Results 41 to 50 of about 545,548 (381)

Interest rate swaps under CIR

open access: yesJournal of Computational and Applied Mathematics, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mallier, R, Alobaidi, G
openaire   +1 more source

Fair value hedges with swaps: accounting practice under IFRS

open access: yesЕкономіка, 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

Cross-currency interest rate swap w kontekście rachunku adekwatności kapitałowej banków posiadających walutowe kredyty hipoteczne

open access: yesProblemy Zarządzania, 2015
Polish banks have a large long currency position resulting from the portfolio of foreign currency mortgages, which they secure mainly using FX swaps and cross-currency interest rate swaps (CIRS).
Jan Koleśnik
doaj   +1 more source

Interest rate swaps clearing and systemic risk [PDF]

open access: yesFinance Research Letters, 2018
Abstract We develop a model to analyze distress spillover from the OTC interest rate swaps (IRS) market into the interbank market due to central clearing and margin requirements. We show that margin procyclicality in the OTC IRS market derived by interest rate volatility can lead to the onset of systemic liquidity shortage in the interbank market. We
Mohamed Bakoush   +2 more
openaire   +3 more sources

The forint interest rate swap market and the main drivers of swap spreads [PDF]

open access: yes, 2008
In our paper we present the most important characteristics of the forint interest rate swap market, as well as examine the determinants and the information content of the forint interest rate swap spreads.
Balogh, Csaba   +2 more
core  

Reciprocal control of viral infection and phosphoinositide dynamics

open access: yesFEBS Letters, EarlyView.
Phosphoinositides, although scarce, regulate key cellular processes, including membrane dynamics and signaling. Viruses exploit these lipids to support their entry, replication, assembly, and egress. The central role of phosphoinositides in infection highlights phosphoinositide metabolism as a promising antiviral target.
Marie Déborah Bancilhon, Bruno Mesmin
wiley   +1 more source

The impacts of foreign portfolio flows and monetary policy responses on stock markets by considering COVID-19 pandemic: Evidence from Turkey

open access: yesBorsa Istanbul Review, 2022
This study researches the impacts of foreign portfolio flows (proxied by foreign investors' retention share) and monetary policy responses (proxied by the repurchase interest rate) on Turkey's stock market index taking the COVID-19 pandemic into ...
Mustafa Tevfik Kartal   +2 more
doaj   +1 more source

The role of fibroblast growth factors in cell and cancer metabolism

open access: yesFEBS Letters, EarlyView.
Fibroblast growth factor (FGF) signaling regulates crucial signaling cascades that promote cell proliferation, survival, and metabolism. Therefore, FGFs and their receptors are often dysregulated in human diseases, including cancer, to sustain proliferation and rewire metabolism.
Jessica Price, Chiara Francavilla
wiley   +1 more source

Euro Interest Rate Swap Yields: A GARCH Analysis

open access: yesInternational Journal of Empirical Economics
This paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap ...
Tanweer Akram, Khawaja Mamun
doaj   +1 more source

DETERMINANTS OF INTEREST RATES ON CORPORATE DEBT

open access: yesФінансово-кредитна діяльність: проблеми теорії та практики, 2021
. The objective of this article is theoretical and methodological justifying of determining algorithm of the cost of debt capital for enterprises functioning in emerging markets (EM).
O. Tereshchenko   +3 more
doaj   +1 more source

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