Works matching DE "COUNTERPARTY risk"

Results: 853

An international reserves variation threshold to increase loan funding.

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 2, p. 247, doi. 10.1007/s10368-021-00491-9

By:

Maldonado, Wilfredo L.;
Guillén, Jorge;
Ribeiro, Jussara

Publication type:

Article

Performance of GPU for Pricing Financial Derivatives: Convertible Bonds.

Published in:

Journal of Information Science & Engineering, 2014, v. 30, n. 1, p. 141

By:

YUH-DAUH LYUU;
KUO-WEI WEN;
YI-CHUN WU

Publication type:

Article

The relationship between public debt accumulation and default risk under the ECB's conventional vs. non-standard monetary policy: a panel data analysis of 9 Eurozone countries (2000–2015).

Published in:

Journal of Post Keynesian Economics, 2020, v. 43, n. 1, p. 112, doi. 10.1080/01603477.2019.1673176

By:

Kim, Hongkil

Publication type:

Article

Optimal Time-Consistent Investment Strategy for a Random Household Expenditure with Default Risk under Relative Performance.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/1274649

By:

Guan, Wenjin;
Yuan, Wei;
Li, Sheng

Publication type:

Article

An Apocalypse Foretold: Climate Shocks and Sovereign Defaults.

Published in:

Open Economies Review, 2022, v. 33, n. 1, p. 89, doi. 10.1007/s11079-021-09624-8

By:

Cevik, Serhan;
Jalles, João Tovar

Publication type:

Article

Determinants of Market Power in the Peruvian Regulated Microfinance Sector.

Published in:

Journal of Industry, Competition & Trade, 2020, v. 20, n. 4, p. 657, doi. 10.1007/s10842-019-00318-z

By:

Aguilar, Giovanna;
Portilla, Jhonatan

Publication type:

Article

カウンターパーティーリスクの数理.

Published in:

Bulletin of the Japan Society for Industrial & Applied Mathematics, 2024, v. 34, n. 2, p. 104

By:

中川秀敏

Publication type:

Article

اعتماد انموذج التصنيف الائتماني لقياس مخاطر التخلف عن سداد القروض - دراسة تحليلية لعينة من المصارف العراقية للمدة 2010 - 2020.

Published in:

Gharee for Economics & Administration Sciences, 2024, v. 20, n. 1, p. 328

By:

حسین حسن محسن;
علي عبد الامير ف&#1604

Publication type:

Article

Les défaillances des PME en zone rurale: Une approche descriptive et explicative appliquée aux PME du département du Cantal (France).

Published in:

Revue des Sciences de Gestion, 2021, n. 307, p. 81, doi. 10.3917/rsg.307.0081

By:

Bing Xiao;
MÉRIADE, Laurent

Publication type:

Article

L'impact des nouvelles mesures législatives et règlementaires sur la fiabilité de la notation de crédit.

Published in:

Revue des Sciences de Gestion, 2013, v. 48, n. 263/264, p. 57

By:

Bouguerra, Faïza

Publication type:

Article

QUALIDADE DO LUCRO E AS NOTAS DE RATINGS DE CRÉDITO: EVIDÊNCIAS EM COMPANHIAS LISTADAS NA B3.

Published in:

ConTexto, 2021, v. 21, n. 48, p. 31

By:

CIRINO DOS SANTOS, WESLEY;
TUROLA TAKAMATSU, RENATA

Publication type:

Article

What Problem Is Post-Crisis QE Trying to Solve?

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 2, p. N.PAG, doi. 10.3390/jrfm15020040

By:

Atkinson, Paul;
Blundell-Wignall, Adrian

Publication type:

Article

Central Counterparties and Liquidity Provision in Cash Markets.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 12, p. 584, doi. 10.3390/jrfm14120584

By:

Richter, Thomas

Publication type:

Article

Sovereign Default Forecasting in the Era of the COVID-19 Crisis.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 10, p. 1, doi. 10.3390/jrfm14100494

By:

Kristóf, Tamás

Publication type:

Article

Does Fixed Income Buffer against Fraud Shocks?

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 10, p. 1, doi. 10.3390/jrfm14100479

By:

Lee, Steven James

Publication type:

Article

Market Liquidity and Its Dimensions: Linking the Liquidity Dimensions to Sentiment Analysis through Microblogging Data.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 9, p. 1, doi. 10.3390/jrfm14090394

By:

Guijarro, Francisco;
Moya-Clemente, Ismael;
Saleemi, Jawad

Publication type:

Article

Modeling of Bank Credit Risk Management Using the Cost Risk Model.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 5, p. 1, doi. 10.3390/jrfm14050211

By:

Yanenkova, Iryna;
Nehoda, Yuliia;
Drobyazko, Svetlana;
Zavhorodnii, Andrii;
Berezovska, Lyudmyla

Publication type:

Article

Predicting Firms' Financial Distress: An Empirical Analysis Using the F-Score Model.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 5, p. 1, doi. 10.3390/jrfm14050199

By:

Rahman, Mahfuzur;
Cheong Li Sa;
Kaium Masud, Md. Abdul

Publication type:

Article

How Does Aggregate Tax Policy Uncertainty Affect Default Risk?

