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Application of Monte Carlo simulation methods in risk management
Journal of Business Economics and Management, 2007 The paper deals with Monte Carlo simulation method and its application in Risk Management. The author with the help of MATLAB 7.0 introduces new modification of Monte Carlo algorithm aimed at fast and effective calculation of financial organization's ...
Alexander Suhobokov
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Sovereign Risk and Bank Risk-Taking [PDF]
SSRN Electronic Journal, 2016 I propose a dynamic general equilibrium model in which strategic interactions between banks and depositors may lead to endogenous bank fragility and slow recovery from crises. When banks' investment decisions are not contractible, depositors form expectations about bank risk-taking and demand a return on deposits according to their risk.
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THE ROLE OF GEOGRAPHICAL INDICATIONS ON CITY BRANDING [PDF]
Annals of the University of Craiova: Economic Sciences Series, 2020 In todays globalizing world, competition is not only among products, services or companies, but also between countries and cities. From this point of view, it is important that cities that want to gain advantage against to their competitors, should put ...
Elif Pınar Başkaya, Ayça Can Kırgız
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Revista Finanzas y Política Económica, 2020 This paper analyzes the effects of market concentration and income diversification on the financial stability of the world banking system. It uses the GMM estimator proposed by Arellano and Bover (1995) to study 206 countries between 1994 and 2015.
Jorge Andrés Muñoz Mendoza +3 more
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Bank Specific Risks and Financial Stability Nexus: Evidence From Pakistan
Frontiers in Psychology, 2022 This article investigates the nexus between bank-specific risks and the financial stability of the banks for a panel data set of 15 scheduled banks in Pakistan over a 12-year period from 2009 to 2020.
Zhengmeng Chai +5 more
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Dependence of Stock Returns in Bull and Bear Markets
Dependence Modeling, 2013 Despite of its many shortcomings, Pearson’s rho is often used as an association measure for stock returns. A conditional version of Spearman’s rho is suggested as an alternative measure of association. This approach is purely nonparametric and avoids any
Dobric Jadran +2 more
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Studies in Business and Economics, 2022 This study analyzes the effect of housing prices on banking performance in Korea. The findings of the study reveal that the impact of housing price changes on banking performance was different in the commercial banks, regional banks and specialized banks.
Heonyong Jung
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Predicting take-up of home loan offers using tree-based ensemble models: A South African case study
South African Journal of Science, 2021 We investigated different take-up rates of home loans in cases in which banks offered different interest rates. If a bank can increase its take-up rates, it could possibly improve its market share.
Tanja Verster +3 more
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Revenue Diversification, Performance and Bank Risk: Evidence from Indonesia
Jurnal Dinamika Manajemen, 2016 This paper examines the effect of revenue diversification on bank performance and bank risk by studying 101 conventional commercial banks in Indonesia over the period of 2010-2014 resulting in 505 observations.
Mutiara Nur Hafidiyah, Irwan Trinugroho
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SSRN Electronic Journal, 2014 The article deals with the nature, the basic principles and objectives of the bank risk management system under modern conditions and developed a scheme of risk management.
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