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Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo; Welzel, Peter - Institut für Volkswirschaftlehre, Fakultät für … - 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/10005570401

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

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

Use of credit default swaps by UCITS funds : evidence from EU regulatory data

Guagliano, Claudia; Mazzacurati, Julien; Kenny, Oisin; … - 2019

paper aims to provide a first overview of the use of credit default swaps by EU UCITS funds. We show that UCITS funds only … 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

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 … during extreme market events, for traders with directional portfolios, and because CCPs mutualize default losses. Our results …

Persistent link: https://www.econbiz.de/10012062171

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

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

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

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

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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