Littérature scientifique sur le sujet « Spread Risk Adjusted »
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Articles de revues sur le sujet "Spread Risk Adjusted"
Boliari, Natalia, et Kudret Topyan. « Credit Risk in G20 Nations : A Comparative Analysis in International Finance Using Option-Adjusted-Spreads ». Journal of Risk and Financial Management 15, no 1 (10 janvier 2022) : 25. http://dx.doi.org/10.3390/jrfm15010025.
Texte intégralNiblock, Scott James. « Flight of the Condors : Evidence on the Performance of Condor Option Spreads in Australia ». Applied Finance Letters 6, no 01 (6 décembre 2017) : 38–53. http://dx.doi.org/10.24135/afl.v6i01.69.
Texte intégralShine, Daniel. « Risk-Adjusted Mortality : Problems and Possibilities ». Computational and Mathematical Methods in Medicine 2012 (2012) : 1–5. http://dx.doi.org/10.1155/2012/829465.
Texte intégralCavallo, Eduardo A., et Patricio Valenzuela. « The Determinants of Corporate Risk in Emerging Markets : An Option-Adjusted Spread Analysis ». IMF Working Papers 07, no 228 (2007) : 1. http://dx.doi.org/10.5089/9781451867923.001.
Texte intégralBoliari, Natalia, et Kudret Topyan. « Holding Companies and Debt Financing : A Comparative Analysis Using Option-Adjusted Spreads ». Journal of Risk and Financial Management 15, no 12 (1 décembre 2022) : 569. http://dx.doi.org/10.3390/jrfm15120569.
Texte intégralAngelidis, Timotheos, et Alexandros Benos. « Liquidity adjusted value-at-risk based on the components of the bid-ask spread ». Applied Financial Economics 16, no 11 (juillet 2006) : 835–51. http://dx.doi.org/10.1080/09603100500426440.
Texte intégralGuender, Alfred, et Bernard Tolan. « The predictive ability of a risk-adjusted yield spread for economic activity in Europe ». Empirica 44, no 1 (1 octobre 2015) : 1–27. http://dx.doi.org/10.1007/s10663-015-9309-z.
Texte intégralOrtolano, Alessandra, et Eugenia Nissi. « The Volatility of the “Green” Option-Adjusted Spread : Evidence before and during the Pandemic Period ». Risks 10, no 3 (22 février 2022) : 45. http://dx.doi.org/10.3390/risks10030045.
Texte intégralRussell, Tara A., Hallie Chung, Christina Riad, Sarah Reardon, Kevork Kazanjian, Robert Cherry, O. Joe Hines et Anne Lin. « Sustaining Improvement : Implementation and Spread of a Surgical Site Infection Bundle ». American Surgeon 84, no 10 (octobre 2018) : 1665–69. http://dx.doi.org/10.1177/000313481808401026.
Texte intégralYang, Yurun, Ahmet Goncu et Athanasios Pantelous. « Pairs trading with commodity futures : evidence from the Chinese market ». China Finance Review International 7, no 3 (21 août 2017) : 274–94. http://dx.doi.org/10.1108/cfri-09-2016-0109.
Texte intégralThèses sur le sujet "Spread Risk Adjusted"
Galasso, Concetta. « Le determinanti del rating e del pricing risk adjusted nelle operazioni di project finance ». Doctoral thesis, Luiss Guido Carli, 2008. http://hdl.handle.net/11385/200749.
Texte intégralSilva, Paulo José Martins Jorge da. « Determinants of corporate risk using option-adjusted spreads : the case of Portugal ». Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10215.
Texte intégralEste estudo analisa os determinantes dos spreads de taxas de juro das obrigações de empresas no mercado obrigacionista português. A utilização da abordagem Option-Adjusted Spread ultrapassa as dificuldades na definição das emissões de dívida pública de referência para o cálculo dos spreads de taxa de juro e permite a comparação de obrigações com diferentes características. Os resultados do estudo sugerem que os indicadores das empresas que reflectem a gestão realizada, as características das obrigações, o risco soberano, as condições macroeconómicas do país e os efeitos externos, concorrem para a determinação dos níveis dos prémios de risco requeridos pelos investidores em obrigações de empresas. Os resultados obtidos apontam, também, para uma elevada dependência dos custos de financiamento do sector bancário local relativamente ao risco soberano e ao nível de endividamento público na economia.
This study analyses the determinants of corporate bond spreads in Portugal. Using an Option-Adjusted Spread (OAS) approach we overcome the difficulties of comparing bonds with different cash-flow characteristics. OAS considers credit risk and contingent cash-flow risks, which allows the determination of a contingent premium analysis based on the bond?s characteristics. Our findings suggest that corporate bond risk spreads are determined by firm specific factors, bond characteristics, sovereign risk, macroeconomic conditions and external variables. We also find evidence of high dependency of the banking industry implicit funding costs on the sovereign risk proxy variable and the ratio of Public Debt to GDP.
