Results 21 to 30 of about 2,396,579 (262)
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
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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 +2 more
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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
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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
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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 +23 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Fertility preservation (FP) is increasingly integrated into the care of pediatric patients exposed to gonadotoxic therapy or conditioning for hematopoietic stem cell transplantation (HSCT), yet perioperative data in infants and toddlers remain scarce.
Kerstin Saalabian +13 more
wiley +1 more source
Business: Theory and Practice, 2022 The current study aims to determine the effect of interest rate risk on financial performance through the banking security degree as a mediating variable. The study population includes 13 Jordanian commercial banks from 2011 to 2018.
Zaher Abdel Fattah Al-Slehat
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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 +3 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Central nervous system (CNS) neuroblastoma, FOXR2‐activated, is a recently recognized entity in the WHO CNS5 classification, defined by activation of the FOXR2 transcription factor and unique histopathological features. This review synthesizes available literature and pooled clinical data, providing insight into demographics ...
Sudarshawn Damodharan +1 more
wiley +1 more source
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
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