Pub Date : 2019-05-08DOI: 10.1007/978-3-030-15581-0_14
A. Rutkowska-Ziarko, Lesław Markowski, Christopher Pyke
{"title":"Accounting Beta in the Extended Version of CAPM","authors":"A. Rutkowska-Ziarko, Lesław Markowski, Christopher Pyke","doi":"10.1007/978-3-030-15581-0_14","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_14","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"93 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126218120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_11
Agata Gluzicka
{"title":"The Application of Two-Stage Diversification to Portfolios from the WSE","authors":"Agata Gluzicka","doi":"10.1007/978-3-030-15581-0_11","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_11","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115021467","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_17
Anna Jędrzychowska, Ilona Kwiecień
{"title":"Valuation of Household Losses in Child’s Death Cases for Insurance Purposes","authors":"Anna Jędrzychowska, Ilona Kwiecień","doi":"10.1007/978-3-030-15581-0_17","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_17","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"07 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128711250","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_7
Anna Białek-Jaworska, Dominika Gadowska-dos Santos, R. Faff
{"title":"Conceptual Framework for Lending Money Outside Business Groups: Evidence from Poland","authors":"Anna Białek-Jaworska, Dominika Gadowska-dos Santos, R. Faff","doi":"10.1007/978-3-030-15581-0_7","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_7","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132006871","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_19
Anna Wojewnik-Filipkowska, A. Zamojska, Krzysztof Szczepaniak
{"title":"Innovation System in a Global Context: A Panel Approach","authors":"Anna Wojewnik-Filipkowska, A. Zamojska, Krzysztof Szczepaniak","doi":"10.1007/978-3-030-15581-0_19","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_19","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129403959","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_5
Marta Chylińska
{"title":"The Post-Crisis Insight into Nickel Pricing on the London Metal Exchange","authors":"Marta Chylińska","doi":"10.1007/978-3-030-15581-0_5","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_5","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"76 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125444123","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_16
Joanna Adamska‐Mieruszewska, Urszula Mrzygłód, M. Skurczyński
{"title":"Understanding the Overfunding in Crowdfinancing: The Elements of Attractiveness","authors":"Joanna Adamska‐Mieruszewska, Urszula Mrzygłód, M. Skurczyński","doi":"10.1007/978-3-030-15581-0_16","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_16","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134497407","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_8
P. Gazzola, Valentina Beretta, Piero Mella
{"title":"The Lohmann-Ruchti Effect in the Development of Corporate Capital","authors":"P. Gazzola, Valentina Beretta, Piero Mella","doi":"10.1007/978-3-030-15581-0_8","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_8","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"176 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125183637","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-030-15581-0_10
Paweł Mielcarz, Oussama Ben Hmiden, Dmytro Osiichuk
{"title":"Presaging a Déjà Vu… The Impact of Leverage and Investment on Operating Performance Under Negative Demand-Driven Shocks","authors":"Paweł Mielcarz, Oussama Ben Hmiden, Dmytro Osiichuk","doi":"10.1007/978-3-030-15581-0_10","DOIUrl":"https://doi.org/10.1007/978-3-030-15581-0_10","url":null,"abstract":"","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115846365","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The funds transfer pricing (FTP) structure has become a base for the process of asset and liability management (ALM) in a modern bank. According to the supervisory documents, FTP is thus a regulatory constraint and an important tool in the ALM process. What is more institutions should have an adequate internal transfer pricing mechanism based on reference rate delivered from the market in a form of the yield curve. The fragility and sensitivity of the reference yield in time could have huge consequences for the liquidity risk management process.
{"title":"The Role of a Reference Yield Fitting Technique in the Fund Transfer Pricing Mechanism","authors":"Ewa Dziwok","doi":"10.15611/PN.2019.2.02","DOIUrl":"https://doi.org/10.15611/PN.2019.2.02","url":null,"abstract":"The funds transfer pricing (FTP) structure has become a base for the process of asset and liability management (ALM) in a modern bank. According to the supervisory documents, FTP is thus a regulatory constraint and an important tool in the ALM process. What is more institutions should have an adequate internal transfer pricing mechanism based on reference rate delivered from the market in a form of the yield curve. The fragility and sensitivity of the reference yield in time could have huge consequences for the liquidity risk management process.","PeriodicalId":366368,"journal":{"name":"Contemporary Trends and Challenges in Finance","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114504264","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}