Similar Search Results - EconBiz

Moments of renewal shot-noise processes and their applications

Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao - In: Scandinavian actuarial journal (2018) 8, pp. 727-752

Persistent link: https://www.econbiz.de/10011939737

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo; Welzel, Peter - 2002

We use a model of a bank under perfect competition to examine effects of derivatives for tradeable and non tradeable …

Persistent link: https://www.econbiz.de/10010291696

Interbank credit exposures and financial stability

Schneorson, Oren - 2022

This paper investigates how interbank credit exposures affect financial stability. Policy makers often see such exposures as undermining stability by exacerbating cascading losses through the financial system. I develop a model that features a trade-off between cascading losses and risk-sharing....

Persistent link: https://www.econbiz.de/10014374282

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

Risk-sharing or risk-taking? : counterparty risk, incentives and margins

Biais, Bruno; Heider, Florian; Hoerova, Marie - 2012

Persistent link: https://www.econbiz.de/10009765248

The impact of SFAS 133 on income smoothing by banks through loan loss provisions

Kilic, Emre; Lobo, Gerald J.; Ranasinghe, Tharindra; … - In: The accounting review : a publication of the American … 88 (2013) 1, pp. 233-260

Persistent link: https://www.econbiz.de/10009711735

The risk structural of European sovereign credit default swap before and after in European periphery countries

Tellalbaşı, Işıl - In: International journal of economics and finance 6 (2014) 1, pp. 165-182

Persistent link: https://www.econbiz.de/10010236860

The stock price of the introduction of exchange-traded credit derivatives

Schwartz, Lisa A.; Stowe, Kristin; Tarrant, Wayne - In: Applied financial economics 23 (2013) 19/21, pp. 1531-1539

Persistent link: https://www.econbiz.de/10010259361

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

The collateral risk of ETFs

Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - 2014

Persistent link: https://www.econbiz.de/10010438209

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