Similar Search Results

Sovereign credit default swaps : Managing risks when the fiscal house rumbles

Rajaratnam, Indra - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 409-426

Persistent link: https://www.econbiz.de/10014441050

Credit default swaps and firm risk

Lin, Hai; Binh Hoang Nguyen; Wang, Junbo; Zhang, Cheng - In: The journal of futures markets 43 (2023) 11, pp. 1668-1692

Persistent link: https://www.econbiz.de/10014432924

Survey of credit risk models in relation to capital adequacy framework for financial institutions

Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84

Persistent link: https://www.econbiz.de/10011673803

The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies

Larcher, Gerhard - 2023

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last...

Persistent link: https://www.econbiz.de/10014248694

Pros and cons of using derivatives

Gogoncea, Ramona; Paun, Ioana-Diana - In: Theoretical and applied economics : GAER review 20 (2013) 9, pp. 87-102

Persistent link: https://www.econbiz.de/10010190844

The impact of intellectual capital efficiency on Bank risks: empirical evidence from the Saudi banking industry

Alrashidi, Abdulelah; Alarfaj, Omar - In: International journal of economics and financial issues … 10 (2020) 4, pp. 206-214

Persistent link: https://www.econbiz.de/10012304125

Forecasting corporate defaults in the German stock market

Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54

Persistent link: https://www.econbiz.de/10011962407

Counterparty risk for CDS : default clustering effects

Bo, Lijun; Capponi, Agostino - In: Journal of banking & finance 52 (2015), pp. 29-42

Persistent link: https://www.econbiz.de/10011377294

Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults

Teng, Long; Ehrhardt, Matthias; Günther, Michael - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-20

Persistent link: https://www.econbiz.de/10010233305

Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates

Ando, Tomohiro - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 454-465

Persistent link: https://www.econbiz.de/10010251681

1
2
3
4
5
6
7
8
9
10
Next
Last