Results 81 to 90 of about 175,519 (289)
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
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Techniques used on the credit derivatives market: credit default swaps. [PDF]
As a response to the need for credit risk protection, the credit derivatives market has seen substantial growth over the past few years. While the deteriorating credit status of a large number of issuers in 2002 contributed to the expansion of this ...
Olléon-Assouan, E.
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, 2012 This paper examines the contract interpretation strategies adopted by the International Swaps and Derivatives Association (ISDA) for its credit derivatives contracts in the Greek sovereign debt crisis.
Gelpern, Anna, Gulati, Mitu
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT In recent decades, agriculture has become increasingly concentrated through horizontal mergers and acquisitions via corporate entities, and policy makers are concerned this will be exacerbated by the aging population of farm operators. To reduce market concentration in agriculture, many states have enacted policies to entice new prospective ...
Justin M. Ross +2 more
wiley +1 more source
Managing Credit Risk with Credit and Macro Derivatives [PDF]
The industrial organization approach to the microeconomics of banking augmented by uncertainty and risk aversion is used to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large commercial bank.
Gerhard Schweimayer +2 more
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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 +1 more
wiley +1 more source
An Empirical Comparison of Default Swap Pricing Models [PDF]
: In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model with a constant recovery rate outperforms the market practice of directly comparing bonds' credit spreads to default swap ...
Houweling, P., Vorst, A.C.F.
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Derived signals for S & P CNX nifty index futures
Financial Innovation, 2017 Background The financial futures market in India is relatively new. The major advantage of derivatives as financial products is that their use minimizes the risks associated with securities.
B. Prasanna Kumar
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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
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Information Asymmetry in Pricing of Credit Derivatives [PDF]
, 2010 We study the pricing of credit derivatives with asymmetric information. The managers have complete information on the value process of the firm and on the default threshold, while the investors on the market have only partial observations, especially ...
Hillairet, Caroline, Jiao, Ying
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