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This book presents the state-of-the-art with respect to credit risk evaluation and pricing within the contemporary global banking and financial system. It focuses on credit pricing in illiquid, liquid and hybrid markets. No one with any connection to the credit management business will be able...
Persistent link: https://www.econbiz.de/10012053931
certain central assumptions are not fulfilled. This holds es- cially for the assumption of perfect liquidity of all assets in …
Persistent link: https://www.econbiz.de/10013521123
proper policy evaluation and the interaction of bank regulatory, macro-prudential and monetary policy tools in South Africa … determining inverse transmission of global liquidity, as well as the effects of capital flows, lending-rate margins, financial …Chapter 1) Introduction -- Chapter 2)The inverse transmission of positive global liquidity shocks into the South …
Persistent link: https://www.econbiz.de/10012397829
Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden Anleihemärkten -- Eigenschaften des Liquiditätsspreads -- Empirische Untersuchung von Liquiditätsspreads -- Fazit und Ausblick.
Persistent link: https://www.econbiz.de/10013516654
whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter … flows, which represent the share of global liquidity that arrives in the respective country. A second aim is to understand …
Persistent link: https://www.econbiz.de/10014015328
liquidity. The framework generalizes existing models by introducing a stochastic liquidity factor. The flexibility of the … framework is illustrated by an application that deals with the pricing of a liquidity derivative. The second chapter focuses on …
Persistent link: https://www.econbiz.de/10014013991
Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in … Trading Patterns on the Warsaw Stock Exchange -- Testing Stability of Correlations between Liquidity Proxies Derived from …
Persistent link: https://www.econbiz.de/10013256187
CNY Liquidity Portfolio Management -- 22 Offshore FX Liquidity Portfolio Management Strategy Objectives -- 23 Trading …
Persistent link: https://www.econbiz.de/10013270840
How should investors manage portfolios during crises? This question has surfaced since the 2008 global financial crisis, which is the latest of a series of shocks that began in the early 1970s. While crisis situations offer opportunities to outperform markets or to be engulfed by them, little...
Persistent link: https://www.econbiz.de/10012397123
As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable...
Persistent link: https://www.econbiz.de/10012397259