Results 11 to 20 of about 175,519 (289)
A new credit derivatives pricing model under uncertainty process
Systems Science & Control Engineering, 2018 Due to many uncertainties in the financial market, the pricing process of credit derivatives has not only the characteristic of randomness but also nonrandom uncertainties. Thus, the absence of uncertain factors will make the pricing model and the actual
Liang Wu, Ya-ming Zhuang
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Bank of Canada Review, 2000 Credit derivatives are a useful tool for lenders who want to reduce their exposure to a particular borrower but are unwilling to sell their claims on that borrower. Without actually transferring ownership of the underlying assets, these contracts transfer risk from one counterparty to another. Commercial banks are the major participants in this growing
John Kiff, Ron Morrow
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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
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Credit default swaps (CDSs): an effective tool to manage credit risk of Indian banks [PDF]
Journal of Money and Business, 2022 Purpose – Credit default swaps (CDSs) are among the most widely used credit derivatives since their innovation and designed to hedge the credit risk of reference entities.
Tabassum, Mohammad Yameen
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ORIGIN CREDIT-DEFAULT SWAPS, AND IDIOSYNCRATIC THEIR FUNCTIONING
Sovremennye Issledovaniâ Socialʹnyh Problem, 2013 Credit-default swaps as well as all derivatives have appeared as a result of policy of a decontrol the American government of bank sector of economy.
Sharipov Marsel Albertovich +1 more
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Risk exposure mitigation: Approaches and recognised instruments (3) [PDF]
Bankarstvo, 2014 The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in international standards, not only in the recommended approaches for calculating economic ...
Matić Vesna
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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
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Investigation on the credit risk transfer effects on the banking stability and performance
Cogent Economics & Finance, 2022 Considered among of the main causes of the 2007 financial crisis, the credit risk transfer activities deserve nowadays particular attention. This study discusses the continuous effectiveness of the credit risk transfer activities by investigating their ...
R. Younes
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Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article looks into the credit linked notes. Credit linked notes related to derivative financial instruments of the second generation or as they often refer to credit derivatives appeared after the appearance of the traditional financial derivatives ...
Olesya A. Yuzhakova
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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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