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DP17224 How likely is an inflation disaster? 智库出版物
2022
作者:  Jens Hilscher;  Alon Raviv
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Option prices  Inflation derivatives  Arrow-debreu securities  
Why many firms get a bad deal when hedging currency risk 智库出版物
2022
作者:  Harald Hau;  Peter Hoffmann;  Sam Langfield;  Yannick Timmer
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Derivatives  Foreign exchange  FX  FX markets  OTC  Otc markets  
DP16628 Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives 智库出版物
2021
作者:  Viral Acharya;  Timothy Johnson
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Credit derivatives  Credit default swaps  Sovereign credit risk  Eurozone  Sovereign debt crisis  Depository trust and clearing corporation (dtcc)  
DP16458 Counterparty Choice, Bank Interconnectedness, and Systemic Risk 智库出版物
2021
作者:  Andrew Ellul;  Dasol Kim
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Counterparty risk  Financial networks  Bank interconnectedness  Over-the-counter markets  Derivatives  
DP16232 Currency Hedging: Managing Cash Flow Exposure 智库出版物
2021
作者:  Laura Alfaro;  Mauricio Calani;  Liliana Varela
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Fx hedging  Fx derivatives  Cash flow  Foreign debt  Currency mismatch  Trade credit  
DP14967 Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile 智库出版物
2020
作者:  Elias Albagli;  Mauricio Calani;  Metodij Hadzi-Vaskov;  Mario Marcel;  Luca Antonio Ricci
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Exchange rate regime  Fx derivatives  Hedging  Exchange rate pass-through  Policy credibility  Central bank independence  
Regulatory arbitrage and the G20’s global derivatives market reform 智库出版物
2020
作者:  Pauline Gandré;  Mike Mariathasan;  Ouarda Merrouche;  Steven Ongena
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
OTC trading  derivatives market  Reform  Regulatory arbitrage  
DP14802 UNINTENDED CONSEQUENCES OF THE GLOBAL DERIVATIVES MARKET REFORM 智库出版物
2020
作者:  Pauline Gandré;  Mike Mariathasan;  Ouarda Merrouche;  Steven Ongena
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bank regulation  Regulatory arbitrage  Otc markets  Derivatives  Cross-border financial institutions  Financial risk  
DP13787 Risk Management in Financial Institutions 智库出版物
2019
作者:  Adriano A. Rampini;  S. Viswanathan;  Guillaume Vuillemey
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Risk management  Financial institutions  Interest rate risk  Foreign exchange risk  Financial constraints  Derivatives  
The market is betting on climate change 智库出版物
2019
作者:  Wolfram Schlenker;  Charles Taylor
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Climate change  Us  weather derivatives  Financial markets  weather markets  cooling degree days  heating degree days