Results 51 to 60 of about 137,784 (303)
Interest rate swaps clearing and systemic risk [PDF]
Finance 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
Prices and Asymptotics for Discrete Variance Swaps
, 2013 We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving ...
Bernard, Carole, Cui, Zhenyu
core +1 more source
Molecular Oncology, EarlyView.This study indicates that Merkel cell carcinoma (MCC) does not originate from Merkel cells, and identifies gene, protein & cellular expression of immune‐linked and neuroendocrine markers in primary and metastatic Merkel cell carcinoma (MCC) tumor samples, linked to Merkel cell polyomavirus (MCPyV) status, with enrichment of B‐cell and other immune cell
Richie Jeremian +10 more
wiley +1 more source
Emerging role of ARHGAP29 in melanoma cell phenotype switching
Molecular Oncology, EarlyView.This study gives first insights into the role of ARHGAP29 in malignant melanoma. ARHGAP29 was revealed to be connected to tumor cell plasticity, promoting a mesenchymal‐like, invasive phenotype and driving tumor progression. Further, it modulates cell spreading by influencing RhoA/ROCK signaling and affects SMAD2 activity. Rho GTPase‐activating protein
Beatrice Charlotte Tröster +3 more
wiley +1 more source
The Macrodynamics of Indian Rupee Swap Yields
International Journal of Empirical EconomicsThis paper econometrically models the dynamics of Indian rupee (INR) swap yields based on key macroeconomic factors using the autoregressive distributive lag (ARDL) approach.
Tanweer Akram, Khawaja Mamun
doaj +1 more source
A Raroc Valuation Scheme for Loans and Its Application in Loan Origination
Risks, 2020 In this article, a risk-adjusted return on capital (RAROC) valuation scheme for loans is derived. The critical assumption throughout the article is that no market information on a borrower’s credit quality like bond or CDS (Credit Default Swap) spreads ...
Bernd Engelmann, Ha Pham
doaj +1 more source
Molecular Oncology, EarlyView.ERRFI1, a neural crest (NC)‐associated gene, was upregulated in melanoma and negatively correlated with the expression of melanocytic differentiation markers and the susceptibility of melanoma cells toward BRAF inhibitors (BRAFi). Knocking down ERRFI1 significantly increased the sensitivity of melanoma cells to BRAFi.
Nina Wang +8 more
wiley +1 more source
Research on the Exchange Losses of Multinational Corporations [PDF]
SHS Web of ConferencesIn the wave of global trade and investment, foreign currency transactions are increasingly frequent, and the risk of currency mismatch is prominent. Academia and industry are deeply studying its impact on the accounting conservatism of enterprises, and ...
Yuan Mengyao
doaj +1 more source
Molecular Oncology, EarlyView.CDK11 inhibition stabilises the tumour suppressor p53 and triggers the production of an alternative p21WAF1 splice variant p21L, through the inactivation of the spliceosomal protein SF3B1. Unlike the canonical p21WAF1 protein, p21L is localised in the cytoplasm and has reduced cell cycle‐blocking activity.
Radovan Krejcir +12 more
wiley +1 more source
COORDINATES OF A RISK MANAGEMENT PROJECT [PDF]
Challenges of the Knowledge Society, 2013 High risk – high benefit: a well-known correlation both in the economic field and in the day-to-day life. Another correlation, on which this article is based: large project – numerous participants – increased risks and other malfunctions.
ALEXANDRU OLTEANU +1 more
doaj