| dc.contributor.author | Martinkutė-Kaulienė, Raimonda | |
| dc.date.accessioned | 2023-09-18T20:37:08Z | |
| dc.date.available | 2023-09-18T20:37:08Z | |
| dc.date.issued | 2014 | |
| dc.identifier.issn | 2353-883X | |
| dc.identifier.other | (BIS)VGT02-000030166 | |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/151382 | |
| dc.description.abstract | The objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data. The analysis led to the conclusion, that the main risks typical for derivatives contracts and their traders are market risk, liquidity risk, credit and counterparty risk, legal risk and transactions risk. Pricing risk and systemic risk is also quite important. The analysis showed that market risk is the most important kind of risk that in many situations influences the level of remaining risks. | eng |
| dc.format | PDF | |
| dc.format.extent | p. 71-83 | |
| dc.format.medium | tekstas / txt | |
| dc.language.iso | eng | |
| dc.relation.isreferencedby | CEEOL – Central and Eastern European Online Library | |
| dc.relation.isreferencedby | Index Copernicus | |
| dc.source.uri | http://www.eber.uek.krakow.pl/index.php/eber/article/view/62/pdf_5 | |
| dc.subject | VE01 - Aukštos pridėtinės vertės ekonomika / High value-added economy | |
| dc.title | Risk factors in derivatives markets | |
| dc.type | Straipsnis kitoje DB / Article in other DB | |
| dcterms.references | 30 | |
| dc.type.pubtype | S3 - Straipsnis kitoje DB / Article in other DB | |
| dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
| dc.contributor.faculty | Verslo vadybos fakultetas / Faculty of Business Management | |
| dc.subject.researchfield | S 004 - Ekonomika / Economics | |
| dc.subject.ltspecializations | L103 - Įtrauki ir kūrybinga visuomenė / Inclusive and creative society | |
| dc.subject.en | Risk | |
| dc.subject.en | Factor | |
| dc.subject.en | Derivative security | |
| dc.subject.en | Option contract | |
| dc.subject.en | Forward | |
| dc.subject.en | Future contract | |
| dc.subject.en | Swap | |
| dcterms.sourcetitle | Entrepreneurial business and economics review (EBER). New developments in international business and economics in CEEs | |
| dc.description.issue | no. 4 | |
| dc.description.volume | Vol. 2 | |
| dc.publisher.name | Kracow university of economics | |
| dc.publisher.city | Kracow | |
| dc.identifier.doi | 10.15678/EBER.20 14.020405 | |
| dc.identifier.elaba | 8291598 | |
