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Credit Risk Transfers and the Macroeconomy [PDF]
SSRN Electronic Journal, 2010 The recent financial crisis has highlighted the limits of the 'originate to distribute' model of banking, but its nexus with the macroeconomy and monetary policy remains unexplored. I build a DSGE model with banks (along the lines of Holmström and Tirole [28] and Parlour and Plantin [39]) and examine its properties with and without active secondary ...
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Complexity, 2018 We introduce an evolving network model of credit risk contagion in the credit risk transfer (CRT) market. The model considers the spillover effects of infected investors, behaviors of investors and regulators, emotional disturbance of investors, market ...
Tingqiang Chen, Binqing Xiao, Haifei Liu
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Entropy, 2020 The purpose of the paper is to investigate the relationship between sovereign Credit Default Swap (CDS) and stock markets in nine emerging economies from Central and Eastern Europe (CEE), using daily data over the period January 2008−April 2018 ...
Sorin Gabriel Anton +1 more
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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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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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