Search Results - subject:"collateralization"

Geographical cross-collateralization, universal coverage, and co-investment policy

Bouckaert, Jan; Stennek, Johan - 2024

Persistent link: https://www.econbiz.de/10015081110

Opening the floodgates : partial and general equilibrium adjustments to labor immigration

Bratsberg, Bernt; Moxnes, Andreas; Raaum, Oddbjørn; … - In: International economic review 64 (2023) 1, pp. 3-21

Persistent link: https://www.econbiz.de/10014308428

Financial institution type and firm-related attributes as determinants of loan amounts

Mallinguh, Edmund; Zoltan, Zeman - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-12

institutional types. Additionally, the collateralization value, the owner's equity proportion of fixed assets, and any existing …

Persistent link: https://www.econbiz.de/10013201422

Repo rates as reference interest rates : testing the expectations hypothesis of the term structure of interest rates

Nenadovic, Sanja - In: Economic analysis : EA 55 (2022) 2, pp. 8-19

Persistent link: https://www.econbiz.de/10013531041

Financial institution type and firm-related attributes as determinants of loan amounts

Mallinguh, Edmund; Zoltan, Zeman - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-12

institutional types. Additionally, the collateralization value, the owner’s equity proportion of fixed assets, and any existing …

Persistent link: https://www.econbiz.de/10013163684

Using accounting‐based and loan‐related information to estimate the cure probability of a defaulted company

Lohmann, Christian; Ohliger, Thorsten - In: European Financial Management 27 (2021) 4, pp. 620-640

The cure of a defaulted company has important implications for the estimation of the loss given default. In this study, we estimate the probability of a defaulted company being cured using data on a large international sample of defaulted companies. More specifically, we examine whether historic...

Persistent link: https://www.econbiz.de/10012509525

An Economic Examination of Collateralization in Different Financial Markets

Xiao, Tim - 2019

This paper attempts to assess the economic significance and implications of collateralization in different financial … theoretical framework that allows for collateralization adhering to bankruptcy laws. As such, the model can back out differences …. Only the joint effects of collateralization and credit risk can sufficiently explain unsecured credit costs. This finding …

Persistent link: https://www.econbiz.de/10012030010

The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling

Xiao, Tim - 2019

effect of collateralization on valuation, since the majority of OTC derivatives are collateralized. The model shows that a …

Persistent link: https://www.econbiz.de/10012040580

The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment

Xiao, Tim - 2019

This article presents a generic model for pricing financial derivatives subject to counterparty credit risk. Both unilateral and bilateral types of credit risks are considered. Our study shows that credit risk should be modeled as American style options in most cases, which require a backward...

Persistent link: https://www.econbiz.de/10012100406

The valuation of financial derivatives subject to counterparty risk and credit value adjustment

Xiao, Tim - 2019

Persistent link: https://www.econbiz.de/10012105906