Results 11 to 20 of about 5,554 (110)
The impact of network inhomogeneities on contagion and system stability [PDF]
, 2012 This work extends the contagion model introduced by Nier et al. (2007) to inhomogeneous networks. We preserve the convenient description of a financial system by a sparsely parameterized random graph but add several relevant inhomogeneities, namely well ...
Hübsch, Arnd, Walther, Ursula
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Regulator-based risk statistics for portfolios
, 2020 Risk statistic is a critical factor not only for risk analysis but also for financial application. However, the traditional risk statistics may fail to describe the characteristics of regulator-based risk.
Deng, Xiaochuan, Sun, Fei
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Problems and Perspectives in Management, 2022 Faulty board configurations associated with risk management practices are alleged to be the primary sources of most corporate failures. Therefore, experts have suggested that firms should adopt holistic risk management practices.
Martins Mustapha Abu +2 more
semanticscholar +1 more source
Beyond VaR and CVaR: Topological Risk Measures in Financial Markets
, 2023 This paper introduces a novel approach to financial risk assessment by incorporating topological data analysis (TDA), specifically cohomology groups, into the evaluation of equities portfolios.
Jha, Amit Kumar
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Wseas Transactions on Business and Economics, 2022 With the advancement in the global economy, corporate risk management has been more impactfully implemented by firms and equally become a topic of scholarly studies. However, most of these studies are from different contexts. The purpose of this study is
Martins Mustapha Abu, A. Ibrahim
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On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making [PDF]
, 2023 We study the effect of stochastic feeding costs on animal-based commodities with particular focus on aquaculture. More specifically, we use soybean futures to infer on the stochastic behaviour of salmon feed, which we assume to follow a Schwartz-2-factor
Ewald, Christian Oliver, Kamm, Kevin
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Financial Risk Management in 2020's Recession: Evidence from ASEAN Countries
Petra International Journal of Business Studies, 2022 This study aims to determine the effect of bank financial risk consisting of liquidity risk, credit risk, and other factors on bank stability. This study took samples from 41 open conventional banks in five ASEAN countries that experienced crises, namely
Andreas Krisvian, R. Rokhim
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International journal of economics, business and management research, 2022 The obyective of this study to examine the effect of Enterprise Risk Management (ERM), Good Corporate Governance (GCG), and Corporate Social Responsibility (CSR) on profitability and firm value.
Rikza Fahrunisa, Sutrisno
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KnE Social Sciences, 2021 The objective of this study was to analyze the effects of enterprise risk management (ERM) disclosure, leverage, firm size and profitability on firm value, which is proxied by Tobin’s Q. High corporate value can reflect the shareholders’ wealth.
Dihin Septyanto, Ikhwan Maulid Nugraha
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Risk in a large claims insurance market with bipartite graph structure
, 2015 We model the influence of sharing large exogeneous losses to the reinsurance market by a bipartite graph. Using Pareto-tailed claims and multivariate regular variation we obtain asymptotic results for the Value-at-Risk and the Conditional Tail ...
Kley, Oliver +2 more
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