-collateralised counterparties. This cost emerges related to the need to fund the collateral calls associated with collateralised hedge trades. In …

derivative prices have to satisfy. Furthermore, by using the Monte-Carlo method (and Feynman-Kac theorem) the insurance prices is … computed. Findings – Results of this paper show that insurance prices (and derivative prices in general) are heavily influenced … issue of agricultural insurance pricing (in general derivative pricing) is of great concern to policy makers, investors and …

environment in which borrowers face no penalty for failing to repay obligations except the loss of their collateral. I assume that … this collateral has aggregate risk. For a subset of the exogenous parameters, I demonstrate that an optimal arrangement …

in which high quality firms use collateral as a complementary device along with debt maturity to signal their superiority …

reduces the collateral requirement for low-risk borrowers when some high-risk borrowers are subject to narrow framing. This …

Collateral Registration System and Mortgage Securitization System in Rastin Banking, while considering the legal and operational …

certificates”. Each lot of these certificates can be used as a guarantee or collateral for any guarantee-backed activity in banks …

collateral and therefore alternative financing has developed. Design/methodology/approach – The study makes use of an exploratory … alternatives identified and presented include: grain contract financing; grain contract financing with additional collateral; and … cheaper form of financing, using agricultural land as collateral has a number of limitations, especially within the South …