① 高分求国贸专业论文英文参考文献
1. Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks [5.317%]
Steven R. Grenadier & Brian J. Hall
1995 Downloadable (with restrictions)! Bank risk-based capital (RBC) standards require banks to hold differing amounts of capital for different classes of assets, based almost entirely on a credit risk criterion. The paper provides both a theoretical and empirical framework for evaluating such standards. A model outlining a pricing methodology for loans subject to default risk is presented. The model shows that the returns on such loans are affected by the complicated interaction of the likelihood of default, the consequences of default, term structure variables, and the pricing of factor risks in the economy. When we examine whether the risk weights accurately reflect bank asset risk, we find that the weights fail even in their limited goal of correctly quantifying credit risk. For example, our findings indicate that the RBC weights overpenalize home mortgages, which have an average credit loss of 13 basis points, relative to commercial and consumer loans. The RBC rules also contain a significant bias agains
2. Pricing Derivatives on Financial Securities Subject to Credit Risk [5.058%]
Jarrow, Robert A & Turnbull, Stuart M
Downloadable (with restrictions)! Author(s): Jarrow, Robert A & Turnbull, Stuart M. 1995 Abstract: This article provides a new methodology for pricing and hedging derivative securities involving credit risk. Two types of credit risks are considered. The first is where the asset underlying the derivative security may default. The second is where the writer of the derivative security may default. The authors apply the foreign currency analogy of R. Jarrow and S. Turnbull (1991) to decompose the dollar payoff from a risky security into a certain payoff and a 'spot exchange rate.' Arbitrage-free valuation techniques are then employed. This methodology can be applied to corporate debt and over the counter derivatives, such as swaps and caps. Copyright 1995 by American Finance Association.
3. The nature of credit risk in project finance [5.057%]
Marco Sorge
Downloadable ! Author(s): Marco Sorge. 2004 Abstract: In project finance, credit risk tends to be relatively high at project inception and to diminish over the life of the project. Hence, longer-maturity loans would be cheaper than shorter-term credits.
4. Valuation of Credit Risk in Agricultural Mortgages [5.056%]
Sherrick, Bruce J & Barry, Peter J & Ellinger, Paul N
2000 Downloadable (with restrictions)! A credit-risk valuation model is developed and empirically implemented to estimate the cost of loss distributions across a broad set of loan-level and pool-level characteristics is used to assess insuring against credit risks in pools of agricultural mortgage loans. Probabilistic information about insurance valuation and solvency likelihood. The effects on the value of credit-risk insurance of pool size, dectibles, timing alterations, premium loadings, adverse loan selection, and changing underwriting standards are also estimated. Results indicate that actuarial insurance costs are initially highly sensitive and then become relatively insensitive as pool size increases. Copyright 2000 by American Agricultural Economics Association
5. Could Regional and Cantonal Banks Rece Credit Risk through National Diversification? [5.055%]
Bertrand Rime
2007 Downloadable! This paper evaluates the rection of credit risk that can be achieved in Switzerland by a national diversification of bank lending. Using a credit risk model based on corporate default rates, I find that the risk of a nationally diversified loan portfolio is up to 20% smaller than the sum of the risks of regional portfolios. From a financial stability perspective, this substantial risk diversification potential should motivate particular scrutiny on the more than hundred Swiss banks staying on the regional business model.
6. The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions [5.052%]
Li L. Ong & Jorge A. Chan-Lau
Downloadable ! Author(s): Li L. Ong & Jorge A. Chan-Lau. 2006 Abstract: The increasing ability to trade credit risk in financial markets has facilitated its dispersion across the financial and other sectors. However, specific risks attached to credit risk transfer (CRT) instruments in a market with still-limited liquidity means that its rapid expansion may actually pose problems for financial sector stability in the event of a major negative shock to credit markets. This paper attempts to quantify the exposure of major U.K. financial groups to credit derivatives, by applying a vector autoregression (VAR) model to publicly available market prices. Our results indicate that use of credit derivatives does not pose a substantial threat to financial sector stability in the United Kingdom. Exposures across major financial institutions appear sufficiently diversified to limit the impact of any shock to the market, while major insurance companies are largely exposed to the
7. Ratings versus equity-based credit risk modelling: an empirical analysis [5.052%]
Pamela Nickell & William Perraudin & Simone Varotto
Downloadable ! Author(s): Pamela Nickell & William Perraudin & Simone Varotto. Abstract: Banks have recently developed new techniques for gauging the credit risk associated with portfolios of illiquid, defaultable instruments. These techniques could revolutionise banks' management of credit risk and could in the longer term serve as a more risk-sensitive basis for calculating regulatory capital on banks' loan books than the current 8% capital charge. In this paper, examples are implemented of the two main types of credit risk model developed so far: ratings-based and equity-based approaches. Using price data on large eurobond portfolios, the paper assesses, on an out-of-sample basis, how well these models track the risks they claim to measure.
