Relevant bibliographies by topics / Swaps (Finance)

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Swaps (Finance)'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 August 2024

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Journal articles on the topic "Swaps (Finance)"

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Sivakumar, Sivaprakasam, and Anita Mathew. "Currency Swaps: An Instrument of International Finance." Vikalpa: The Journal for Decision Makers 21, no. 2 (April 1996): 3–14. http://dx.doi.org/10.1177/0256090919960201.

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A currency swap involves exchange of principal and interest payments in two different currencies between two parties. Swaps are off balance sheet transactions and have grown at a phenomenal rate. This article by Sivaprakasam Sivakumar and Anita Mathew focuses on the development of the swap market, presents an overview of currency swaps, and analyses the participants. It also discusses the basic types of swaps, assesses the risks and regulatory means of minimizing the risks, focuses on the practical applications, and evaluates the relevance of swaps to India.
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Merener, Nicolas. "Swap rate variance swaps." Quantitative Finance 12, no. 2 (February 2012): 249–61. http://dx.doi.org/10.1080/14697688.2010.497493.

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Davies, Dick, David Hillier, Andrew Marshall, and King Fui Cheah. "Pricing Interest Rate Swaps in Malaysia." Review of Pacific Basin Financial Markets and Policies 07, no. 04 (December 2004): 493–507. http://dx.doi.org/10.1142/s0219091504000251.

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This paper compares the theoretical price of interest rate swaps implied from the yield curve with the actual Kuala Lumpur Interbank Offer Rates used for swap resets in the Malaysian swap market for both semi-annual and annual interest rate swaps between 1996 and 2002. As far as we are aware no previous paper has considered pricing swaps in a less established derivative markets. Our empirical results indicate significant and persistent differences between the theoretical implied price and the actual reset price for both swaps over the sample period. This finding has implications for traders and banks in pricing swaps in Malaysia and more generally for pricing swaps in less established or illiquid markets or where capital controls have been introduced.
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Schoutens, Wim. "Moment swaps." Quantitative Finance 5, no. 6 (December 2005): 525–30. http://dx.doi.org/10.1080/14697680500401490.

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Visvanathan, Gnanakumar. "Who Uses Interest Rate Swaps? a Cross-Sectional Analysis." Journal of Accounting, Auditing & Finance 13, no. 3 (July 1998): 173–200. http://dx.doi.org/10.1177/0148558x9801300301.

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Empirical analysis in this study examines factors that explain the use of interest rate swaps by nonfinancial firms in the Standard & Poor's 500. Consistent with asymmetric information and agency cost theories, firms with significant expected financial distress costs use swaps to transform short-term debt into long-term fixed-rate debt. Debt maturity structure, but not interest rate sensitivity, is significant in the decision to use a swap. Credit quality differentials or expectations of improving financial prospects are not significant in distinguishing among swap users.
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Gil-Bazo, Javier. "The value of the ‘swap’ feature in equity default swaps." Quantitative Finance 6, no. 1 (February 2006): 67–74. http://dx.doi.org/10.1080/14697680500467822.

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Naumenkova, Svitlana, Volodymyr Mishchenko, Igor Chugunov, and Svitlana Mishchenko. "Debt-for-nature or climate swaps in public finance management." Problems and Perspectives in Management 21, no. 3 (September 21, 2023): 698–713. http://dx.doi.org/10.21511/ppm.21(3).2023.54.

