Results 131 to 140 of about 121,966 (252)

Credit valuation adjustment modelling during a global low interest rate environment

open access: green, 2015
The 2008/2009 global crisis highlighted the vulnerabilities and inter-dependencies in the financial system including the global over-the-counter (OTC) derivatives markets, where significant counterparty credit risk prevails. In this paper, we deal with risk under Basel III banking regulation and provide credit valuation adjustment (CVA) modelling ...
Petr Macek, Petr Teplý
openalex   +3 more sources

Credit Valuation Adjustment Model

open access: yes, 2019
Credit valuation adjustment (CVA) has become the first line of defense and the central part of counterparty risk management. This paper presents a new framework for calculating credit value adjustment. The model can easily incorporate various credit mitigation techniques, such as netting agreements and margin agreements, and can capture wrong/right way
openaire   +2 more sources

Creating Shared Value as an Antecedent of Value Co‐Creation: B2B Relationships in the Agri‐Food Sector

open access: yesAgribusiness, EarlyView.
ABSTRACT This study analyzes the effects of value co‐creation and creation of shared value in agricultural input marketing. This study used a sample of 178 agricultural companies in Costa Rica. The data were analyzed using partial least squares structural equation modeling (PLS‐SEM) with SMART PLS software. Our findings reveal the significant influence
Luis Ricardo Solís‐Rivera   +1 more
wiley   +1 more source

Climate‐Smart Dairy Practices: The Role of Practice Clusters in Enhancing the Performance of Dairy Farms in Kenya

open access: yesAgribusiness, EarlyView.
ABSTRACT Climate variability is affecting the productivity, profitability, and resilience of smallholder dairy producers in developing countries. The adoption of climate‐smart (CS) dairy practices has been promoted to mitigate these negative effects. However, while interest in dairy CS practices is growing, empirical evidence on their adoption patterns
Mercy Mburu   +4 more
wiley   +1 more source

The Role of Certifications in Improving Household Food Security Among Peruvian Farmers

open access: yesAgribusiness, EarlyView.
ABSTRACT Achieving global food security requires sustainable transformations in agri‐food systems. Voluntary Sustainability Standards (VSS) such as Organic and Fairtrade aim to internalize certain social and environmental costs while promoting more equitable value distribution, improved market access, and sustainable production practices.
Lisa‐Marie Schulte, Awudu Abdulai
wiley   +1 more source

CoRoFR: Community Detection of Feature Graph Improves Feature Selection Using Robust Fuzzy Rough Set

open access: yesAdvanced Intelligent Systems, EarlyView.
In machine learning, features often function as communities in many tasks, especially in medicine. However, existing feature selection methods struggle to mine feature collaborations, which can boost predictive performance. Moreover, they are noise‐sensitive, leading to suboptimal feature selection and accuracy degradation.
Duanyang Feng   +4 more
wiley   +1 more source

Hi‐LabSpermTracking: A Novel and High‐Quality Sperm Tracking Dataset with an Advanced Ensemble Detection and Tracking Approach for Real‐World Clinical Scenarios

open access: yesAdvanced Intelligent Systems, EarlyView.
This study presents Hi‐LabSpermTracking, a long‐duration, expert‐annotated sperm motility dataset for detection and tracking. It evaluates You Only Look Once version 8, Real‐Time Detection Transformer, and Simple Online and Realtime Tracking with a Deep Association Metric in three scenarios. The mean ensemble method improves tracking performance. Sperm
Abdulsamet Aktas   +5 more
wiley   +1 more source

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