This paper studies the impact of counter-party default risk of forward contracts on a firm's production and hedging … ; forwards ; default risk ; hedging ; production …

effect on the hedging behaviour against the counterparty. As the current regulatory frameworks explicitly formulate any … capital relief motives and provides a viable hedging instrument beyond receiving coverage through collateral. …

Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The … derivatives marketplace : exchanges and the over-the-counter market / Sharon Brown-Hruska -- Speculation and hedging / Greg Kuserk … : pricing / Joan C. Junkus -- Agricultural and metallurgical derivatives : speculation and hedging / Joan C. Junkus -- Equity …

Close-out netting is a credit risk mitigation process that applies to over-the-counter derivative transactions between …