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Sharing the risk of settlement failure
Fujiki, Hiroshi; Green, Edward J.; Yamazaki, Akira - 1999
"Two policies toward payments-system risk are common, but superficially appear to be contradictory. One policy is to restrict the exposure to risk generated by one participant to other participants who are, by one measure or another, directly concerned with the risky participant. The other...
Persistent link: https://www.econbiz.de/10001372179
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Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.; Lin, Yun-Yung - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
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A model for corporate bonds and the pricing of interest rate swaps with credit risk
Sun, Tong-sheng - In: International journal of business 1 (1996) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001201543
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An analysis of the ex ante probabilities of mortgage prepayment and default
Yang, Tyler T.; Buist, Henry; Megbolugbe, Isaac F. - In: Real estate economics : journal of the American Real … 26 (1998) 4, pp. 651-676
Persistent link: https://www.econbiz.de/10001356962
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Cross-border mergers and acquisitions and default risk
Koerniadi, Hardjo; Krishnamurti, Chandrasekhar; Tourani … - In: International review of financial analysis 42 (2015), pp. 336-348
Persistent link: https://www.econbiz.de/10011573521
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Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009752627
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Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora (contributor); Webb, Anthony (contributor) - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003741708
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Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora (contributor); Webb, Anthony (contributor) - 2006
Persistent link: https://www.econbiz.de/10003329662
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In search of distress risk
Campbell, John Y.; Hilscher, Jens; Szilagyi, Jan - 2006
Persistent link: https://www.econbiz.de/10003357969
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Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora; Webb, Anthony - 2006
Persistent link: https://www.econbiz.de/10003285501