Results 31 to 40 of about 2,603,502 (346)

Systemic Risk and Regulation [PDF]

SSRN Electronic Journal, 2005
Historically, much of the banking regulation that was put in place was designed to reduce systemic risk. In many countries capital regulation in the form of the Basel agreements is currently one of the most important measures to reduce systemic risk. In recent years there has been considerable growth in the transfer of credit risk across and between ...
Franklin Allen, Douglas Gale
openaire   +2 more sources

Statistical process control to monitor use of a web‐based autoplanning tool

Journal of Applied Clinical Medical Physics, Volume 23, Issue 12, December 2022., 2022
Abstract Purpose To investigate the use of statistical process control (SPC) for quality assurance of an integrated web‐based autoplanning tool, Radiation Planning Assistant (RPA). Methods Automatically generated plans were downloaded and imported into two treatment planning systems (TPSs), RayStation and Eclipse, in which they were recalculated using ...
Hunter Mehrens, Raphael Douglas, Mary Gronberg, Kelly Nealon, Joy Zhang, Laurence Court   +5 more
wiley   +1 more source

On Risk Evaluation and Control of Distributed Multi-Agent Systems [PDF]

arXiv, 2023
In this paper, we deal with risk evaluation and risk-averse optimization of complex distributed systems with general risk functionals. We postulate a novel set of axioms for the functionals evaluating the total risk of the system. We derive a dual representation for the systemic risk measures and propose a way to construct non-trivial families of ...
arxiv  

Financial Connections and Systemic Risk [PDF]

SSRN Electronic Journal, 2010
We develop a model where institutions form connections through swaps of projects in order to diversify their individual risk. These connections lead to two different network structures. In a clustered network groups of financial institutions hold identical portfolios and default together. In an unclustered network defaults are more dispersed. With long
Ana Babus, Franklin Allen, Elena Carletti, Elena Carletti   +3 more
openaire   +10 more sources

Distributionally Robust RRT with Risk Allocation [PDF]

arXiv, 2022
An integration of distributionally robust risk allocation into sampling-based motion planning algorithms for robots operating in uncertain environments is proposed. We perform non-uniform risk allocation by decomposing the distributionally robust joint risk constraints defined over the entire planning horizon into individual risk constraints given the ...
arxiv  

Pitfalls in systemic-risk scoring [PDF]

Journal of Financial Intermediation, 2013
Regulatory data used to identify Systemically Important Financial Institutions (SIFIs) have gradually become public since 2014. Exploiting this transparency shock, we show that the scoring methodology implemented by the Basel Committee on Banking Supervision is biased and can create wrong incentives for regulated banks. Using regulatory data for 106 US
Benoit, Sylvain, Hurlin, Christophe, Pérignon, Christophe   +2 more
openaire   +11 more sources

Spatiotemporal Pattern and Drivers of Ecological Quality in Inner Mongolia

Land
With 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, Shufeng Qu, Guoming Zhang, Yuantao Zhou, Xuran Sun, Jiaxue Li, Shanshan Zhang   +6 more
doaj   +1 more source

The Information in Systemic Risk Rankings [PDF]

SSRN Electronic Journal, 2015
We propose to pool alternative systemic risk rankings for financial institutions using the method of principal components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to disentangle the common signal and the idiosyncratic components from a selection of key systemic risk rankings that
Federico Nucera, Andre Lucas, Andre Lucas, Siem Jan Koopman, Siem Jan Koopman, Siem Jan Koopman, Bernd Schwaab   +6 more
openaire   +9 more sources

COVID‐19 and the risk of Alzheimer's disease, amyotrophic lateral sclerosis, and multiple sclerosis

Annals of Clinical and Translational Neurology, Volume 9, Issue 12, Page 1953-1961, December 2022., 2022
Abstract Background The coronavirus disease 2019 (COVID‐19) pandemic has had an unprecedented impact on the healthcare system, economy, and society. Studies have reported that COVID‐19 may cause various neurologic symptoms, including cognitive impairment.
Hanyu Zhang, Zengyuan Zhou
wiley   +1 more source

Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks [PDF]

arXiv, 2021
Financial regulatory agencies are struggling to manage the systemic risks attributed to negative economic shocks. Preventive interventions are prominent to eliminate the risks and help to build a more resilient financial system. Although tremendous efforts have been made to measure multi-risk severity levels, understand the contagion behaviors and ...
arxiv