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Considering climate change and growing ecological threats, achieving climate neutrality requires close attention from the state and the involvement of new tools, including those of the so-called green financing. This paper aims to determine the feasibility of combining the tasks of reducing the debt burden and expanding investments in environmental programs in Ukraine, using innovative tools for public finance management, such as debt-for-nature and debt-for-climate swaps. It substantiated the necessity of coordinating debt-for-environment investment programs within the framework of Ukraine’s National Recovery Plan and initiatives implemented in Ukraine with the active participation of the World Bank Group. The advantages of this approach are ensuring clear interaction with international financial institutions and expanding the practice of greening public management. Based on statistical data for 2009–2022, the results demonstrate the growth of negative debt dynamics and characterize limited financing environmental restoration in Ukraine. Relying on international practices, the study conducted a comparative analysis to identify the most significant characteristics of the new debt green conversion instruments as well as the advantages and limitations of their use in Ukraine. The paper offers scenarios for implementing the concept of debt-for-nature exchange in the conditions of Ukraine. It shows the result of the formation of a new debt payment profile. These findings can raise state authorities’ awareness of making proper decisions regarding debt policy and public finance management. AcknowledgmentThe study presents the results of a study conducted as part of the scientific project “Formation of the foundations of nationally rooted stability and security of the economic development of Ukraine in the conditions of the hybrid “peace-war” system” (state registration number 0123U100965).
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Smith, Donald J. "Valuing Interest Rate Swaps UsingOvernight Indexed Swap (OIS) Discounting." Journal of Derivatives 20, no. 4 (May 31, 2013): 49–59. http://dx.doi.org/10.3905/jod.2013.20.4.049.

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Berd, Arthur. "Recovery swaps." Journal of Credit Risk 1, no. 3 (2005): 61–70. http://dx.doi.org/10.21314/jcr.2005.020.

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Bierman, Harold. "Accounting for Interest Rate Swaps." Journal of Accounting, Auditing & Finance 2, no. 4 (October 1987): 396–408. http://dx.doi.org/10.1177/0148558x8700200407.

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There are major accounting issues for both the counterparties and the principal of an interest rate swap transaction. Currently, the market for swaps well exceeds $150 billion, and at this writing there are no explicit accounting standards for such transactions. This paper defines the basic swap transaction and the relevant accounting issues and offers possible solutions. Notes to the financial statements are needed to reveal the changes in risk, both to the counterparties and to the principal.
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Dissertations / Theses on the topic "Swaps (Finance)"

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Masutha, Ndinae Nico. "Pricing swaptions on amortising swaps." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29514.

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In this dissertation, two efficient approaches for pricing European options on amortising swaps are explored. The first approach is to decompose the pricing of a European amortising swaption into a series of discount bond options, with an assumption that the interest rate follows a one-factor affine model. The second approach is using a one-dimensional numerical integral technique to approximate the price of European amortising swaption, with an assumption that the interest rate follows an additive two-factor affine model. The efficacy of the two methods was tested by making a comparison with the prices generated using Monte Carlo methods. Two methods were used to accelerate the convergence rate of the Monte Carlo model, a variance reduction method, namely the control variates technique and a method of using deterministic low-discrepancy sequences (also called quasi-Monte Carlo methods).
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Guo, Biao. "Essays on credit default swaps." Thesis, University of Nottingham, 2013. http://eprints.nottingham.ac.uk/13101/.

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This thesis is structured to research on a financial derivative asset known as a credit default swap (CDS). A CDS is a contract in which the buyer of protection makes a series of payments (often referred to as CDS spreads) to the protection seller and, in exchange, receives a payoff if a default event occurs. A default event can be defined in several ways, including failure to pay, restructuring or rescheduling of debt, credit event repudiation, moratorium and acceleration. The main motivation of my PhD thesis is to investigate the determinants of the changes of CDS spreads and to model the evolution of spreads. Two widely traded types are corporate and sovereign CDS contracts, the first has as its underlying asset a corporate bond and, hence, hedges against the default risk of a company; the second type hedges against the default risk of a sovereign country. The two contract types have different risk profiles; for example, it is known that liquidity premium with different maturity varies significantly for a corporate CDS but less so for a sovereign CDS because, in contrast with the corporate markets where a majority of the trading volume is concentrated on the 5-year CDS, the sovereign market has a more uniform trading volume across maturities. In light of the difference, this thesis is divided into four parts. Part A introduces the motivation and research questions of this thesis, followed by literature review on debt valuation, with emphasis on default and liquidity spreads modelling. Part B aims at the role liquidity risk plays in explaining the changes in corporate CDS spreads. Part C models sovereign CDS spreads with macro and latent factors in a no-arbitrage framework. Part D concludes this thesis with a list of limitations and further research direction.
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Wang, Qian Sarah, and 王倩. "The real effects of credit default swaps." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48329575.

