Results 171 to 180 of about 164,532 (216)

A Theory of Liquidity Spillover between Bond and CDS Markets

The Review of financial studies, 2015
I build a search model of bond and credit default swap (CDS) markets with endogenous investor participation and show that shorting bonds through CDS increases the liquidity and price of bonds.
Batchimeg Sambalaibat
semanticscholar   +1 more source

Risk-on/Risk-off: Measuring Shifts in Investor Sentiment

The Federal Reserve Bank of Kansas City Research Working Papers
This paper defines risk-on risk-off (RORO), an elusive terminology in pervasive use, as the variation in global investor risk taking behavior. Our high-frequency RORO index captures time-varying investor risk appetite across multiple dimensions: advanced
Anusha Chari, Karlye Dilts Stedman, C. Lundblad   +2 more
semanticscholar   +1 more source

Recent Trends in Raising Captive Equity for Broadly Syndicated CLOs

The Journal of Structured Finance, 2019
The Loan Syndications and Trading Association victory over federal regulators released managers of open market collateralized loan obligation (CLO) transactions from the requirement to comply with the US risk retention rules. This removed one of the most
R. J. Reilly
semanticscholar   +1 more source

Leveraging ESG Data from Multiple Providers in Equity and Credit Markets

The Journal of Impact and ESG Investing, 2023
Investors’ interest in incorporating environmental, social, and governance (ESG) considerations resulted in a large number of commercial providers offering firm-level ESG scores, which often differ, given the lack of a uniform and widely accepted ...
Arik Ben Dor, Jingling Guan, Xiaming Zeng   +2 more
semanticscholar   +1 more source

Impact of Listed Companies’ Financial Indicators on CRMW Pricing Using the First Passage Time Model

Proceedings of the 2025 International Conference on Big Data, Artificial Intelligence and Digital Economy
In China, Credit Risk Mitigation Warrants (CRMW) have gradually become an important tool for corporate financing. However, their market-oriented pricing mechanism remains underdeveloped, leading to deviations between theoretical and market prices in ...
Chao Hua
semanticscholar   +1 more source

Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets

The North American journal of economics and finance
The sovereign debt crisis in the euro area revealed that European Monetary Union (EMU) government bond markets interact in a highly synchronised network and that risk particular to a country or sovereign bond yield component cannot be appropriately ...
A. Fernández-Pérez, Marta Gómez-Puig, Simón Sosvilla-Rivero   +2 more
semanticscholar   +1 more source

MODELS AND TECHNOLOGIES OF COMPLIANCE AS A COMPONENT OF DIAGNOSTICS OF THE FINANCIAL CONDITION OF ORGANISATIONS IN THE FINANCIAL AND CREDIT SECTOR

Bulletin of the National Technical University "Kharkiv Polytechnic Institute" (economic sciences)
The article discusses the role of compliance management in evaluating proposed models, technologies, and approaches in diagnosing the financial condition of organisations in the financial and credit sector.
I. Yurieva, Oksana Heliarovska
semanticscholar   +1 more source

European Financial Markets Integration and the Politics of Credit Rating Agencies: An Econometric Approach to Study Microeconomic Dynamics and Sustainability

Proceedings of the International Conference on Business Excellence
On sovereign credit default swaps markets, contagion serves as a sobering reminder of the interconnectedness of global financial systems. Like ripples in a pond, the impact of sovereign default or downgrades can cascade across borders, highlighting the ...
C. Ciocîrlan, Andreea Stancea, Dimitrie-Daniel Plăcintă   +2 more
semanticscholar   +1 more source

Advanced Artificial Intelligence-Driven Financial Forecasting Models: Enhancing Market Trend Prediction and Investment Risk Management through Real-Time Validation and Comprehensive AI Integration

Proceedings of the 1st International Conference on Research and Development in Information, Communication, and Computing Technologies
: With the changeable impact investing world, traditional methods of forecasting are getting overtaken with the complexity of the global trends. The scope of this article is to: I) Propose a holistic end-to-end artificial intelligence (AI)-informed ...
Dev Kumar, K. Raghuveer, J. Veni, L. Jothibasu, K. Krishna, S. Sathyakala   +5 more
semanticscholar   +1 more source

Optimization of Investment Portfolio Returns Through an Integrated Risk Management Approach

The Journal of Academic Science
This study aims to examine the optimization of investment portfolio returns through the application of an integrated risk management approach. In today's volatile financial markets, managing risk is crucial for investors seeking to maximize returns while
Halim Tjiwidjaja
semanticscholar   +1 more source