Published in:

Journal of Risk & Financial Management, 2020, v. 13, n. 12, p. 1, doi. 10.3390/jrfm13120319

By:

Tosun, Mehmet Serkan;
Yildiz, Serhat

Publication type:

Article

Credit Spreads, Business Conditions, and Expected Corporate Bond Returns.

Published in:

Journal of Risk & Financial Management, 2020, v. 13, n. 2, p. 1, doi. 10.3390/jrfm13020020

By:

Hai Lin;
Xinyuan Tao;
Junbo Wang;
Chunchi Wu

Publication type:

Article

Default Risk and Cross Section of Returns.

Published in:

Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020095

By:

Cakici, Nusret;
Chatterjee, Sris;
Ren-Raw Chen

Publication type:

Article

ПЕРСПЕКТИВИ ТА ОБМЕЖЕННЯ МОДЕРНІЗАЦІЇ РОЗРАХУНКІВ В ОПЕРАЦІЯХ ІЗ ЦІННИМИ ПАПЕРАМИ В УКРАЇНІ

Published in:

Economy & Forecasting / Ekonomìka ì Prognozuvannâ, 2021, n. 1, p. 88, doi. 10.15407/eip2021.01.088

By:

Шишков, Станіслав

Publication type:

Article

Optimal Threshold of External Reserve in Nigeria.

Published in:

Ekonomik Yaklaşim, 2024, v. 35, n. 133, p. 411, doi. 10.5455/ey.42002

By:

ATOI, Ngazi V.;
KARIMO, Tari M.;
WAMBAI, Umar Ibrahim;
IHEOMA, Chukwunonso G.

Publication type:

Article

Maintaining energy efficiencies and reducing carbon emissions under a sustainable supply chain management.

Published in:

AIMS Environmental Science, 2022, v. 9, n. 5, p. 603, doi. 10.3934/environsci.2022036

By:

Mishra, Mowmita;
Ghosh, Santanu Kumar;
Sarkar, Biswajit

Publication type:

Article

General Approach of Retailer's Credit Period and Ordering Policy for Non-Instantaneous Deteriorating Items having Ramp-Type Demand Pattern.

Published in:

Journal of Supply Chain Management Systems, 2020, v. 9, n. 2/3, p. 20

By:

Suthar, Mihir;
Shukla, Kunal

Publication type:

Article

Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks.

Published in:

Energy Journal, 2022, v. 43, p. 117, doi. 10.5547/01956574.43.SI1.ebou

By:

Bouri, Elie;
Hussain Shahzad, Syed Jawad

Publication type:

Article

Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks.

Published in:

Energy Journal, 2022, v. 43, p. 117, doi. 10.5547/01956574.43.SI1.ebou

By:

Bouria, Elie;
Hussain Shahzad, Syed Jawad

Publication type:

Article

Managerial myopia and corporate financialization: Evidence from China.

Published in:

Journal of International Financial Management & Accounting, 2025, v. 36, n. 1, p. 184, doi. 10.1111/jifm.12222

By:

Zhang, Cheng;
Liu, Cheng;
Ma, Yaoying;
Yang, Chunhong

Publication type:

Article

Modern pandemic crises and default risk: Worldwide evidence.

Published in:

Journal of International Financial Management & Accounting, 2023, v. 34, n. 2, p. 211, doi. 10.1111/jifm.12172

By:

Ho, Kung‐Cheng;
Huang, Hung‐Yi;
Pan, Zikui;
Gu, Yan

Publication type:

Article

Syndicated green lending and lead bank performance.

Published in:

Journal of International Financial Management & Accounting, 2022, v. 33, n. 3, p. 412, doi. 10.1111/jifm.12151

By:

Del Gaudio, Belinda L.;
Previtali, Daniele;
Sampagnaro, Gabriele;
Verdoliva, Vincenzo;
Vigne, Samuel

Publication type:

Article

After Modigliani, Miller, and Hamada: A new way to estimate cost of capital.

Published in:

Journal of International Financial Management & Accounting, 2019, v. 30, n. 3, p. 223, doi. 10.1111/jifm.12109

By:

Clère, Roland

Publication type:

Article

Does audit report information improve financial distress prediction over Altman's traditional Z‐Score model?

