business models has led to an expansion of the risk taxonomy affecting corporate management. In addition to traditional … financial risks, new risks have emerged, primarily climate risk, environmental, and energy risks, which can significantly impact …

The market evolution since the end of 2007 has been characterized by an increase of systemic risk and a high number of …, focusing on default risk. …

both long/short hedgers. The hedger can do two things for minimizing the risk namely first being either can square off the … position at the time where he can face minimum risk or can gain profit as bonus if he has no margin left in respect of time i …/sell another far month contract for minimizing the risk, according to the movement of Basis and market. …

In the classical quantitative finance literature it is assumed that there is a risk free rate at which hedgers can …. Nevertheless, in the current market environment a high percentage of deals are collateralized due to counperparty credit risk …

risk of risky assets. Instead, it claims that capital market volatility, in turn, constitutes the maximum achievable …

taken in these papers. In particular, a key component of the approach - prescription of cost components to a risk-free money … securities. It also introduces several risk-free positions (accounts) that accrue at persistently non-zero spreads with respect … to each other and the risk free rate. In the case of derivatives with counterparty default risk [Burgard and Kjaer 2013 …