Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Barbara Dömötör"'
Publikováno v:
PLoS ONE, Vol 17, Iss 3, p e0263599 (2022)
We investigate the problem of interest rate risk transforming into default risk of adjustable-rate mortgage loans in the EU. Bank regulation is strikingly not neutral in this aspect, it explicitly favors short-duration adjustable-rate loans over long
Externí odkaz:
https://doaj.org/article/c6604a00716c4aeb97f9705991f918f8
Autor:
BARBARA, DÖMÖTÖR1 barbara.domotor@unicorvinus.hu, TÍMEA, ÖLVEDI2 timea.olvedi@stud.uni-corvinus.hu
Publikováno v:
Economic Review / Kozgazdasagi Szemle. Jul/Aug2021, Vol. 68, p773-793. 21p.
Publikováno v:
Risk Management. 23:243-259
The risk attitude of investors is a key factor determining financial asset prices and market trends. Changes in risk attitude may be due to the interference of macro-level (business cycle) and micro-level (individual experience) effects. We investiga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::551b690f8ef9fc10804b686284bf3bba
https://doi.org/10.1057/s41283-021-00076-5
https://doi.org/10.1057/s41283-021-00076-5
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 62:117-131
We examine the effects of different margin strategies on the loss distribution of a clearing house during various crises of different stock price trends, volatility expectations, bid-ask spreads, and funding liquidity. We simulate a hypothetical clea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::08c1a0970c806f784bca83cc30e21f8b
https://doi.org/10.1016/j.intfin.2019.06.002
https://doi.org/10.1016/j.intfin.2019.06.002
Autor:
Kata Váradi, Barbara Dömötör
Publikováno v:
Studies in Economics and Finance. 36:51-62
Purpose The purpose of this paper is to investigate the possibility of monitoring stress on stock markets from the perspective of a central counterparty (CCP). Due to their balanced positions, CCPs are exposed to extreme price movements in both direc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d67017803c9ad467e47c74689a368366
https://doi.org/10.1108/sef-03-2016-0063
https://doi.org/10.1108/sef-03-2016-0063
Autor:
ZSOLT, BIHARY1, BARBARA, DÖMÖTÖR1
Publikováno v:
Economic Review / Kozgazdasagi Szemle. Jul/Aug2018, Vol. 65, p701-710. 10p.
Autor:
Barbara Dömötör, Tímea Ölvedi
Publikováno v:
Innovations in Social Finance ISBN: 9783030725341
In recent years, new service providers appeared in many segments of the economy. Financial intermediation is also affected by this new trend. In general, conventional-type banks play the intermediary role of connecting lenders and debtors. Aside from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03cb67b31edeee0656ab15faa638424a
https://doi.org/10.1007/978-3-030-72535-8_18
https://doi.org/10.1007/978-3-030-72535-8_18
Publikováno v:
Finance Research Letters. 31
We investigate the optimal level of margin requirement in centralized or decentralized clearing and settlement systems. We prove in an analytical model that aggressively risk-sensitive margins are not optimal, and the actual position of the clients a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4ac8664cc42d0d0548e88d1cb6ac48f
https://doi.org/10.1016/j.frl.2018.11.010
https://doi.org/10.1016/j.frl.2018.11.010
Publikováno v:
Central European Business Review, Vol 5, Iss 4, Pp 47-60 (2016)
As a regulatory answer to the crisis, financial instruments are increasingly forced to be cleared centrally even in the OTC markets; therefore, risk management of central clearinghouses has become a central issue. A key term of the regulation is a st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08def98f8591a503b40c11b91ed972de
https://doi.org/10.18267/j.cebr.166
https://doi.org/10.18267/j.cebr.166
Publikováno v:
Közgazdasági Szemle. 63:993-1010
A valsagot kovető uj szabalyozas a tőzsden kivuli piacokon is egyre inkabb megkoveteli a kereskedes kozponti elszamolasat, ezert rendszerkockazati szempontbol kiemelt kerdes a tőzsdei elszamolohazak kockazatkezelese es azon belul a vesztesegek viz
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::595e53d761fd188d5062acf363a0c18c
https://doi.org/10.18414/ksz.2016.9.993
https://doi.org/10.18414/ksz.2016.9.993