Counterparty (credit) risk is the credit risk of both parties of the agreement. Positions giving rise to counterparty risk are mainly OTC derivatives and repos. Unlike an exchange-traded contract, OTCderivativesare not backed by the guarantee of a clearinghouse or an exchange. The bailout of AIM...
2007. "Liquidity or Credit Risk? The Deter- minants of Very Short-Term Corporate Yield Spreads." J. Finance 62 (May): 2303-28.Covitz, Dan, Downing, Chris, 2007. Liquidity or credit risk? Determinants of Very Short- Term Corporate Yield Spread. Journal of Finance 62, 2303-2328....
我有听~之所以罗列了这两组对比,是觉得性质有点相似。比如Solvency risk(偿付能力风险)是指default的风险,而liquidity risk是指无法获得充足资金以应对债务(这不也是类似defualt的结果吗);以及credit risk,比如卖期权的这个人赔了,那他就可能不守信用不遵守合同,这不也算是defuat吗~2 回答 0 关注 450 浏览 我要...
liquidity名— 流动名 · 流通量名 查看更多用例•查看其他译文 使用DeepL翻译器,即刻翻译文本和文档 随打随译 世界领先的质量 拖放文件 立刻翻译 ▾ 外部资源(未审查的) The financial risks include market rise (including currency risk and interest risk),credit risk and liquidityrisk. ...
Liquidity risk, credit risk, and the federal reserve's responses to the crisis Sarkar, Asani, "Liquidity Risk, Credit Risk, and the Federal Reserve's Responses to the Crisis," Financial Markets and Portfolio Management 23: 335-348... A Sarkar - 《Financial Markets & Portfolio Management》 ...
Liquidity risk, and credit risk are the risk that very close with banking, since one of bank function is related on giving loans to its costumer. The r... BCD Nilamsari 被引量: 0发表: 2016年 CREDIT RISK, LIQUIDITY AND OPERATING EFFICIENCY FOR LOW AND HIGH MARKET SHARE COMMERCIAL BANKS ...
This paper sheds light on the dynamic interactions between credit and liquidity risk in the credit default swap market. Contrary to the common belief that illiquidity leads to a credit risk deterioration in financial markets, it is found that in a sample of German and Swiss companies, credit ...
Operational risk, credit risk and liquidity risk 翻译结果2复制译文编辑译文朗读译文返回顶部 正在翻译,请等待... 翻译结果3复制译文编辑译文朗读译文返回顶部 Operational risk, credit risk and liquidity risk 翻译结果4复制译文编辑译文朗读译文返回顶部
Using bond price data spanning 15 years, we find evidence of a positive correlation between the illiquidity and default components of yield spreads as well as support for downward-sloping term structures of liquidity spreads. CREDIT RISK AND LIQUIDITY RISK HAVE LONG been perceived as two of the ...
It is evident that at high rating scale with high liquidity, and at lower rating scales with lower liquidity firms have a shorter debt maturity. Mid rated firms with a low probability of refinancing risk show longer debt maturity structure. Considering refinancing risk by Asian companies make the...