Extension of Spot Recovery Model for Gaussian Copula [PDF]
Heightened systematic risk in the credit crisis has created challenges to CDO pricing and risk management. One important focus has been on the modeling of stochastic recovery.
Li, Hui
core +1 more source
Hedging Pure Endowments with Mortality Derivatives [PDF]
, 2010 In recent years, a market for mortality derivatives began developing as a way to handle systematic mortality risk, which is inherent in life insurance and annuity contracts.
Wang, Ting, Young, Virginia R.
core
The systematic risk estimation models: A different perspective. [PDF]
Heliyon, 2020 Phuoc LT, Pham CD.
europepmc +1 more source
Analysis of The Impact of Risks in The Turkish Banking Sector on Investor Behavior
Current Perspectives in Social SciencesThis research examined the effects of Turkish banking risks on investor behavior. this context, the period of nine deposit banks covering the period between 2008:Q3-2019:Q3 was analyzed using panel regression estimators.
Selim Başar, Hikmet Akyol
doaj +1 more source
Tail Risks Across Investment Funds
Finanse i Prawo FinansoweThe purpose of the article. Managed portfolios are subject to tail risks, which can be either index level (systematic) or fund-specific. Examples of fund-specific extreme events include those due to big bets or fraud.
Jerchern Lin
doaj +1 more source
A systematic risk-based strategy to select personal protective equipment for infectious diseases. [PDF]
Am J Infect Control, 2020 Jones RM +4 more
europepmc +1 more source
At the intersection of precision medicine and population health: an implementation-effectiveness study of family health history based systematic risk assessment in primary care. [PDF]
BMC Health Serv Res, 2020 Orlando LA +11 more
europepmc +1 more source
Risk Transfer with CDOs and Systemic Risk in Banking [PDF]
Large banks often sell part of their loan portfolio in the form of collateralized debt obligations (CDO) to investors. In this paper we raise the question whether credit asset securitization affects the cyclicality (or commonality) of bank equity values.
Christian Wilde, Jan Pieter Krahnen
core
Spatial relationship between the pulmonary trunk and the left coronaries: Systematic risk assessment based on automated three-dimensional distance measurements. [PDF]
Heart Rhythm O2, 2020 Scholz E +9 more
europepmc +1 more source