Results 11 to 20 of about 6,264,965 (299)
Systemic risk shifting in financial networks [PDF]
Journal of Economic Theory, 2021 Banks face different but potentially correlated risks from outside the financial system. Financial connections can share these risks, but also create the means by which shocks can propagate.
Matthew Elliott +2 more
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Risk-shifting, concentration risk, and heterogeneous borrowers
International Economics and Economic Policy, 2019 AbstractThis article analyzes the effect of endogenous valuations-based capital requirements on risk-shifting in a closed economy DSGE Model. It adds to the existing literature by including concentration risk into the portfolio allocation of the commercial banks.
Jens Fittje, Fittje, Jens
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Captured Equity Holders and Risk Shifting
Journal of Banking & Finance, 2022 <div> Sibling mutual funds often invest in the same firm’s debt and equity. In a third of these shared <span>positions, the fund family generates more income managing the debt. I argue that equity positions </span><span>in such cases are captured and construct a firm-level measure of captured equity holdings ...
Farroukh, Abed El Karim
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Random Shifting and Scaling of Insurance Risks [PDF]
Risks, 2014 Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money.
Enkelejd Hashorva, Lanpeng Ji
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Payout Restrictions and Bank Risk-Shifting
Staff Reports (Federal Reserve Bank of New York)What are the effects of payout restrictions on bank risk-shifting? To answer this question, we exploit the restriction policies imposed during the Covid-crisis on US banks as a natural experiment. Using a high-frequency differences-in-differences empirical strategy, we show that, when share buybacks are banned and dividends restricted, banks’ equity ...
Fulvia Fringuellotti, Thomas Kroen
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Risk-Shifting, Equity Risk, and the Distress Puzzle [PDF]
Journal of Corporate Finance, 2015 Higher default probabilities are associated with lower future stock returns. The anomaly cannot be explained by strategic shareholder actions, traditional risk factors, characteristics, or mispricing, but, instead, is consistent with a risk-shifting hypothesis.
Keming Li, Jimmy Lockwood, Hong Miao
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Journal of Monetary Economics, 2017 We identify a component of monetary policy news that is extracted from high-frequency changes in risky asset prices. These surprises, which we call "risk shifts", are uncorrelated, and therefore complementary, to risk-free rate surprises. We show that (i) risk shifts capture the lion's share of stock price movements around FOMC announcements; (ii ...
Kroencke, T. A. +2 more
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Task shifting of cardiovascular disease risk assessment to Anganwadi Worker in Northern India
Journal of Family Medicine and Primary Care, 2022 Background: Cardiovascular diseases (CVDs) cause significant morbidity and mortality worldwide. Task shifting in various forms has been adopted extensively around the world in an effort to increase access to CVD risk assessment for early identification ...
Unnas +4 more
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Scandinavian Journal of Primary Health Care, 2020 Objective: To describe experiences among general practitioners (GPs) in Norway regarding horizontal task shifting experiences associated with adverse events that potentially put patient safety at risk.
Kirsti Malterud +2 more
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Shift or night shift work and dementia risk: a systematic review.
European review for medical and pharmacological sciences, 2021 Dementia is a neurodegenerative disorder characterized by a progressive decline in multiple cognitive domains. Individual and/or environmental risk factors, i.e., aging, are involved in its pathogenesis. It is possible that shift and night works, affecting circadian rhythms, may contribute to the occurrence/progression of the disease. Therefore, aim of
Leso V. +3 more
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