Results 1 to 10 of about 12,457 (164)
Macro-financial models of Canadian dollar interest rate swap yields. [PDF]
PLoS ONEThis paper analyzes the dynamics of Canadian dollar-denominated (CAD) interest rate swap yields. It applies autoregressive distributive lag (ARDL) models, using monthly time series data, to estimate the effects of the current short-term interest rate on ...
Tanweer Akram, Khawaja Mamun
doaj +2 more sources
Credit contingent interest rate swap pricing. [PDF]
Math Ind Case Stud, 2017 Credit value adjustment (CVA) is an adjustment to an existing trading price based on the counterparty-risk premium. Currently, CVA is computed with an implicit assumption that the replacement contract is default-free after the original counterparty defaults, with the assumption that those trades will not re-assigned.
Huang H, Huang H, Wang E, Zhu H.
europepmc +4 more sources
Economic Analysis, 2014 Interest rates changes have a huge impact on the business performance. Therefore, it is of great importance for the market participants to identify and adequately manage this risk.
Marina Pepić
doaj +2 more sources
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
Islamic Profit Rate Swap dalam Pandangan Fiqh Muamalat
Nuris Journal of Education and Islamic Studies, 2022 Guna mengatasi volatilitas dan ketidakstabilan harga uang fiat, muncul produk interest rate swap sebagai hedging berbagai transaksi antar negara. Namun, produk ini murni haram karena terkandung di dalamnya riba, gharar dan maisir.
Nabila Zatadini
doaj +1 more source
The importance of swap transactions in the evolution of the Polish currency market and the OTC interest rate derivatives market [PDF]
International Entrepreneurship Review, 2019 Objective: The article aims to present the importance of swap transactions in the evolution of the Polish currency market and the OTC interest rate derivatives market. Research Design & Methods: The theoretical considerations in the article were based
Robert W. Włodarczyk +1 more
doaj +2 more sources
Zabezpieczenie ryzyka stopy procentowej w kredytowaniu działalności przedsiębiorstw
Studia i Materiały, 2018 The improving economic situation, loosened credit policy of banks and a low level of interest rates foster the increase in enterprises’ credit obligations.
Monika Klimontowicz, Anna Pyka
doaj +1 more source
Interest rate swaps and economic exposure [PDF]
Global Finance Journal, 1998 The interest rate swap market has grown rapidly. Since the inception of the swap market in 1981, the outstanding notional principal of interest rate swaps has reached a level of $12.81 trillion in 1995. Recent surveys indicate that interest rate swaps are the most commonly used interest rate derivative by nonfinancial firms and that nonfinancial firms ...
Gautam Goswami, Milind M. Shrikhande
openaire +3 more sources
Вестник университета, 2023 The paper purpose is to present the theories’ value of the times in political economy for solving modern problems. To achieve this goal, it was necessary to solve the following tasks: to give a brief overview of the comparative advantages’ theory, to ...
M. B. Kitinov
doaj +1 more source
The effect of hedging exchange rate risk, interest rate risk and commodity price risk with derivative instruments on firm value [PDF]
Management Science Letters, 2021 The purpose of this paper is to analyze the effects of firm value on hedging for exchange rates, interest rates and commodity price risks using derivative instruments as well as examining different types of derivative instruments, including forward ...
Almas, Nadhifah +3 more
doaj +1 more source