Results 11 to 20 of about 2,326,154 (344)
Risk-Neutral Systemic Risk Indicators [PDF]
SSRN Electronic Journal, 2013 This paper describes a set of indicators of systemic risk computed from current market prices of equity and equity index options. It displays results from a prototype version, computed daily from January 2006 to January 2013. The indicators represent a systemic risk event as the realization of an extreme loss on a portfolio of large-intermediary ...
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Perspectives on transformational change in climate risk management and adaptation
Environmental Research Letters, 2021 In the context of strong evidence on mounting climate-related risks and impacts across the globe, the need for ‘transformational change’ in climate risk management and adaptation responses has been brought forward as an important element to achieve the ...
Teresa Maria Deubelli, Reinhard Mechler
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The multi-layer network nature of systemic risk and its implications for the costs of financial crises [PDF]
, 2015 The inability to see and quantify systemic financial risk comes at an immense social cost. Systemic risk in the financial system arises to a large extent as a consequence of the interconnectedness of its institutions, which are linked through networks of
Martínez-Jaramillo, Serafín +4 more
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EU banks after the crisis: sinners in the hands of angry markets
Journal of Banking and Financial Economics, 2018 European Union banks were severely hit by the global fi nancial crisis in 2008 and their stock prices and returns have generally not recovered since then, differently to what has been observed in other sectors (i.e., non-fi nancial corporations) and ...
Antonio Sánchez Serrano
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Determinants of construction sector profitability in Croatia [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2018 This paper examines the determinants of profitability for construction companies in Croatia. Sample includes more than 8678 construction companies covering the period from 2003 to 2014 what present 11 years of observation including Croatian milestone ...
Lorena Škuflić +2 more
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Monitoring Vulnerabilities in the Residential Real Estate Sector in Poland
Gospodarka Narodowa. The Polish Journal of Economics, 2020 This paper applies a framework for monitoring vulnerabilities in the residential real estate sector to the case of Poland. The framework considers indicators across three dimensions of real estate-related vulnerabilities, i.e.
Magdalena Grothe
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Applied Economics, 2022 sponsorship: Andries and Sprincean acknowledge financial support from the Romanian National Authority for Scientific Research and Innovation, CNCS - UEFISCDI - PN-III-P4-ID-PCE2020-0929. Ongena acknowledges financial support from ERC ADG 2016 - GA 740272 lending.
George Marian Aevoae +3 more
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What is the Minimal Systemic Risk in Financial Exposure Networks? [PDF]
, 2019 Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the financial crisis ...
Diem, Christian +2 more
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Risk-consistent conditional systemic risk measures
Stochastic Processes and their Applications, 2016 We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional aggregation and a univariate conditional risk measure.
Hoffmann, Hannes +2 more
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Spatiotemporal Pattern and Drivers of Ecological Quality in Inner Mongolia
LandWith the escalating global climate change and frequent human activities, Inner Mongolia, as a crucial ecological barrier in the Beijing-Tianjin-Hebei region, Bohai Economic Rim, and even the whole country, confronts many ecosystem issues.
Shouwei Li +6 more
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