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Sovereign Default Risk Valuation

Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon;

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Risk, Value And Default

for understanding the interaction between enterprise risk management with corporate valuation and corporate default. The book seeks to explore;

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Credit Risk: Modeling, Valuation and Hedging

and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures;

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Counterparty Risk and Funding

the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative;

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Counterparty Risk and Funding

the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative;

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Credit Default Swaps

knowledge, the thesis introduces two different types of valuation models for credit default swaps. In the first step the CDS is valued analytically;

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Final Basel III Modelling

loss-given-default rates, it provides an analysis of credit and market risk, assessing the extent to which the new framework on risk-based and;

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Final Basel III Modelling

loss-given-default rates, it provides an analysis of credit and market risk, assessing the extent to which the new framework on risk-based and;

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Modern Credit Risk Management

at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this;

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Greece vs. Argentina

The sovereign default by Argentina in 2001 is unprecedented in size. The current analysis presents the argument that the parallels to;

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Financial Crises, Sovereign Risk and the Role of Institutions

crises and defaults. The present book contains new research on various important issues related to financial crises and sovereign default risk;

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Financial Crises, Sovereign Risk and the Role of Institutions

crises and defaults. The present book contains new research on various important issues related to financial crises and sovereign default risk;

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Democracy Dictatorship and Default

The International Monetary Fund (IMF) predicts that, in the coming years, more than fifty countries are at risk of default. Yet we;

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Global financial stability report

closer look at whether sovereign credit default swaps markets are good indicators of sovereign credit risk. Chapter 3 examines unconventional;

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Global Financial Stability Report, April 2013

closer look at whether sovereign credit default swaps markets are good indicators of sovereign credit risk. Chapter 3 examines unconventional;

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Sovereign Debt Restructuring and Debt Sustainability

from the crisis. In recent years, a number of countries have restructured their sovereign liabilities, either following a default or;

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The Basel II Risk Parameters

A critical problem in the practice of banking risk assessment is the estimation and validation of the Basel II risk parameters PD (default;

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Emerging Markets and Sovereign Risk

Emerging Markets and Sovereign Risk provides case studies, commentary and analysis on the financial risk management and measurement in the;

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Derivatives and Internal Models

comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging of credit default risk that is inherently;

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Derivatives and Internal Models

comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging of credit default risk that is inherently;

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Credit Default Swap Markets in the Global Economy

methodologies to the time series data. It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices;

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Credit Default Swap Markets in the Global Economy

methodologies to the time series data. It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices;

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2017 Valuation Handbook U.S. Guide to Cost of Capital

Study (the former SBBI Valuation Yearbook data) and the Risk Premium Report Study, and more. Easy-to-follow examples: The 2017 Valuation;

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SOUTHEAST EUROPEAN CAPITAL MARKETS

conditions, investors' expectations and country's sovereign credit risk. Accepting sovereign CDS spreads as measurements of investment expectations;

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Financial Stability Risk. Measuring the Illiquidity of Corporate and Sovereign Bonds

Financial Stability Risk. Measuring the Illiquidity of Corporate and Sovereign Bonds;

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Counterparty Credit Risk & Hybrid Models

valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are;

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The Basel II Risk Parameters

The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at;

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