Trading patterns in the European Carbon Market: the role of trading intensity and OTC transactions [PDF]
Quarterly Review of Economics and Finance, 2013 International audienceThis paper examines the effect of trading intensity and OTC transactions on expected market conditions in the early development period of the European Carbon futures market.
Ibrahim, Boulis Maher +1 more
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The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives. [PDF]
PLoS ONE, 2015 Counterparty risk denotes the risk that a party defaults in a bilateral contract. This risk not only depends on the two parties involved, but also on the risk from various other contracts each of these parties holds.
Vahan Nanumyan +2 more
doaj +5 more sources
In Defense of the Dealers: Why the SEC Should Allow Substituted Compliance with the European Union for Security-Based Swap Dealers [PDF]
, 2016 Following the 2008–2009 financial crisis, legislators around the world enacted laws that regulated the over-the-counter (OTC) derivatives markets for the first time.
Welling, John
core +3 more sources
Mathematics, 2021 Given the existence of different databases from different sources that offer information on forward electricity prices, the need to compare them arises to guarantee that research results and trading decisions based on them are not sensitive to the ...
Ángela Coronado +2 more
doaj +1 more source
THE PROBLEM OF LEGAL REGULATION OF THE OPERATION OF THE OVER-THE-COUNTER (OTC) CURRENCY MARKET (FOREX) IN UKRAINE AND THE EU [PDF]
Baltic Journal of Economic Studies, 2017 The aim of the article is to evaluate the state of legal institutionalization of the OTC foreign exchange market in Ukraine, as well as its comparison with the foreign experience of legal regulation of OTC currency relations in Ukraine and EU countries ...
Eugene Podorozhnyi +2 more
doaj +1 more source
Credit default swaps and systemic risk [PDF]
, 2015 We present a network model for investigating the impact on systemic risk of central clearing of over the counter (OTC) credit default swaps (CDS). We model contingent cash flows resulting from CDS and other OTC derivatives by a multi-layered network with
Cont, R, Minca, A
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Closed-form pricing formula for foreign equity option with credit risk
Advances in Difference Equations, 2021 Since credit risk in the over-the-counter (OTC) market has undoubtedly become very important issue, credit risk has to be considered when the options in the OTC market are priced.
Donghyun Kim, Ji-Hun Yoon, Geonwoo Kim
doaj +1 more source
OTC market during COVID-19 pandemic and impact on its further development [PDF]
SHS Web of Conferences, 2021 Research background: The onset of the COVID-19 pandemic strongly affected the development of the volume of trade on the OTC market. The volume was below its normal level due to the uncertainty and fear in the society.
Machová Veronika +2 more
doaj +1 more source
Distressed Sales in OTC Markets [PDF]
The Manchester School, 2016 We present a stylized model of the over‐the‐counter markets in the tradition of Duffie et al. () with two distinctive features: (i) buyers have heterogenous preferences and their willingness to pay is private information and (ii) sellers become financially distressed if they cannot sell for too long.
openaire +1 more source
Changing of the legal status of drug products in the Polish pharmaceutical market [PDF]
Farmacja Polska, 2020 It can be observed that the legal status of many prescription medicines is being changed to over-the-counter drug products in the Polish pharmaceutical market.
Joanna Ronowicz
doaj +1 more source