Results 11 to 20 of about 137,784 (303)

Credit contingent interest rate swap pricing. [PDF]

open access: yesMath 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

Macro-financial models of Canadian dollar interest rate swap yields. [PDF]

open access: yesPLoS ONE
This 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

TINJAUAN ASPEK PAJAK PENGHASILAN ATAS TRANSAKSI INSTRUMEN KEUANGAN DERIVATIF SWAP [PDF]

open access: yesJurnal Akuntansi dan Keuangan, 2003
The use of foreign currency is sensitive enough to the exchange rate fluctuation. To protect assets and liabilities that vulnerable to exchange rate fluctuation interest rate, taxpayers may use swap derivative financial instrument.
Yenni Mangoting
doaj   +1 more source

Interest Rate Swaps

open access: yesEconomic 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]

open access: yesBankarstvo, 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

The importance of swap transactions in the evolution of the Polish currency market and the OTC interest rate derivatives market [PDF]

open access: yesInternational 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

open access: yesStudia 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

Chinese yuan interest rate swap yields

open access: yesPLOS ONE, 2023
This paper models the dynamics of Chinese yuan–denominated long-term interest rate swap yields. It shows that the short-term interest rate exerts a decisive influence on the long-term swap yield after controlling for various macrofinancial variables, such as core inflation, the growth of industrial production, the percent change in the equity price ...
Tanweer Akram, Khawaja Mamun
openaire   +3 more sources

D. Ricardo’s theory of comparative advantages as applied to interest rate swaps in the financial market

open access: yesВестник 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]

open access: yesManagement 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

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