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In recent years, concerns have been raised about the real effects of credit default swaps (CDS) on the economy. Different from the hitherto accepted view that derivatives are redundant, CDS may affect the credit risk and strategic liquidity decision of the reference entities. In this dissertation, I use a unique, comprehensive sample covering 901 CDS introductions on North American corporate issuers, between June 1997 and April 2009, to address these questions. In chapter 2, I investigate whether CDS trading increases the credit risk of the reference entities. I find that the probability of both a credit rating downgrade and bankruptcy increase after the inception of CDS trading. This finding is robust to controlling for the endogeneity of CDS trading in difference-in-difference analysis, propensity score matching, and treatment regressions with instruments. In further corroboration of our basic results, I explore the mechanism behind the increased credit risk after CDS trading, and show that firms with relatively larger amounts of CDS contracts outstanding, and those with more “no restructuring” contracts, are more adversely affected by CDS trading. In chapter 3, I further investigate the effect of CDS on corporate cash holding policies. U.S. firms are holding more cash than at any time in nearly half a century. I find that CDS trading affects corporate cash holdings. Corporate cash holdings increase after the inception of CDS trading. The impact is significant after controlling for the endogeneity of CDS trading. Moreover, cash-to-assets ratios for firms with larger CDS contracts outstanding, and those with less access to financial market are more affected by CDS trading. The impact of CDS is beyond the direct effect of line of credit on cash holdings.
published_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy
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Levy, Ariel. "Essays on credit default swaps." Diss., Restricted to subscribing institutions, 2009. http://proquest.umi.com/pqdweb?did=1872060451&sid=3&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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Shan, Chenyu, and 陜晨煜. "Credit default swaps (CDS) and loan financing." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B5089965X.

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As evidenced by its market size, credit default swaps (CDSs) has been the cornerstone product of the credit derivatives market. The central question that I attempt to answer in this thesis is: why and how does the introduction of CDS market affect bank loan financing? Theoretical works predict some potential effects from CDS market, but empirical evidence is still rare. This dissertation empirically examines the effects of CDS trading on bank loan financing. In chapter one, I find that banks increase average loan amount and charge higher loan spread after the onset of CDS trading on the borrower’s debt. Also, credit quality of the borrower deteriorates for those with active CDS trading. These findings suggest that banks tend to take on more credit risk by issuing larger loans and by lending to riskier firms that could not obtain bank loan in the absence of CDS. The risk-taking by banks ultimately transmitted to higher bank-level risk profile. The second chapter is the first empirical study of CDS’ role in determining loan syndicate structure. I find larger lead bank share when CDS is in place. Moreover, participation of credit derivatives trading by lead banks is much larger than by the participants, suggesting that lead banks have better chance to use CDS to their own advantage. Further analysis shows that lead banks retain an even larger share when it is more experienced dealing with the borrower and when information asymmetry between the lender and the borrower is less severe. Different from conventional wisdom about moral hazard in syndicated lending, our findings suggest that the lead bank likely takes on more credit risk voluntarily due to its increased financing capacity. The third chapter focuses on the effects of CDS on debt contracting. Given that current evidence does not show CDS reduces average cost of debt, we conjecture that the diversification benefit is reflected by relaxation of restrictions imposed on borrowers. Consistent with our hypothesis, we find the marginal effect from CDS trading on covenant strictness measure is 16.8% on average. One standard deviation increase in the number of outstanding CDS contracts loosens net worth covenants by approximately 8.9%. Using various endogeneity controls, we are able to show the loosening of covenants is due to the reduced level of debtholder-shareholder conflict. Furthermore, the loosening effect is stronger when the expected renegotiation cost is larger, consistent with the view that CDS mitigates contracting friction and improves contracting efficiency. Overall, this dissertation attempts to provide first empirical evidence on how CDS affects bank loan financing. We focus the analysis on loan issuance, syndicate structure and contracting. The findings suggest that banks lend to riskier borrowers in the presence of CDS. On a positive note, banks tend to impose less restrictive covenants on its borrower, which may mitigate frictions in lending market in terms of ex ante bargaining and ex post renegotiation cost.
published_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy
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Rauch, Johannes. "Discretisation-invariant swaps and higher-moment risk premia." Thesis, University of Sussex, 2016. http://sro.sussex.ac.uk/id/eprint/61473/.

