This paper analyses the optimal hedging decisions for risk-averse producers facing crop risk, assuming crop yield … derived. The individual crop risk is shown usually to contain a large systemic component. These new hedging instruments are …

? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by … innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances … in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post …

. Counterparty risk pricing and credit valuation adjustment -- pt. 5. Equity to credit -- pt. 6. Miscellanea : liquidity, ratings …, risk contributions, and simulation. …

We present a dialogue on Counterparty Credit Risk touching on Credit Value at Risk (Credit VaR), Potential Future … Adjustment (DVA), DVA Hedging, Closeout conventions, Netting clauses, Collateral modeling, Gap Risk, Re-hypothecation, Wrong Way … Risk, Basel III, inclusion of Funding costs, First to Default risk, Contingent Credit Default Swaps (CCDS) and CVA …

This study investigates optimal production and hedging decisions for firms facing price risk that can be hedged with … vulnerable contracts, i.e., exposed to nonhedgeable endogenous counterparty credit risk. When vulnerable forward contracts are … the only hedging instruments available, the firm's optimal level of production is lower than without credit risk. Under …