Lee, Chien-Cheng, et 李建成. « Bank Spread Management and Hedging Behavior Under Risk-Adjusted Deposit Insurance Pricing ». Thesis, 2002. http://ndltd.ncl.edu.tw/handle/40524915193379201711.
Texte intégral淡江大學
國際貿易學系
90
A potential reform of risk-adjusted deposit insurance pricing with forward contracts is presented. We demonstrate that bank spread management itself may provide the Federal Deposit Insurance Corporation’s (FDIC’s) protection from credit and interest rate risks even though the bank’s spread decisions are made prior to the realization of those two risks. But if the bank’s spread decisions are made subsequent to the realization of the credit and/or interest rate risks, the forward contracts may serve the FDIC for microhedging and/or macrohedging purposes. Further, a decrease in the capital-to-deposits ratio decreases the FDIC’s going-concern insurance premium market value. This paper suggests that capital regulation and bank spread management can also be important in influencing the FDIC’s hedging decisions.The conclusions of this article as follow:1. When the government controls the capital-to-deposits ratio rigorously, the FDIC can increase its deposit insurance premium.2. When the banks increase its rate of deposit, the FDIC can increase its deposit insurance premium.3. When the banks can control the loan with rigorous, the FDIC can decrease its deposit insurance premium.
Livres sur le sujet "Spread Risk Adjusted"
Cavallo, Eduardo A. The determinants of corporate risk in emerging markets : An option-adjusted spread analysis. [Washington, D.C.] : International Monetary Fund, Research Dept., 2007.
Trouver le texte intégralChapitres de livres sur le sujet "Spread Risk Adjusted"
Bendimerad, Fouad. « The Role of Earthquake Insurance in Earthquake Risk Reduction and Resilience Building ». Dans Springer Tracts in Civil Engineering, 277–86. Cham : Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-68813-4_12.
Texte intégralAbraham, Aby, John Casares et Jibran Ali Shah. « Floating Rate Notes ». Dans Debt Markets and Investments, 265–82. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0015.
Texte intégralCheng, Yiying. « Valuing and Analyzing Bonds with Embedded Options ». Dans Debt Markets and Investments, 453–76. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0025.
Texte intégralDunis, Christian L., Jason Laws et Ben Evans. « Modelling and Trading the Soybean-Oil Crush Spread with Recurrent and Higher Order Networks ». Dans Artificial Higher Order Neural Networks for Economics and Business, 348–66. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-59904-897-0.ch016.
Texte intégralXanthopoulos, Gavriil, Miltiadis Athanasiou, Vassiliki Varela, Konstantinos Kaoukis et Panagiotis Xanthopoulos. « Simple firefighting demand modelling and its use for estimation of the potential influence of fuel treatment scenarios on the number of required firetrucks on the island of Kythira, Greece ». Dans Advances in Forest Fire Research 2022, 361–66. Imprensa da Universidade de Coimbra, 2022. http://dx.doi.org/10.14195/978-989-26-2298-9_57.
Texte intégralDyer, Matthew. « Valuing and Analyzing Mortgage-Backed and Asset-Backed Securities ». Dans Debt Markets and Investments, 477–98. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0026.
Texte intégralWickramasinghe, Amila, Nazmul Khan, Alexander Filkov et Khalid Moinuddin. « Physics-Based Modelling for Mapping Firebrand Flux and Heat Load on Structures in the Wildland-Urban Interface’ ». Dans Advances in Forest Fire Research 2022, 746–50. Imprensa da Universidade de Coimbra, 2022. http://dx.doi.org/10.14195/978-989-26-2298-9_114.
Texte intégralBaumann, Jonas S., et Nazreen Ismail. « Legal uncertainty under the Protection of Personal Information Act during the pandemic ». Dans The Impact of Covid-19 on the Future of Law, 71–96. UJ Press, 2022. http://dx.doi.org/10.36615/9781776405657-04.
Texte intégralLytle, Mark H. « In Debt We Trust ». Dans The All-Consuming Nation, 330–60. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780197568255.003.0015.
Texte intégralActes de conférences sur le sujet "Spread Risk Adjusted"
Fam, Mei Ling, Dimitrios Konovessis, Xuhong He, Lin Seng Ong et Hoon Kiang Tan. « Analysing Dependent Failures in a Bayesian Belief Network ». Dans ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95853.
Texte intégralRapports d'organisations sur le sujet "Spread Risk Adjusted"
Kinnan, Cynthia, Krislert Samphantharak, Robert Townsend et Diego A. Vera-Cossio. Research Insights : How Do Economic Networks Contribute to the Spread and Mitigation of Health Shocks ? Inter-American Development Bank, août 2022. http://dx.doi.org/10.18235/0004420.
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