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Dynamics Evolution of Credit Risk Contagion in the CRT Market
Discrete Dynamics in Nature and Society, 2013 This work introduces a nonlinear dynamics model of credit risk contagion in the credit risk transfer (CRT) market, which contains time delay, the contagion rate of credit risk, and nonlinear resistance.
Tingqiang Chen, Jianmin He, Qunyao Yin
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The Effect of Credit Derivatives on Financial Stability
Applied Finance Letters, 2016 Due to the recent financial turmoil, questions have been raised about the impact of complex financial products, like credit derivatives, on financial stability. The academic literature however does not provide a clear answer to this question.
Richard van Ofwegen +2 more
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Abnormal accounting accrual Management by internal and external Market Discipline: The case of Tunisian banks in the context of the ‘Arab Spring’ [PDF]
ACRN Journal of Finance and Risk Perspectives, 2019 Problem/Relevance: This paper deals with such market disciplinary factors as shareholder ownership, audit committee composition and Basel III prudential regulation affecting accounting manipulation measured by abnormal accruals in Tunisian banks in the ...
Mohamed Sadok Gassouma
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Land, 2021 The transfer of rural land contractual management rights belongs to the recessive transition of land use. The mortgage of rural land management rights is a way of rural land circulation, and has an important impact on the transformation of land use ...
Hongguang Zheng, Zhanbin Zhang
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Regulation, Credit Risk Transfer with CDS, and Bank Lending [PDF]
SSRN Electronic Journal, 2011 We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze the interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on lending behavior and risk sensitivity of a risk-neutral bank .
Pausch, Thilo, Welzel, Peter
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Bankarstvo, 2014 The concept of supply chain finance is a response to global illiquidity, intensified through the global economic crisis and globalization of commercial and financial flows.
Kasavica Petar
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The Financial Crisis and the Global Shadow Banking System
Revue de la Régulation, 2009 The financial crisis triggered by increasing default rate, real estate devaluation and financial asset depreciation associated with the US subprime mortgages brought back the debate about the framework of the US and international financial systems, their
Maryse Farhi +1 more
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Risk and protective factors of identity theft victimization in the United States
Preventive Medicine Reports, 2020 Identity theft victimization is associated with serious physical and mental health morbidities. The problem is expanding as society becomes increasingly reliant on technology to store and transfer personally identifying information.
David Burnes +2 more
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Credit Risk Transfer: To Sell or to Insure [PDF]
SSRN Electronic Journal, 2007 This paper analyzes credit risk transfer in banking. Specifically, we model loan sales and loan insurance (e.g. credit default swaps) as the two instruments of risk transfer. Recent empirical evidence suggests that the adverse selection problem is as relevant in loan insurance as it is in loan sales.
Thompson, James R., Thompson, James R.
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Shadow banking and its role in financial markets [PDF]
Anali Ekonomskog fakulteta u Subotici, 2017 The paper analyses the shadow banking system, its main participants, activities and associated risks. Shadow banking represents predominantly non-bank financial institutions' activities in credit risk transfer and liquidity and maturity transformation of
Janković Irena +2 more
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