Results 101 to 110 of about 175,519 (289)
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs [PDF]
We present a new structural model for single name equity and credit derivatives which we also correlate across reference names to produce a model for bespoke synthetic CDOs.
Albanese, Claudio, Vidler, Alicia
core +1 more source
ABSTRACT Smallholder farmers are reverting to traditional production methods due to the high opportunity costs and unintended consequences of new technologies. This study focuses on row planting technology, which is labor‐intensive and slow without mechanized operations.
Emmanuel Tetteh Jumpah +4 more
wiley +1 more source
Credit derivatives: an overview [PDF]
Arising from financial institutions' need to hedge and diversify credit risk, credit derivatives have now become a major investment tool. Almost all credit derivatives take the form of the credit default swap, which transfers default risk from one party ...
David Mengle
core
The information content of Hungarian sovereign CDS spreads [PDF]
In our paper we present how the Hungarian credit default swap (CDS) market functions, and indicate its position in the global credit derivatives markets.
Varga, Lorant
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ABSTRACT Contract farming is a viable strategy agribusinesses rely on to strengthen coordination across actors in the value chain. However, low contract compliance remains a significant setback to agribusinesses' contract performance in low‐ and middle‐income country context.
Umar Shehu Umar +2 more
wiley +1 more source
ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor +3 more
wiley +1 more source
Playing Hardball: Relationship Banking in the Age of Credit Derivatives [PDF]
This paper develops a contracting framework in order to explore the effects of credit derivatives on banks’ incentives to monitor loans, their incentives to intervene, and, ultimately, borrowers’ incentives to perform. We show that (i) credit derivatives
Stefan ARPING,
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ABSTRACT Farmers markets provide a direct‐to‐consumer marketing path for farmers and small businesses, facilitating customer discovery and product refinement. This paper explores farmers markets as a business incubator, with a focus on beginning vendors and resilience to a shock, namely, COVID‐19 market restrictions.
Mallory L. Rahe +2 more
wiley +1 more source
Some critical comments on credit risk modeling. [PDF]
In this notice we are comment popular approaches to the credit risk modeling.Credit risk; credit derivatives; risk neutral world; risk neutral probability; structural model; reduced ...
ilya, gikhman
core +1 more source
Credit gap risk in a first passage time model with jumps [PDF]
The payoff of many credit derivatives depends on the level of credit spreads. In particular, credit derivatives with a leverage component are subject to gap risk, a risk associated with the occurrence of jumps in the underlying credit default swaps.
Packham, Natalie +2 more
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