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Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -
Genest, Benoit; Rego, David; Freon, Helene - Volkswirtschaftliche Fakultät, … - 2013
collateralization highly impact collateral management through the increase in haircuts and funding of good-quality collateral. As a … balance position and identifying the need in cash funding or transforming. We built our approach on three key standards: • In …). • Considering Management of Liquidity Issues, banks should carefully consider Collateral Management in case of liquidity issues (e …
Persistent link: https://www.econbiz.de/10011201776
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Credit Derivatives in Managing Off Balance Sheet Risks by Banks
Cakir, Murat - Volkswirtschaftliche Fakultät, … - 2001
Credit risk has been a worrying type of risk for financial managers. Fortunately, a recent market development –credit derivatives- has made the credit risk more manageable. The loan portfolio management has become more practicable than it used to be in the past. However, credit derivatives are...
Persistent link: https://www.econbiz.de/10011112915
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Myopic investment view of the Indian mutual fund industry
Manjrekar, Rajesh; Sinha, Pankaj - Volkswirtschaftliche Fakultät, … - 2010
This paper examines the investment behavior of Indian mutual fund industry. Since the majority of investors who invest in mutual funds are salaried individuals or individuals that own SMEs, the Indian Mutual Fund industry should have a long term investment horizon. However, the data from all...
Persistent link: https://www.econbiz.de/10008516562
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Exploring the determinants of Pakistani Islamic Bank: Empirical Survey.
Hameed, Abdullah - Volkswirtschaftliche Fakultät, … - 2014
.e. profitability, risk, solvency and liquidity. Mean, standard deviation, T-test and F-test has been utilized to test the significance …
Persistent link: https://www.econbiz.de/10011107368
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Redefining a role for central banks: The increased importance of central banks’ roles in the management of liquidity risks and macro prudential supervision in the aftermath of the...
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2010
their supervisory roles and functions, have necessitated an extension of central banks role in the management of liquidity …
Persistent link: https://www.econbiz.de/10008683306
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An unobvious dynamics of rolled over time banking deposits under a shift in depositors’ preferences: whether a decrease of weighted average maturity of deposits is indeed an early...
Voloshyn, Ihor - Volkswirtschaftliche Fakultät, … - 2014
-time deposit dynamics are given. It is shown that such a Basel early warning liquidity indicator as a decrease of weighted average …
Persistent link: https://www.econbiz.de/10011110426
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Profiting from Mimicking Strategies in Non-Anonymous Markets
Vasios, Michalis; Payne, Richard; Nolte, Ingmar - Volkswirtschaftliche Fakultät, … - 2015
We explore the information content of counterparty identities and how their disclosure can be exploited by other investors in a post-trade transparent market. Using data from the Helsinki Stock Exchange, we form dynamic mean-variance strategies with daily rebalancing which condition on the net...
Persistent link: https://www.econbiz.de/10011145367
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Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
-building. We focus on the IPO initial underpricing, long-run performance and after market liquidity problems. 1. We propose that …
Persistent link: https://www.econbiz.de/10011258000
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The financial crisis and the credit rating agencies: the failure of reputation
Miele, Maria Grazia - Volkswirtschaftliche Fakultät, … - 2012
This paper presents a theoretical framework to describe the behaviour of the credit rating agencies(CRAs) during the crisis, surveying some reputational game models. CRAs have been blamed of inflating ratings of the new credit risk transfer products (CRTs) and of acting in favour of issuers...
Persistent link: https://www.econbiz.de/10011260075
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Factors influencing venture capitalists' project financing decisions in South Africa
Van Deventer, Bart; Mlambo, Chipo - Volkswirtschaftliche Fakultät, … - 2008
This study explores and identifies the investment criteria used by South African venture capitalists in their venture screening and evaluation processes. Using a Likert scale type of questionnaire, South African venture capitalists (VCs)were asked to rate the investment criteria identified in...
Persistent link: https://www.econbiz.de/10008685521