Results 11 to 20 of about 9,640,886 (365)
On fairness of systemic risk measures [PDF]
Finance and Stochastics, 2018 In our previous paper “A unified approach to systemic risk measures via acceptance sets” ( Mathematical Finance, 2018 ), we have introduced a general class of systemic risk measures that allow random allocations to individual banks before aggregation of ...
F. Biagini +3 more
semanticscholar +7 more sources
Risk Transfer with CDOs and Systemic Risk in Banking [PDF]
SSRN Electronic Journal, 2006 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.
Jan Pieter Krahnen, Christian Wilde
openalex +7 more sources
Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks [PDF]
, 2008 We study the mean field approximation of a recent model of cascades on networks relevant to the investigation of systemic risk control in financial networks.
Jan Lorenz, Stefano Battiston
openalex +3 more sources
Systemic risk: The impact of COVID-19. [PDF]
Financ Res Lett, 2020 Rizwan MS, Ahmad G, Ashraf D.
europepmc +2 more sources
Russia-Ukraine War and Systemic Risk: Who is Taking the Heat?
Social Science Research Network, 2022 The Russia-Ukraine conflict has increased systemic vulnerabilities of the global financial system. We develop a database of news events and investigate the systemic risk implications of the conflict on Russia, Ukraine, France, Germany, Italy, the UK, the
A. Qureshi +3 more
semanticscholar +1 more source
Systemic Risk in Financial Networks: A Survey [PDF]
Social Science Research Network, 2020 We provide an overview of the relationship between financial networks and systemic risk. We present a taxonomy of different types of systemic risk, differentiating between direct externalities between financial organizations (e.g., defaults, correlated ...
M. Jackson, Agathe Pernoud
semanticscholar +1 more source
Systemic Risk Contributions [PDF]
Finance and Economics Discussion Series, 2010 We adopt a systemic risk indicator measured by the price of insurance against systemic financial distress and assess individual banks' marginal contributions to the systemic risk. The methodology is applied using publicly available data to the 19 bank holding companies covered by the U.S.
Xin Huang, Hao Zhou, Haibin Zhu
openaire +3 more sources
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
doaj +1 more source
Economic Modelling, 2023 Political risk impacts firm-level risk, influencing funding costs, cash holdings, and capital structure choices. Traditional approaches to political risk rely on aggregate indicators, like economic policy uncertainty proxies. In contrast, our study examines how political risk spreads among individual US firms and sectors using network analysis and ...
Chuliá, Helena +2 more
openaire +5 more sources
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
doaj +1 more source