Default-risky bond prices with jumps, liquidity risk and incomplete information

Jeanblanc, Monique; Valchev, Stoyan

doi:10.1007/s10203-007-0070-z

“…Customers will always receive the same level of service from you, regardless of the person they talk with if you are consistent. Higher Consistency index ratios are often preferable to lower ones [31]. A figure that is too high, however, can be problematic.…”

Section: Figure 1 Consistency Index Comparison With Various Levels Of...mentioning

confidence: 99%

Making Impact on Common Financial Factors Affecting Liquidity Ratio Based on Greedy Approach Through Price Movement in Stock Market

Prakash

¹

,

Krishnaprabha²,

Sundararajan

³

2023

Preprint

0

View full text Add to dashboard Cite

This research article focused on discovering appropriate liquidity risk concerns in the financial Sector. Primarily, it deals with the appropriate liquidity factors that affect financial performance services pertained to several liquidity crises and the respective liquidity measures. Liquidity is considered the primary constraint. The Liquidity Ratios are the defective condition of calculating the financial performance services and their respective status. For fulfilling this performance service status prediction, this research use calculation for consistency index procedure. Liquidity index-based predictions have collaborated concerning the price movement in the stock market. The Liquidity will affect the trading and market transparency whenever the price moment varies. To control this trading and not market transparency of liquidity index be employed the greedy approach for estimating the most factor affected by the liquid index. Hence, this research elaborates on the greedy approach today with 25 essential financial factors. Each Panther will have combined with the tractor-confirmed liquidity crisis whenever the factors of liquidity crisis are combined with the actual financial factor, the minimum and maximum Degree of matching are calculated. This calculation determines the factors that affected the Liquidity concerning their exact, Plugin, subsume, and fail condition. Eventually, the search concludes the determination of factors affecting Liquidity concerning the actual finance factor and liquidity crisis. Finally, the result was concluded with the Degree of matching and their efficiency of finding liquidity factors with a successful reasonable result. Based on the Degree of matching result, this research found the actual reason for Liquidity with the help of various financial factors.

show abstract

“…When the information was incomplete, Duffie and Lando(2001) [31] combined the structured model with the simplified model for the first time. Cetia and Jarrow(2004) [32] , Giesecke(2006) [33] , Giesecke and Goldberg(2003) [34] , Jarrow and Protter(2007) [35] , Jeanblanc and Valchev(2007) [36] and Guo(2005) [37] etc did a lot of relevant work in combining the structured model with the simplified model. Ctin (2012) [38] , Hainaut and Robert (2014) etc [39] inset the incomplete information into structured model and simplified model to measure credit risk.…”

Section: Credit Risk and Evaluationmentioning

confidence: 99%

Summary of Credit Risk Assessment Methods

Qiangguo¹,

Qian²

2018

Proceedings of the 2018 International Conference on Information Technology and Management Engineering (ICITME 2018)

1

0

View full text Add to dashboard Cite

It is the forefront research direction for credit risk management field to explore the theory and method of social-economic entity credit characteristics evaluation, improve and deepen the market-economy entity credit evaluation system. The paper improves various "modern" credit risk evaluation modes based on "traditional" credit risk evaluation models combined with credit risk concept and classification as well as credit risk evaluation methods. From overseas scholars' literature achievements to domestic scholars' latest research, the paper makes a full exploration and analysis. It evaluates American credit managers index, world bank credit information index, China credit well-off index and other typical credit indexes.

show abstract

Making Impact on Common Financial Factors Affecting Liquidity Ratio Based on Greedy Approach through Price Movement in Stock Market

Prakash¹,

Krishnaprabha²,

Sundararajan³

2023

Preprint

0

View full text Add to dashboard Cite

This research article focused on discovering appropriate liquidity risk concerns in the financial Sector. Primarily, it deals with the appropriate liquidity factors that affect financial performance services pertained to several liquidity crises and the respective liquidity measures. Liquidity is considered the primary constraint. The Liquidity Ratios are the defective condition of calculating the financial performance services and their respective status. For fulfilling this performance service status prediction, this research use calculation for consistency index procedure. Liquidity index-based predictions have collaborated concerning the price movement in the stock market. The Liquidity will affect the trading and market transparency whenever the price moment varies. To control this trading and not market transparency of liquidity index be employed the greedy approach for estimating the most factor affected by the liquid index. Hence, this research elaborates on the greedy approach today with 25 essential financial factors. Each Panther will have combined with the tractor-confirmed liquidity crisis whenever the factors of liquidity crisis are combined with the actual financial factor, the minimum and maximum Degree of matching are calculated. This calculation determines the factors that affected the Liquidity concerning their exact, Plugin, subsume, and fail condition. Eventually, the search concludes the determination of factors affecting Liquidity concerning the actual finance factor and liquidity crisis. Finally, the result was concluded with the Degree of matching and their efficiency of finding liquidity factors with a successful reasonable result. Based on the Degree of matching result, this research found the actual reason for Liquidity with the help of various financial factors

show abstract

Default-risky bond prices with jumps, liquidity risk and incomplete information

Abstract: Credit risk, Liquidity, Information, G13, G14, G33, 91B28, 91B44, 60H30,

Cited by 3 publications

References 24 publications

Making Impact on Common Financial Factors Affecting Liquidity Ratio Based on Greedy Approach Through Price Movement in Stock Market

Making Impact on Common Financial Factors Affecting Liquidity Ratio Based on Greedy Approach Through Price Movement in Stock Market

Summary of Credit Risk Assessment Methods

Making Impact on Common Financial Factors Affecting Liquidity Ratio Based on Greedy Approach through Price Movement in Stock Market

Contact Info

Product

Resources

About