8. Comparing mortgage credit risk policies : an options-based approach [5.050%]
Buckley, Robert & Karaguishiyeva, Gulmira & Van Order, Robert & Vecvagare, Laura
Downloadable ! Author(s): Buckley, Robert & Karaguishiyeva, Gulmira & Van Order, Robert & Vecvagare, Laura. 2003 Abstract: Buckley, Karaguishiyeva,Van Order, and Vecvagare analyze the structure of approaches to mortgage credit risk that are now being used in a number of OECD and transition economies. The authors'basic approach is to show how option pricing models can help measure and evaluate the risks of various schemes. They find that mortgage default insurance can be a cost-effective tool for both improving housing affordability and efficiently addressing some of the rationing that characterizes this market. When correctly structured, as it is in a number of transition and market countries, this kind of program can be expected to rece nonprice rationing at an actuarially fair price. At the same time, considerable care must be exercised in the development of such instruments. Geographical risk diversification, particularly across borders, can play a major role in the success of these programs.
9. Quadratic Portfolio Credit Risk models with Shot-noise Effects [5.049%]
Gaspar, Raquel M. & Schmidt, Thorsten
2005 Downloadable!<BR> We propose a reced form model for default that allows us to derive closed-form solutions to all the key ingredients in credit risk modeling: risk-free bond prices, defaultable bond prices (with and without stochastic recovery) and probabilities of survival. We show that all these quantities can be represented in general exponential quadratic forms, despite the fact that the intensity is allowed to jump procing shot-noise effects. In addition, we show how to price defaultable digital puts, CDSs and options on defaultable bonds. Further on, we study a model for portfolio credit risk where we consider both firm specific and systematic risks. The model generalizes the attempt from Duffie and Garleanu (2001). We find that the model proces realistic default correlation and clustering of defaults. Then, we show how to price first-to-default swaps, CDOs, and draw the link to currently proposed credit indices.
10. Macro stress testing with a macroeconomic credit risk model for Finland [5.049%]
Virolainen , Kimmo
Downloadable ! Author(s): Virolainen , Kimmo. 2004 Abstract: In the discussion paper, we employ data on instry-specific corporate sector bankruptcies over the time period from 1986 to 2003 and estimate a macroeconomic credit risk model for the Finnish corporate sector. The sample period includes a severe recession with significantly higher-than-average default rates in the early 1990s. The results suggest a significant relationship between corporate sector default rates and key macroeconomic factors including GDP, interest rates and corporate indebtedness. The estimated model is employed to analyse corporate credit risks conditional on current macroeconomic conditions. Furthermore, the paper presents some examples of applying the model to macro stress testing, ie analysing the effects of various adverse macroeconomic events on the banks’ credit risks stemming from the corporate sector. The results of the stress tests suggest that Finnish corporate sector credit risks are fairly limited in the current macr
② 急求国外的外贸单证参考文献
你可以参考如下文献资料: １、 杨良宜著：《信用证》，中国政法大学出版社版1998年版 2、 韩德权培主编：《国际私法新论》，武汉大学出版社1997年版 3、 薛兆诚著：《信用证实务大全》，香港万源财经资讯公司1986年版 4、 王江雨译：《美国统一商法典---信用证篇》，中国法制出版社1998年版 5、 杨良宜著：《外贸及海运诈骗 货物索赔新发展》，大连海运学院1994年版 6、 顾民著：《最新信用证操作指南》，对外经济贸易大学出版社2000年版 7、 陈正云著：《金融欺诈及其防治》，法律出版社1997年版 ------------------------------ 贸茂白菜萝卜 贸茂网－合众外贸帮助团－以振兴中华贸易为己任。
③ 急求国际贸易相关论文1500字要参考文献
中国论文网有下载各种论文的链接。
④ 国际贸易毕业论文参考文献
e-国际贸易与企业实施问题的分析 姚钟华 张涛 文献来自:经济问题 2004年 第08期
跨国经营企业国际市场进入方式选择的影响因素研究 宋亚辉 郭继鸣 李胜歌 文献来自:河北工业大学学报 2004年 第06期
跨国公司无国籍化的发展趋势及其政策含义 邱巍 巫宁耕 文献来自:经济科学 2001年 第02期.
