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Collateral management : recurring issues and emerging trends
Tranquillini, Andrea - In: Journal of securities operations & custody 7 (2015) 4, pp. 305-311
Persistent link: https://www.econbiz.de/10011487276
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Disclosure of financial instruments : practices and challenges of Latin American firms from the mining industry
Malaquias, Rodrigo Fernandes; Zambra, Pablo - In: Research in international business and finance 45 (2018), pp. 158-167
Persistent link: https://www.econbiz.de/10011983221
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Use of credit default swaps by UCITS funds : evidence from EU regulatory data
Guagliano, Claudia; Mazzacurati, Julien; Kenny, Oisin; … - 2019
account for a small share of the overall EU credit derivatives market. The CDS market is highly concentrated, with thirteen …
Persistent link: https://www.econbiz.de/10012017692
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Pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian; Pelizzon, Loriana; Getmansky, Mila - 2019
derivatives markets, and its interaction with systematic risk, portfolio directionality, and loss sharing. Previous studies …
Persistent link: https://www.econbiz.de/10012062171
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A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki; Takahashi, Akihiko - In: International journal of financial engineering 3 (2016) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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The lemon-squeezing problem : analytical and computational limitations in collateralized debt obligation evaluation
Hardie, Iain; MacKenzie, Donald A. - In: Competition & change : the journal of global business … 18 (2014) 5, pp. 383-401
Persistent link: https://www.econbiz.de/10011293119
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The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.; Wu, Tao L.; Yang, Jiarui - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
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The counterparty risk exposure of ETF investors
Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - In: Journal of banking & finance 102 (2019), pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
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Law as a constraint on bailouts : emergency support for central counterparties
France, Virginia G.; Kahn, Charles M. - In: Journal of financial intermediation 28 (2016), pp. 22-31
Persistent link: https://www.econbiz.de/10011715177
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A dynamic model approach of securitization and the financial crisis
Mpundu, Mubanga - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1873-1883
Persistent link: https://www.econbiz.de/10011775434