Credit risk exposure with interest and currency swaps

Article Abstract:

A general method for determining credit risk exposure has been developed. In the method, exposure is expressed as a function of interest rates, exchange rates and lives of contracts. The method is better than the Bank for International Settlements method, which is rather crude since it defines exposure as the positive market-to-market value of a swap plus a fixed add-on. The method shows that the add-on decreases as the swap becomes more in or out-of-the-money.

Credit

---

Transitivity-preserving fuzzification schemes for cardinality-based similarity measures

Article Abstract:

A novel fuzzification model for cardinality-based similarity measures, relying on the utilization of Franck t-norms as intersection operators, is presented.

United States, Methods, Numbers, Cardinal, Cardinal numbers, Similarity (Geometry)

---

The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach

Article Abstract:

Effects of financial leverage on equity risk, which is measured by loss-oriented risk measures, are presented.

Estonia, Risk factors, Leverage (Finance), Equity (Finance), Financial leverage

Similar abstracts:

• Abstracts: Balancing product quality, costs, and profits. Consumer media as an information source for industrial products: a study
• Abstracts: Making intelligence count. Implications for including shared strategic control in multi-party relationship models
• Abstracts: The effects of cultural individualism and self-confidence on propensity to voice: from theory to measurement to practice
• Abstracts: Public information - now's the time to make it freely available. If not online, where are you?
• Abstracts: The importance of bid dynamics. Pinpointing both upsides and risk. R&D and M&A: are cross-border M&A different? An investigation on OECD countries

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.