中文版 | English

在结果中检索

CSpace

浏览/检索结果: 共25条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：71/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
A Credit Risk Contagion Intensity Model of Supply Chain Enterprises under Different Credit Modes 期刊论文
SUSTAINABILITY, 2022, 卷号: 14, 期号: 20, 页码: 26
作者:  Wang, Yuhao;  Shen, Jiaxian;  Pan, Jinnan;  Chen, Tingqiang
收藏  |  浏览/下载：32/0  |  提交时间：2023/02/07
supply chain finance  trade credit financing  bank credit financing  credit default  contagion intensity  
Multilayer Financial Complex Networks and Their Applications 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
作者:  Li, Xuerong;  Xu, Xiaoyue;  Liu, Jiaqi;  Dong, Jichang;  Lu, Jinhu
收藏  |  浏览/下载：104/0  |  提交时间：2023/02/07
Couplings  Complex networks  Biological system modeling  Banking  Entropy  Analytical models  Urban areas  Financial networks  maximum entropy approach  multi-layer networks  risk contagion  spillover effects  
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen
收藏  |  浏览/下载：113/0  |  提交时间：2022/06/21
forward rate agreement  counterparty credit risk  expected exposure  potential future exposure  
A Network Evolution Model of Credit Risk Contagion between Banks and Enterprises Based on Agent-Based Model 期刊论文
JOURNAL OF MATHEMATICS, 2021, 卷号: 2021, 页码: 12
作者:  Mu, Pei;  Chen, Tingqiang;  Pan, Kun;  Liu, Meng
收藏  |  浏览/下载：106/0  |  提交时间：2022/04/02
Evolution of the Chinese guarantee network under financial crisis and stimulus program 期刊论文
NATURE COMMUNICATIONS, 2020, 卷号: 11, 期号: 1, 页码: 11
作者:  Wang, Yingli;  Zhang, Qingpeng;  Yang, Xiaoguang
收藏  |  浏览/下载：146/0  |  提交时间：2020/09/23
Credit Scoring Based on the Set-Valued Identification Method 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 13
作者:  Wang, Ximei;  Hu, Min;  Zhao, Yanlong;  Djehiche, Boualem
收藏  |  浏览/下载：140/0  |  提交时间：2020/09/23
Credit scoring  logistic regression model  prediction accuracy  set-valued model  
Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载：138/0  |  提交时间：2020/05/24
Counterparty credit exposure  Explicit expressions  Forward  European Option  
Finance-operations interface mechanism and models 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 88, 页码: 1-3
作者:  Wu, Desheng;  Olson, David L.;  Wang, Shouyang
收藏  |  浏览/下载：192/0  |  提交时间：2020/01/10
Finance and operations  Credit  Risk  Operations management  
Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 85, 页码: 68-82
作者:  Zhou, Xiaoyang;  Xu, Zhongwen;  Chai, Jian;  Yao, Liming;  Wang, Shouyang;  Lev, Benjamin
收藏  |  浏览/下载：166/0  |  提交时间：2020/01/10
Multi-period three-stage DEA  Banking system  Triangular type-2 fuzzy undesirable outputs  Shared inputs  Carryovers