Results 21 to 30 of about 15,272,143 (302)

Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach [PDF]

, 2010
In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late 2007.
Spagnolo, N, Caporale, GM, Beirne, J
core   +7 more sources

Modelling Counterparty Credit Risk in Czech Interest Rate Swaps

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017
According to the Basel Committee’s estimate, three quarters of counterparty credit risk losses during the financial crisis in 2008 originate from credit valuation adjustment’s losses and not from actual defaults.
Lenka Křivánková, Silvie Zlatošová
doaj   +1 more source

Aspects of the impact of interest rate development on the probability of default

Audit Financiar, 2016
The acceptance of banking risks and their control is one of the key moments in banking activity. Success in banking management is possible only if the risks accepted by banks are reasonable, can be controlled and do not exceed the financial resources and
Luminita Gabriela ISTRATE, Bogdan Stefan IONESCU, Maria-Monica HARALAMBIE   +2 more
doaj   +1 more source

Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk

Abstract and Applied Analysis, 2014
We study the pricing of total return swap (TRS) under the contagion models with counterparty risk and the interest rate risk. We assume that interest rate follows Heath-Jarrow-Morton (HJM) forward interest rate model and obtain the Libor market interest ...
Anjiao Wang, Zhongxing Ye
doaj   +1 more source

Mechanism and accounting treatment of interest rate swap [PDF]

Bankarstvo, 2015
Interest rate swap is a derivative which is today routinely used in the financial sector worldwide. As opposed to that, the swap market in Serbia is reduced to basic versions of interest rate swaps only, and is limited to the major users and providers of
Prošić Danica
doaj   +1 more source

European Standard Clinical Practice Guideline and EXPeRT Recommendations for the Diagnosis and Management of Gastroenteropancreatic Neuroendocrine Neoplasms in Children and Adolescents

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen, Calogero Virgone, Antje Redlich, Michael Abele, Ricardo Lopez‐Almaraz, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Maja Mazic Cesen, Andrea Ferrari, Malgorzata A. Krawczyk, Yves Reguerre, Dominik T. Schneider, Ines B. Brecht, Charlotte Rigaud, Bilgehan Yalcin, Rainer Claus, Christian Vokuhl, Constantin Lapa, Jörg Fuchs, Segolene Hescot, Thomas Walter, Julien Hadoux, Daniel Orbach   +23 more
wiley   +1 more source

Who Bears Interest Rate Risk? [PDF]

The Review of Financial Studies, 2017
AbstractWe study the allocation of interest rate risk within the European banking sector using novel data. Banks’ exposure to interest rate risk is small on aggregate, but heterogeneous in the cross-section. Contrary to conventional wisdom, net worth is increasing in interest rates for approximately half of the institutions in our sample.
Hoffmann, Peter, Langfield, Sam, Pierobon, Federico, Vuillemey, Guillaume   +3 more
openaire   +2 more sources

Solid Pseudopapillary Neoplasm of the Pancreas in Children and Adolescents: Expert Recommendations

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Solid pseudopapillary neoplasm of the pancreas (SPN) is a rare low‐grade malignant exocrine pancreatic tumor, mostly discovered during the second decade of life in females, with a very good prognosis, provided microscopically complete surgical excision is achieved.
Sabine Irtan, Michael Abele, Calogero Virgone, Michaela Kuhlen, Ricardo Lopez‐Almarez, Tal Ben‐Ami, Ewa Bien, Maja Cesen, Malgorzata A. Krawczyk, Andrea Ferrari, Gianni Bisogno, Yves Reguerre, Dominik T. Schneider, Louise Galmiche, Jorg Fuchs, Sarah Braungart, Bilgehan Yalcin, Ines B. Brecht, Daniel Orbach   +18 more
wiley   +1 more source

Ovarian Sex Cord Stromal Tumors in Children and Adolescents—The European Standard Clinical Practice Recommendations

Pediatric Blood &Cancer, EarlyView.
ABSTRACT As part of the European Cooperative Study Group for Paediatric Rare Tumours initiative, we developed standard clinical practice guidelines for ovarian sex cord stromal tumors, based on comprehensive national and international cohort analyses, literature review, and a final expert consensus conference.
Dominik T. Schneider, Kris‐Ann Schultz, Nora Schnitzler, Michael Abele, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Ines B. Brecht, Maja Cesen, Andrea Ferrari, Michaela Kuhlen, Malgorzata A. Krawczyk, Ricardo Lopez‐Almaraz, Yves Reguerre, Calogero Virgone, Daniel Orbach   +15 more
wiley   +1 more source

The Effects of Exchange Rate and Interest Rate Exposure on the Stock Returns and Volatility of Turkish Insurance Companies

İstanbul İktisat Dergisi, 2020
This study examines the impact of exchange rate and interest changes on stock returns and volatility of Turkish insurance companies using the EGARCH model for the period of 01/01/2009 to 15/04/2020.
İsmail Erkan Çelik
doaj   +1 more source