Select All | Select None
Login failed. Please try again.
Forgot your password?
Log in with Facebook
Log in with Google
You can now keep track of new articles from The Journal of Risk Finance on your personalized homepage!
Purpose – The purpose of this paper is to investigate the drivers influencing the risk of default on mutual guaranteed loans. The authors aim to verify whether default is influenced by the specific business policies of mutual guarantee institutions (MGIs) and to recommend guidelines for...
Purpose – The purpose of this paper is to present an innovative model to evaluate the fair price of a subset of structured products for a hypothetical US structured bond. Design/methodology/approach – The authors assume that interest rates dynamics are described by the Cox–Ingersoll–Ross...
Purpose – The purpose of this study is to assess the level and variability of Ghanaian property and liability insurer’s reserve estimates to examine its sources and ascertain if reserve errors are random or not (i.e. manipulated or not). Design/methodology/approach – It uses information on...
Purpose – The purpose of this paper is to analyze a particular segment of the US “shadow banking” market and its revival since the recent credit crisis, namely, lending to the private Middle Market, defined as financings of $5‐100 million to non‐public, unrated operating entities or...
Purpose – The purpose of this paper is to build alternative indices weighing using a measure of fundamental value rather than debt size. The official bond indices built to reflect general price trends are market weighted, meaning that the bonds are weighted by their debt size. The more...
Purpose – The purpose of this paper is to explore the extent of the so‐called “small‐sample problem” within quantitative exchange‐rate risk management. Design/methodology/approach – The authors take a closer look at the frequency distribution of nominal price changes in the European...
results per page
Save this article to read later. You can see your Read Later on your DeepDyve homepage.
To save an article, log in first, or sign up for a DeepDyve account if you don't already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don't already have one.
Read and print from thousands of top scholarly journals.
Sign up with Facebook
Sign up with Google
Already have an account? Log in
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don't already have one.