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Financial Valuation of PBGC Insurance with Market‐Implied Default Probabilities

van Binsbergen, Jules H. - 2014

In this paper, we use financial valuation techniques to measure the unfunded liabilities associated with the PBGC single‐employer pension insurance program. This is an alternative approach to the calculations of expected future PBGC payouts in the PBGC Exposure Reports. The PBGC insurance is...

Persistent link: https://www.econbiz.de/10013062620

I rapporti tra 'Valore Di Mercato' e 'Ricavato in caso di liquidazione' nella 'Relazione Giurata' ex art. 160 L.F. Comma 2 (The Use of Fair Value in Determining Liquidation Value in Case of Debt Restructuring and Bankruptcy)

Capalbo, Francesco - 2014

Persistent link: https://www.econbiz.de/10013063351

Economic Valuation of Liquidity Timing

Karstanje, Dennis - 2014

This paper provides a comprehensive economic evaluation of the short-horizon predictive ability of liquidity on monthly … empirical models based on different liquidity measures and find three key results: liquidity timing leads to tangible economic … liquidity measures to one that conditions on the Zeros measure (Lesmond, Ogden, and Trzcinka, 1999); the Zeros measure …

Persistent link: https://www.econbiz.de/10013064471

Using the Tobin Q model to evaluate the impact of credit risks on the bank's market value during the corona pandemic

Mkalaf, Khelood A.; Hilo, Sanaa Hasan - In: Journal of Islamic accounting and business research 14 (2023) 6, pp. 973-988

Persistent link: https://www.econbiz.de/10014362534

Valuation of Menu items in Debt Restructuring

International Monetary Fund - 1989

This paper outlines a procedure for calculating the cash value of “menu items” in debt restructuring proposals, including par and non-par exchanges, with enhancements consisting of either interest or principal guarantees. It is argued that under certain plausible assumptions interest and...

Persistent link: https://www.econbiz.de/10014396239