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This thesis introduces a general framework for model-free discretisation-invariant swaps. In the first main chapter a novel design for swap contracts is developed where the realised leg is modified such that the fair value is independent of the monitoring partition. An exact swap rate can then be derived from the price aportfolio of vanilla out-of-the-money options without any discrete-monitoring or jump errors. In the second main chapter the P&Ls on discretisation-invariant swaps associated with the variance, skewness and kurtosis of the log return distribution are used as estimators for the corresponding higher-moment risk premia. An empirical study on the S&P 500 investigates the factors determining these risk premia for different sampling frequencies and contract maturities. In the third main chapter the dynamics of conventional and discretisation-invariant variance swaps and variance risk premia are compared in an affine jump-diffusion setting. The ideas presented in this thesis set the ground for many interesting and practically relevant applications.
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Chalioulias, Panagiotis. "Der swap im System aleatorischer Verträge /." Baden-Baden : Nomos, 2007. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016031357&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Collin-Dufresne, Pierre. "Quatre essais en finance en temps continu." Jouy-en Josas, HEC, 1998. http://www.theses.fr/1998EHEC0055.

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Les quatre chapitres de cette these portent sur l'evaluation d'actifs financiers dont les prix sont fonctions de variables d'etats qui suivent des processus stochastiques dit d'ito. Les deux premiers chapitres portent plus particulierement sur la modelisation et l'analyse de la structure par terme des taux d'interet en equilibre partiel (la seule restriction imposee est l'absence d'arbitrage). Les deux derniers traitent des restrictions imposees par l'equilibre general sur les prix des actifs financiers et les taux d'interets. Le premier chapitre analyse la structure des taux implicite dans les contrats swap. L'accent est mis, en particulier, sur les relations entre cette structure des taux de swap, les taux libor (taux interbancaires servant de references aux swap) et les structures des taux calculees a partir des obligations d'etat. Le deuxieme chapitre propose un modele de la structure des taux (pour des obligations sans risque de contrepartie) a deux facteurs. L'un des facteurs est lie au niveau des prix des obligations, l'autre a la volatilite des prix des obligations. Le troisieme chapitre analyse les restrictions imposees par l'equilibre general sur la dynamique des prix et des taux d'interet dans une economie d'echange. L'accent est mis sur le cas ou l'agent representatif possede une fonction d'utilite separable dans le temps. Le dernier chapitre, introduit de maniere explicite la monnaie dans un modele d'equilibre general en economie de production, afin d'analyser les relations entre la dynamique de variables "purement" monetaires et l'evolution des prix de contrats financiers
The four chapters of this thesis cover topics in continuous-time asset pricing. A com, mon assumption is that securities, that are being priced, depend on a set of state variables that follow ito processes. The two first chapters focus on term structure modelling in a partial equilibrium setting (the only restriction imposed is the absence of arbitrage). The last two chapters focus on general equilibrium models of asset prices and interest rates. The first chapter develops a model of the term structure of swap rates. It emphasizes the impact of default risk on the relative spreads between the top-quality corporate term structure, the swap term structure and the treasury term structure. The second chapter develops a two-factor model of the term structure of interest rates. One of the factors affects the level of the term structure, the other affects the volatility of bond yields. The third chapter analyses restrictions imposed by a general-equilibrium exchange economy on the dynamics of asset prices and interest rates. A particular emphasis is put on the case of a representative agent with time-separable utility function. The fourth and last chapter introduces money in an international general-equilibrium production economy. It emphasizes the impact of money non-neutrality on asset prices, interest rates and exchange rates
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Du, Wenxin. "Essays in International Finance." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10902.

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This dissertation consists of three essays in international finance. The first two essays study emerging market sovereign risk with a focus on local currency denominated sovereign bonds. The third essay examines econometric tools for robust inference in the presence of missing observations, an issue frequently encountered by researchers in international finance.
Economics
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XUE, Xinshu. "The impact of credit default swaps on corporate investment policy." Digital Commons @ Lingnan University, 2015. https://commons.ln.edu.hk/fin_etd/14.

