The main focus of this article is the problem of exacerbating agricultural risks in the context of the COVID-19 crisis, which started against the background of the novel coronavirus (COVID-19) pandemic. The motivation for conducting the research presented in this article was the desire to...

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of a variational autoencoder (VAE) for estimating the VaR...

The aim of this work is to introduce an innovative methodology for performing risk attribution within a multifactor risk framework. We applied this analysis to the assessment of systemic, climate, and geopolitical risks relative to a representative sample of Eurozone banks between 2011 and 2022....

Modelling claim frequency and claim severity are topics of great interest in property-casualty insurance for supporting underwriting, ratemaking, and reserving actuarial decisions. Standard Generalized Linear Models (GLM) frequency-severity models assume a linear relationship between a function...

In order to survive, Ukrainian enterprises in the conditions of war must look for new ways of effective management, a higher degree of integration of risk management and strategic management. Management accounting helps make risk-based decisions to achieve strategic goals. The expert survey...

Financial technology innovations (Fintech) are changing the provision of traditional financial services. Although they bring with them various benefits and opportunities, they also have weaknesses and pose potential threats to financial systems. The paper examines the latest developments in the...

Purpose This paper aims to study the specifics of managing the risks of innovative activities during the implementation of the Sustainable Development Goals (SDGs) in entrepreneurship that is focused on the consumer market in countries with different levels of income. Design/methodology/approach...