Published in:

Journal of International Financial Management & Accounting, 2020, v. 31, n. 1, p. 65, doi. 10.1111/jifm.12110

By:

Muñoz‐Izquierdo, Nora;
Laitinen, Erkki K.;
Camacho‐Miñano, María‐del‐Mar;
Pascual‐Ezama, David

Publication type:

Article

EMIR REGULATIONS CONTINUE TO IMPACT DERIVATIVES MARKETS IN 2014.

Published in:

Banking Law Journal, 2014, v. 131, n. 3, p. 252

By:

BRANDT, PATRICK

Publication type:

Article

Real regulatory capital management and bank payouts: Evidence from available‐for‐sale securities.

Published in:

Journal of Business Finance & Accounting, 2021, v. 48, n. 9/10, p. 1918, doi. 10.1111/jbfa.12525

By:

Fabrizi, Michele;
Ipino, Elisabetta;
Magnan, Michel;
Parbonetti, Antonio

Publication type:

Article

Does the Riskiness of R&D Outweigh Its Benefits? The Perspective of US Private Lenders.

Published in:

Journal of Business Finance & Accounting, 2016, v. 43, n. 5/6, p. 654, doi. 10.1111/jbfa.12196

By:

Ciftci, Mustafa;
Darrough, Masako

Publication type:

Article

Conditional Euro Area Sovereign Default Risk.

Published in:

Journal of Business & Economic Statistics, 2014, v. 32, n. 2, p. 271, doi. 10.1080/07350015.2013.873540

By:

Lucas, André;
Schwaab, Bernd;
Zhang, Xin

Publication type:

Article

A FULLY NON-LINEAR PDE PROBLEM FROM PRICING CDS WITH COUNTERPARTY RISK.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2012, v. 17, n. 6, p. 2001, doi. 10.3934/dcdsb.2012.17.2001

By:

Bei Hu;
Lishang Jiang;
Jin Liang;
Wei Wei

Publication type:

Article

Analysis of Bank Customer Default Risk Based on Embedded Microprocessor Wireless Communication.

Published in:

Security & Communication Networks, 2022, p. 1, doi. 10.1155/2022/5635152

By:

Zhang, Haiyan;
Guo, Zhe;
Sun, Yingying

Publication type:

Article

How Does the Urgency of Borrowing in Text Messages Affect Loan Defaults? Evidence from P2P Loans in China.

Published in:

Security & Communication Networks, 2021, p. 1, doi. 10.1155/2021/4060676

By:

Liu, Hong;
Yuan, Mingkang;
Zhou, Meiling

Publication type:

Article

Estimating the Default Risk of Public Limited Companies in India Using Structural KMV Model.

Published in:

Prajnān, 2013, v. 41, n. 4, p. 283

By:

Gupta, Vandana;
Mittal, R. K.;
Bhalla, V. K.

Publication type:

Article

Editorial.

Published in:

Prajnān, 2013, v. 41, n. 4, p. 279

By:

Bandyopadhyay, Arindam

Publication type:

Article

Relevance of GASB No. 34 to Financial Reporting by Municipal Governments.

Published in:

Accounting Horizons, 2013, v. 27, n. 2, p. 175, doi. 10.2308/acch-50377

By:

Pridgen, Annette K.;
Wilder, W. Mark

Publication type:

Article

The Effects of Personal Taxes and Default Risk on Bond Duration.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2023, v. 26, n. 4, p. 1, doi. 10.1142/S0219091524500012

By:

Xie, Yan Alice;
Han, Dan;
Qi, Howard

Publication type:

Article

Author Index Volume 26.

Published in:: Review of Pacific Basin Financial Markets & Policies, 2023, v. 26, n. 4, p. 1, doi. 10.1142/S0219091523990011
Publication type:: Article

AFFINE MODELS WITH PATH-DEPENDENCE UNDER PARAMETER UNCERTAINTY AND THEIR APPLICATION IN FINANCE.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 2, p. 1, doi. 10.1142/S021902492450016X

By:

GEUCHEN, BENEDIKT;
OBERPRILLER, KATHARINA;
SCHMIDT, THORSTEN

Publication type:

Article

OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK.

Published in:: International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 4/5, p. 1, doi. 10.1142/S0219024922500236
Publication type:: Article

Author Index Volume 24 (2021).

Published in:: International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 8, p. 1, doi. 10.1142/S0219024921990016
Publication type:: Article

LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES.

Published in:

International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 6n7, p. 1, doi. 10.1142/S0219024921500333

By:

OKHRATI, RAMIN;
KARPATHOPOULOS, NIKOLAOS

Publication type:

Article

COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK.

Published in:

International Journal of Theoretical & Applied Finance, 2020, v. 23, n. 6, p. N.PAG, doi. 10.1142/S0219024920500351

By:

FELBERT, ALEXANDER VON

Publication type:

Article

HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH.

Published in:

International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024918500577

By:

LIU, WEN-QIONG;
HUANG, WEN-LI

Publication type:

Article