Matches in SemOpenAlex for { <https://semopenalex.org/work/W203752359> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W203752359 abstract "In this paper, we adapt modern techniques of credit risk modelling to estimate the magnitude of such an effect, and how sensitive it is to various economic characteristics of the companies involved. We find that the increased return which would be required by unsecured lenders is significant for many companies. We start with a section outlining the major features of the Sons of Gwalia case and explain why it leads to the outcome of some shareholders ranking equally with unsecured creditors in the event of failure (but not otherwise). We then explain how option pricing theory can be used to derive required credit spreads (the rates of return in excess of a risk free interest rate required by lenders) and adapted to this particular case. To estimate likely changes in credit spreads using such" @default.
- W203752359 created "2016-06-24" @default.
- W203752359 creator A5065189140 @default.
- W203752359 creator A5084827694 @default.
- W203752359 date "2006-01-01" @default.
- W203752359 modified "2023-10-17" @default.
- W203752359 title "Credit Markets and the Sons of Gwalia Judgement" @default.
- W203752359 cites W1554876069 @default.
- W203752359 cites W2077791698 @default.
- W203752359 cites W2105973145 @default.
- W203752359 cites W3125688599 @default.
- W203752359 doi "https://doi.org/10.22459/ag.13.03.2006.04" @default.
- W203752359 hasPublicationYear "2006" @default.
- W203752359 type Work @default.
- W203752359 sameAs 203752359 @default.
- W203752359 citedByCount "0" @default.
- W203752359 crossrefType "journal-article" @default.
- W203752359 hasAuthorship W203752359A5065189140 @default.
- W203752359 hasAuthorship W203752359A5084827694 @default.
- W203752359 hasConcept C10138342 @default.
- W203752359 hasConcept C106159729 @default.
- W203752359 hasConcept C119857082 @default.
- W203752359 hasConcept C120527767 @default.
- W203752359 hasConcept C120757647 @default.
- W203752359 hasConcept C144133560 @default.
- W203752359 hasConcept C148220186 @default.
- W203752359 hasConcept C149782125 @default.
- W203752359 hasConcept C159091798 @default.
- W203752359 hasConcept C162118730 @default.
- W203752359 hasConcept C162324750 @default.
- W203752359 hasConcept C175444787 @default.
- W203752359 hasConcept C17744445 @default.
- W203752359 hasConcept C178350159 @default.
- W203752359 hasConcept C189430467 @default.
- W203752359 hasConcept C199539241 @default.
- W203752359 hasConcept C24308983 @default.
- W203752359 hasConcept C2776548248 @default.
- W203752359 hasConcept C39389867 @default.
- W203752359 hasConcept C41008148 @default.
- W203752359 hasConcept C556758197 @default.
- W203752359 hasConcept C89997419 @default.
- W203752359 hasConceptScore W203752359C10138342 @default.
- W203752359 hasConceptScore W203752359C106159729 @default.
- W203752359 hasConceptScore W203752359C119857082 @default.
- W203752359 hasConceptScore W203752359C120527767 @default.
- W203752359 hasConceptScore W203752359C120757647 @default.
- W203752359 hasConceptScore W203752359C144133560 @default.
- W203752359 hasConceptScore W203752359C148220186 @default.
- W203752359 hasConceptScore W203752359C149782125 @default.
- W203752359 hasConceptScore W203752359C159091798 @default.
- W203752359 hasConceptScore W203752359C162118730 @default.
- W203752359 hasConceptScore W203752359C162324750 @default.
- W203752359 hasConceptScore W203752359C175444787 @default.
- W203752359 hasConceptScore W203752359C17744445 @default.
- W203752359 hasConceptScore W203752359C178350159 @default.
- W203752359 hasConceptScore W203752359C189430467 @default.
- W203752359 hasConceptScore W203752359C199539241 @default.
- W203752359 hasConceptScore W203752359C24308983 @default.
- W203752359 hasConceptScore W203752359C2776548248 @default.
- W203752359 hasConceptScore W203752359C39389867 @default.
- W203752359 hasConceptScore W203752359C41008148 @default.
- W203752359 hasConceptScore W203752359C556758197 @default.
- W203752359 hasConceptScore W203752359C89997419 @default.
- W203752359 hasLocation W2037523591 @default.
- W203752359 hasOpenAccess W203752359 @default.
- W203752359 hasPrimaryLocation W2037523591 @default.
- W203752359 hasRelatedWork W1484245264 @default.
- W203752359 hasRelatedWork W1493997746 @default.
- W203752359 hasRelatedWork W2373938645 @default.
- W203752359 hasRelatedWork W2561963903 @default.
- W203752359 hasRelatedWork W2577975437 @default.
- W203752359 hasRelatedWork W2584111593 @default.
- W203752359 hasRelatedWork W2911751589 @default.
- W203752359 hasRelatedWork W40742284 @default.
- W203752359 hasRelatedWork W4243729409 @default.
- W203752359 hasRelatedWork W3122294936 @default.
- W203752359 isParatext "false" @default.
- W203752359 isRetracted "false" @default.
- W203752359 magId "203752359" @default.
- W203752359 workType "article" @default.