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Credit Default Swaps (CDSs) play an important role in the financial markets. The introduction of CDSs has impacts on the bond market, and the financial characteristics and creditworthiness of the underlying reference entities. When financing is not frictionless, the investment policies of firms are related to their financial conditions. However, whether or how the introduction of CDS will directly affect the investment policy of the firm has not been examined empirically in the literature. To shed light on this issue, my study investigates the relation between credit default swaps trading and corporate investment policy for the listed firms in the United States using the data of CDS reference entities from 2002 to 2014. I find that the introduction of CDSs is negatively related to the investment decisions of reference entities. Furthermore, the relation is more significant when the reference entities have financial constraints and depend more on external credit supply. Overall, when a listed firm becomes a CDS reference entity, the probability of its underinvestment will increase. The study contributes not only to the growing literature on the relationship between CDS introduction and the reference firm, but also to the literature on corporate investment policy making.
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Books on the topic "Swaps (Finance)"

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F, Marshall John. Understanding swap finance. Cincinnati, OH: South-Western Pub. Co., 1990.

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Decovny, Sherree. Swaps. New York: Woodhead-Faulkner, 1992.

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F, Marshall John. Understanding swaps. New York: Wiley, 1993.

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F, Marshall John. The swaps market. 2nd ed. Miami, Fla: Kolb Pub. Co., 1993.

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Daugaard, Daniel. The swaps handbook. Sydney: Financial Training and Analysis Services, 1991.

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Daugaard, Daniel. The swaps handbook. Sydney: Financial Training and Analysis Services, 1991.

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Kolb, Robert W. Futures, options, and swaps. 3rd ed. Malden, MA: Blackwell Publishers, 1999.

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Kolb, Robert W. Futures, options, and swaps. 4th ed. Malden, Mass: Blackwell, 2003.

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Kolb, Robert W. Futures, options, and swaps. Miami, Fla: Kolb Pub. Co., 1994.

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Kolb, Robert W. Futures, options, and swaps. 2nd ed. Malden, Mass: Blackwell Publishers, 1997.

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Book chapters on the topic "Swaps (Finance)"

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Mondello, Enzo. "Swaps." In Finance, 845–915. Wiesbaden: Springer Fachmedien Wiesbaden, 2017. http://dx.doi.org/10.1007/978-3-658-13199-9_14.

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Mele, Antonio, and Yoshiki Obayashi. "Interest Rate Swaps." In Springer Finance, 59–124. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-26523-0_3.

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Mondello, Enzo. "Futures, Forwards und Swaps." In Finance: Investments, 453–81. Wiesbaden: Springer Fachmedien Wiesbaden, 2023. http://dx.doi.org/10.1007/978-3-658-36804-3_13.

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Härdle, Wolfgang Karl, and Elena Silyakova. "Variance swaps." In Statistical Tools for Finance and Insurance, 201–23. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-18062-0_6.

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Mondello, Enzo. "Futures, Forwards und Swaps." In Finance: Angewandte Grundlagen, 383–408. Wiesbaden: Springer Fachmedien Wiesbaden, 2018. http://dx.doi.org/10.1007/978-3-658-21579-8_12.

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Wang, Peijie. "Currency Swaps." In The Economics of Foreign Exchange and Global Finance, 1–14. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-00100-0_14.

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Pilbeam, Keith. "Currency Derivatives: Futures, Options and Swaps." In International Finance, 335–74. London: Macmillan Education UK, 1998. http://dx.doi.org/10.1007/978-1-349-26630-2_13.

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Pilbeam, Keith. "Currency Derivatives: Futures, Options and Swaps." In International Finance, 317–51. London: Macmillan Education UK, 2013. http://dx.doi.org/10.1007/978-1-137-11637-6_13.

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Overdahl, James A. "Derivative Contracts: Futures, Options, and Swaps." In Finance Ethics, 223–38. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266298.ch12.

