Results 21 to 30 of about 12,556 (263)
Interest Swaps in Croatian Banking Possibilities of Application [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2004 The author analyzes interest rate trends in the Republic of Croatia within the period 1992-2003. What are the means of protecting against interest risks have also been subject to analysis, although in practice it very often comes down to setting variable
Antun Jurman
doaj
Mathematics, 2021 At present, the study concerning pricing variance swaps under CIR the (Cox–Ingersoll–Ross)–Heston hybrid model has achieved many results; however, due to the instantaneous interest rate and instantaneous volatility in the model following the Feller ...
Chen Mao, Guanqi Liu, Yuwen Wang
doaj +1 more source
Monetary policy shocks and the signaling channel of monetary policy in China
China Economic Quarterly International, 2023 This paper identifies exogenous monetary policy shocks based on the high frequency transaction data of China's interest rate swap market, and explores the ‘signaling channel’ of monetary policy by investigating the transmission of different monetary ...
Zhenzhu Chen, Li Li, Changhua Yu
doaj +1 more source
Mathematics, 2022 In Basel III, the credit valuation adjustment (CVA) was given, and it was discussed that a bank covers mark-to-market losses for expected counterparty risk with a CVA capital charge. The purpose of this study is threefold. Using the logistic distribution,
Yanlai Song +3 more
doaj +1 more source
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES [PDF]
Annals of the University of Oradea: Economic Science, 2012 The interest rate risk is the most important risk that derives from the OTC transactions, taking into consideration both the notional amounts and the market value of the financial derivatives that relies on interest rate contracts.
Mutu Simona, Petria Nicolae, Trenca Ioan
doaj
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
Deviation from Covered Interest Rate Parity in Korea
East Asian Economic Review, 2003 This paper tested the factors which cause deviation from covered interest rate parity (CIRP) in Korea, using regression and VAR models. The empirical evidence indicates that the difference between the swap rate and interest rate differential exists and ...
Seungho Lee
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Objectives The association between exposure to dinutuximab beta (DB) and event‐free survival (EFS) or overall survival (OS) of neuroblastoma patients was assessed using data collected during three clinical trials (five cohorts). Methods A systematic review (March 2026) was conducted to identify relevant studies (prospective; registered DB ...
Przemysław Holko +19 more
wiley +1 more source
Fair value hedges with swaps: accounting practice under IFRS
Економіка, управління та адміністрування, 2019 The paper reveals the accounting treatment for hedging against the interest rate risk and the foreign exchange rate risk arising from operations with financial instruments of banks using interest and currency swaps.
V.S. Ambarchian
doaj +1 more source
Journal of Computational and Applied Mathematics, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mallier, R, Alobaidi, G
openaire +1 more source