The objective of this paper is to propose a model to assess risk for banks. Its main innovation is to incorporate … endogenous interaction between banks, recognising that the actual risk to which an individual bank is exposed also depends on its … data and therefore can be implemented as a risk assessment tool for financial regulators and central banks. We address the …

Relying on a Constant Relative Risk Aversion utility function, we use panel data for Argentina to compute risk …-adjusted income and poverty measures and to analyze their determinants. Taking risk into account increases poverty. The regression …

networks and require interventions to help them cope with risk …

This paper proposes an approach to estimating the relation between risk (conditional variance) and expected returns in … proxy for the volatility in estimating the risk-return relation. Third, our estimation strategy involves the Generalized …