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Pilbeam, Keith. "Currency Derivatives: Futures, Options and Swaps." In International Finance, 323–57. London: Macmillan Education UK, 2006. http://dx.doi.org/10.1007/978-1-137-10283-6_13.

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Conference papers on the topic "Swaps (Finance)"

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Atrissi, Nizar, and Maya Akoum. "CREDIT DEFAULT SWAPS AND THE ARAB UPRISING." In Annual International Conferences on Accounting and Finance. Global Science & Technology Forum (GSTF), 2012. http://dx.doi.org/10.5176/2251-1997_af98.

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Alexopoulos, Georgios. "THE ECB’S FINANCIAL STABILITY IMPACT ON CREDIT DEFAULT SWAPS MARKET." In 16th Economics & Finance Conference, Prague. International Institute of Social and Economic Sciences, 2022. http://dx.doi.org/10.20472/efc.2022.016.001.

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Shear, Falik, Hilal Anwar Butt, and Imtiaz Badshah. "AN ANALYSIS OF THE RELATIONSHIP BETWEEN THE SOVEREIGN CREDIT DEFAULT SWAPS AND THE STOCK MARKET OF PAKISTAN THROUGH HANDLING OUTLIERS." In 8th Economics & Finance Conference, London. International Institute of Social and Economic Sciences, 2017. http://dx.doi.org/10.20472/efc.2017.008.010.

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Trevisani, Davide, José Germán López, Chris Kenyon, Carlos Vázquez, and Mourad Berrahoui. "Rationale and Design of a Scope 3 Capital Charge." In Congreso XoveTIC: impulsando el talento científico (6º. 2023. A Coruña). Servizo de Publicacions. Universidade da Coruña, 2023. http://dx.doi.org/10.17979/spudc.000024.38.

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Climate change is caused by greenhouse gas emissions, and governments have introduced over seventy carbon pricing instruments (CPIs). Banks finance a significant fraction of global emissions, and many have committed to reduce their facilitated, or Scope 3, emissions to (net) zero by 2050. However, it is possible that governments will introduce a CPI impacting banks on their Scope 3 emissions earlier. Here we design a Scope 3 capital charge to make banks resilient against the possibility, albeit not certainty, that governments could introduce such a Scope 3 CPI. Based on interest rate swaps, our numerical examples are financially significant for counterparties with significant emissions. The contribution of this work is to provide a technical basis for banks to be sufficiently resilient
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Shimada, Junji, Toyoharu Takahashi, Tatsuyoshi Miyakoshi, and Yoshihiko Tsukuda. "An Empirical Analysis of Japanese Interest Rate Swap Spread." In Proceedings of the International Workshop on Finance 2011. WORLD SCIENTIFIC, 2012. http://dx.doi.org/10.1142/9789814407335_0007.

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Reports on the topic "Swaps (Finance)"

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Shirai, Sayuri. An Overview on Climate Change, Environment, and Innovative Finance in Emerging and Developing Economies. Asian Development Bank Institute, December 2022. http://dx.doi.org/10.56506/drtf8552.

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The global economy has been facing a series of adverse shocks in recent years including the COVID-19 pandemic, climate crisis, the Russian invasion of Ukraine, high inflation, and interest rate shocks driven by global monetary policy normalization. The high cost of fossil fuels since 2021, moreover, has reminded the world that investment for clean energy projects has been severely inadequate due to limited implementation of climate policies and limited capital inflows to financing decarbonization efforts. While overdependence on fossil fuels might be inevitable currently, the world needs to accelerate transition to carbon neutrality and also begin to cope with nature capital stock and biodiversity losses, which are happening at an alarming pace. In particular, more financial support should be provided to emerging and developing economies (EMDEs) to help achieve climate and environmental goals and other sustainable development goals (SDGs). We give an overview of some innovative finance schemes applicable to EMDEs, including blended finance to mobilize more private capital to climate and environmental projects and debt-for-climate swaps (or debt-for-nature swaps), to provide de facto grants to small high-debt economies in exchange for climate projects (or nature protection). We also provide some suggestions for further actions through better coordination among donor and recipient nations led by G7 and G20 nations.
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