Results 161 to 170 of about 8,869,875 (350)
Restructuring counterparty credit risk [PDF]
, 2013 We introduce an innovative theoretical framework for the valuation and replication of derivative transactions between defaultable entities based on the principle of arbitrage freedom. Our framework extends the traditional formulations based on credit and
Oertel, Frank +2 more
core
Banking Risk Management in the Light of Basel II [PDF]
Theoretical and Applied Economics, 2010 This study presents a summary of what is the meaning of risk management in light of the Basel II Agreement. The study is structured in three parts, namely: credit risk management, significant credit risk management and credit risk management under Basel ...
Vasile DEDU, Roxana NECHIF
doaj
American Journal of Agricultural Economics, EarlyView.Abstract Large‐scale land reforms constitute a substantial redistribution of wealth and reallocation of agricultural land, which is a major form of asset and production input in developing countries. While land redistribution (from the rich to the poor) remains a highly controversial issue, extensive evidence on its effect is limited.
Devashish Mitra +3 more
wiley +1 more source
American Journal of Agricultural Economics, EarlyView.Abstract Discrete choice experiments are increasingly being used to estimate land managers' willingness to accept participation in incentive‐based environmental programs. This is a specific application of discrete choice experiments: the estimation of willingness to accept for a private good (program participation) where respondents have to make trade ...
Anastasio J. Villanueva +2 more
wiley +1 more source
Correlation Between Intensity and Recovery in Credit Risk Models [PDF]
We start by presenting a reduced-form multiple default type of model and derive abstract results on the influence of a state variable X on credit spreads, when both the intensity and the loss quota distribution are driven by X.
Slinko, Irina, Gaspar, Raquel M.
core
The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source
8 Credit Scoring for Corporate Debt [PDF]
, 2008 The term credit scoring refers to quantitative methods for evaluating the credit quality of companies. These methods are generally nonparametric, as opposed to the structured approaches of theoretical models such as Merton (1974) or Jarrow and Turnbull ...
Eric Falkenstein, Credit Risk
core
Intelligent Transformation: The Invisible Shield Against Corporate Credit Risk
SystemsIn the context of a progressively intricate and uncertain global economic landscape, the credit risk businesses encounter is intensifying. This study seeks to analyze whether intelligent transformation, a significant trend in current organization ...
Yang Li +3 more
doaj +1 more source
Inferred Rate of Default as a Credit Risk Indicator in the Bulgarian Bank System. [PDF]
Entropy (Basel), 2023 Boutchaktchiev V.
europepmc +1 more source
High‐elevation endemic plants predicted to lose habitat from changing climate in Washington State
American Journal of Botany, EarlyView.Abstract Premise High‐elevation plants face unique challenges from potential climate change impacts that will likely require upslope migration into increasingly smaller suitable habitat. This situation is particularly acute for endemic species that by definition occupy small geographic ranges.
Nicholas L. Gjording +4 more
wiley +1 more source