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When do central counterparties enhance market stability?

Marshall, David Aaron; Ruffini, Ivana; Anene, Dominic - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 131-162

Persistent link: https://www.econbiz.de/10011912396

Fire sales forensics : measuring endogenous risk

Cont, Rama; Wagalath, Lakshithe - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 835-866

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Measuring banks' liquidity risk : an option-pricing approach

Zhang, Jinqing; He, Liang; An, Yunbi - In: Journal of banking & finance 111 (2020), pp. 1-18

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A liquidity risk stress-testing framework with Basel liquidity standards

Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273

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An improved approach to evaluate default probabilities and default correlations with consistency

Li, Weiping; Krehbiel, Timothy L. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-29

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Estimating "hedge and auction" liquidation costs in central counterparties : a closeout risk approach

Vicente, Luis A. B. G.; Cerezetti, Fernando; Genaro, Alan de - In: The journal of financial market infrastructures 6 (2017) 1, pp. 1-27

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Kiefer, Nicholas M. - In: Econometric reviews 36 (2017) 6/9, pp. 699-712

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Credit Risk and Credit Access in Asia

2006

The sheer volume of debt hanging over Asian companies suggests that corporate insolvency should remain a top policy concern. This conference proceedings presents reports from each country on the trends and developments in debt and credit risk since the 1997-1998 Asian financial crisis. It also...

Persistent link: https://www.econbiz.de/10012447618

The impact of the COVID-19 pandemic on the due payments of Polish entreprises from selected industries

Dankiewicz, Robert; Balawejder, Bartłomiej; Tomczyk, Tomasz - In: Investment management and financial innovations 18 (2021) 2, pp. 144-154

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Robust and interpretable liquidity proxies for market and funding liquidity

Rebonato, Riccardo; Sherwin, Hong - In: The journal of fixed income : JFI 30 (2021) 3, pp. 67-82

Persistent link: https://www.econbiz.de/10012423028