东亚跨国公司的竞争优势 吴先明 文献来自:世界经济文汇 2002年 第04期
浅析中国企业跨国经营的国际竞争力 蔡筱霞 文献来自:林业财务与会计 2004年 第08期
论中国企业跨国并购 武勇 谭力文 文献来自:经济问题探索 2004年 第08期
有关跨国公司与国际技术转移的理论分析 王学鸿 文献来自:宁德师专学报(哲学社会科学版) 2000年 第03期
中国企业跨国并购的动因——兼谈邓宁国际生产折衷理论在发展中国家跨国并购中的适用性 李金环 文献来自:黑龙江对外经贸 2004年 第09期
现代西方跨国公司理论的发展 林丹明 文献来自:南开管理评论 1997年 第02期
风险感知与国际市场进入战略决策的互动研究——兼论中国企业跨国经营的风险防范 许晖 文献来自:经济问题探索 2004年 第10期
创国际名牌做跨国企业 肖莹 文献来自:中国纺织报 2006年
国际贸易发展趋势与我国企业的策略 王方 全伟 文献来自:国际经贸探索 2002年 第01期
国际贸易中企业国际营销战略阶段研究及中国企业国际营销战略的演变
徐頔 林媛 杨翠平 文献来自:财经界(下半月) 2007年 第02期
跨国零售集团采购会:国际贸易方式的创新 汪素芹 文献来自:国际贸易问题 2002年 第11期
我国跨国经营企业实施国际税收筹划策略分析 杨惠芳 文献来自:国际贸易问题 2003年 第08期
巧用国际资本 加快我国企业跨国经营 张菁 文献来自:冶金财会 1996年 第04期
我国企业海外投资战略浅谈
张凌 2002 （页数: 3） 中文期刊
经济前沿
中国跨国企业的形成与发展特征
史彧 2002 （页数: 3） 中文期刊
黑龙江对外经贸
跨国企业并购与中国企业的对策
何茂青 2001 （页数: 2） 中文期刊
中国信息导报
国际灰市场对跨国经营企业的经济影响分析
周宏 1996 （页数: 7） 中文期刊
北方工业大学学报
跨国并购的盈利可能性:对称与非对称两种情况的分析
胡峰 华东理工大学学报(社会科学版) 2003/01
经济全球化背景下我国参与国际竞争对策研究
杜建耀 改革与战略 2003/10
⑤ 国际贸易专业本科毕业论文参考文献问题
中国B2B国际贸易媒体策略研究
到
毕业设计部落
（BYSJBL）里找一下看看
⑥ 国际贸易理论参考文献目录
《国际贸易》参考文献目录（1）Steven Husted, Michael Melvin, International Economics[M], (the fifth edition)，高等教育出版社，2002，影印版（2）Dominick Salvatore, International Economics[M], (the fifth edition)，清华大学出版社，1997，影印版（3）保罗．克鲁格曼.黄胜强译.克鲁格曼国际贸易新理论[M].中国社会科学出版社，2001（4）迈克尔．波特.李明轩，邱如美译.国家竞争优势[M].华夏出版社，2002（5）陶明，吴申元等.服务贸易学[M].山西经济出版社，2001（6）亚当．斯密.国民财富的性质和原因的研究[M].商务印书馆，1981（7）大卫．李嘉图.政治经济学及赋税原理[M].商务印书馆，1981（8）B俄林.地区间贸易与国际贸易[M].商务印书馆，1986（9）朱彤.发展中国家在WTO中的地位和利益[M].经济科学出版社，2001（10）温思美.农产品国际贸易[M].中国农业出版社，2002（11）陈同仇、薛荣久.国际贸易（1997年版）.对外经济贸易大学出版社.第一章（12）李岳云.国际贸易基础.中国农业科技出版社.第一章（13）杨全发.新编国际贸易.中山大学出版社.第一章（14）《世界经济》杂志（15）《世界经济研究》杂志（16）《国际商报》（17）《国际贸易》杂志（18）《国际贸易问题》杂志（19）《WTO导刊》杂志
⑦ 急需国际贸易论文参考文献
我的是毕业论文参考文献 很有用
《国际服务贸易》 李小牧
电子工业出版社
《国际服务贸易：自由化与规则》
何茂春
世界知识出版社
《国际服务贸易》
程宪 程大中
高等教育出版社
《世界贸易组织与中国对外贸易研究》
王文举 安广实 经济日报出版社
《国际服务贸易》
汪素芹
机械工业出版社
《联合国国际货物买卖合同公约》
《国际贸易理论与实务》贾建华
首都经济贸易大学出版社
《国际服务贸易发展趋势及动因分析》 刘绍坚
《国际服务贸易》
张汉林
对外经济贸易大学
《服务业跨国转移的趋势、影响及对策》 王子先，王雪坤，杜娟.
《国际服务贸易》 饶友玲
对外经济贸易大学
《国际服务贸易》 程宪
立信会计出版社
《国际服务贸易》 刘东升 中国金融出版社
国家统计局 （www.stats.gov.cn）
《GENERAL AGREEMENT ON TRADE IN SERVICES》
WTO.International Trade Statistics. 2000
⑧ 国际经济与贸易毕业论文参考文献
国际经济与贸易论文可以具体些哈，俺的成。