we find that warmer temperatures significantly alter farm labor composition, prompting a substantial shift
Andu Berha
wiley   +1 more source

Hybridization of Homogeneous and Heterogeneous Catalysis to Develop a Novel Biocatalyst via Immobilization of Lipase on Surface Modified Mesoporous Silica Towards Biodiesel Synthesis Application

Advanced Energy and Sustainability Research, EarlyView.
The 3‐(methacryloyloxy)propyltrimethoxysilane surface functionalized SBA‐15 (MP‐SBA‐15) is used for the first time as a lipase carrier. The immobilized CAL‐B exhibits high thermal stability and superior catalytic activity. CAL‐B/SBA‐15 suggests that optimum hydrophobicity gives better catalytic activity.
Murugappan N., Ayumi Sato, Jiachen Ge, Arisa Yamada, Makoto Onaka, Yuki Nakamura, Masaru Ogura   +6 more
wiley   +1 more source

Classification of non-performing loans portfolio using Multilayer Perceptron artificial neural networks

GEPROS: Gestão da Produção, Operações e Sistemas, 2014
The purpose of the present research is to apply a Multilayer Perceptron (MLP) neural network technique to create classification models from a portfolio of Non-Performing Loans (NPLs) to classify this type of credit derivative.
Flávio Clésio Silva de Souza, Renato José Sassi   +1 more
doaj  

Measurement and Estimation of Credit Migration Matrices [PDF]

Credit migration matrices are cardinal inputs to many risk management applications. Their accurate estimation is therefore critical. We explore three approaches, cohort and two variants of duration—time homogeneous and non-homogeneous—and the resulting ...
Til Schuermann, Yusuf Jafry
core  

Disentangling the relationships between denomination of origin regulatory councils activities and Spanish wineries' export performance

Agribusiness, EarlyView.
Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin, Marta Fernández‐Olmos   +1 more
wiley   +1 more source

Blockchain smart contracts for decentralized matching of counterparties and automatic settlement of financial derivatives

Blockchain: Research and Applications
Financial derivatives are widely recognized for their effectiveness in managing interest rate risk, demonstrating the principle of comparative advantage in finance.
Hua Wang, Jinjing Liu, Jian Zhao
doaj   +1 more source

“Shakespeare’s Plausible Community: The First Act of Titus Andronicus and its Kydian Precedent”

Miscelánea: A Journal of English and American Studies, 2009
This article re-examines the relationship between Thomas Kyd’s The Spanish Tragedy and Shakespeare’s Titus Andronicus. In the past decades the original credit of these two revenge plays of the 1590s has been restored. However, their parallel rediscovery
Jordi Coral Escolà
doaj   +1 more source

Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest [PDF]

The price of financial derivative with unilateral counterparty credit risk can be expressed as the price of an otherwise risk-free derivative minus a credit value adjustment(CVA) component that can be seen as shorting a call option, which is exercised ...
Bao, Qunfang, Chen, Si, Li, Shenghong, Liu, Guimei   +3 more
core   +1 more source

Do outgrower schemes enhance technology adoption and productivity? Evidence from maize farmers in Northern Ghana

Agribusiness, EarlyView.
Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley   +1 more source