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Banking in the international environment
Georgescu-Goloşoiu, Ligia - 2003
Persistent link: https://www.econbiz.de/10002112399
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On the lease rate, convenience yield and speculative effects in the gold futures market
Barone-Adesi, Giovanni; Geman, Hélyette; Theal, John - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 282-307
Persistent link: https://www.econbiz.de/10010476912
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Futures contracts in water leasing : an experimental analysis using basin characteristics of the Rio Grande, NM
Broadbent, Craig D.; Brookshire, David S.; Coursey, Don L. - In: Environmental & resource economics : the official … 68 (2017) 3, pp. 569-594
Persistent link: https://www.econbiz.de/10011803766
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Contingent convertible lease modeling and credit risk management
Triki, Ons; Abid, Fathi - In: Financial innovation : FIN 8 (2022), pp. 1-29
and compensate for the lessor's position. A leasing defaultable contract allows the lessor to obtain the rent that will be … recovered if the lessee defaults. A leasing convertible contract can be automatically converted into shares when certain default …'s value and leasing payments. A Defaultable-Convertible-Leasing contract with a payback option grants the lessor the right but …
Persistent link: https://www.econbiz.de/10013413113
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Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
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Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
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Macroeconomic stabilisation and bank lending : a simple workhorse model
Spahn, Peter - 2013
A hybrid standard macro model is supplemented by an explicit analysis of bank lending, based on a five-position aggregative balance sheet. In the model's two versions credit supply is based on a leverage targeting rule or on simple optimisation, taking into account lending risks and funding...
Persistent link: https://www.econbiz.de/10009767964
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano; Pallavicini, Andrea - In: Journal of financial engineering 1 (2014) 1, pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
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FVA - sailing on the uncharted waters
Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of financial regulation and compliance : an … 23 (2015) 1, pp. 31-54
Persistent link: https://www.econbiz.de/10010488990