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A general approach to integrated risk management with skewed, fat-tailed risks
Rosenberg, Joshua V. (contributor);  … - 2004 - [Elektronische Ressource]
The goal of integrated risk management in a financial institution is to measure and manage risk and capital across a range of diverse business activities. This requires an approach for aggregating risk types (market, credit, and operational) whose distributional shapes vary considerably. In this...
Persistent link: https://www.econbiz.de/10002101503
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How does risk management influence production decisions? evidence from a field experiment
Cole, Shawn; Gine, Xavier; Vickery, James - Federal Reserve Bank of New York - 2014
Weather is a key source of income risk, particularly in emerging market economies. This paper uses a randomized controlled trial involving a sample of Indian farmers to study how an innovative rainfall insurance product affects production decisions. We find that insurance provision induces...
Persistent link: https://www.econbiz.de/10011027207
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Mission drawdowns - financing a sustainable peace : sustaining gains and supporting economic stability post un mission withdrawal
OECD - 2020
managed transition process is one of the best ways to guard against backslide and to ensure the continuity of essential … studies in DRC (initial stages of MONUSCO transition), Haiti (handover from MINUJUSH to BINUH), Liberia (following UNMIL …’s withdrawal) and Sudan (transition of UNAMID). The paper focuses on opportunities that the international community could integrate …
Persistent link: https://www.econbiz.de/10012257901
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A leverage-based measure of financial instability
Borowiecki, Karol Jan; Tepper, Alexander - Federal Reserve Bank of New York - 2014
We employ a model of leverage-induced explosive behavior in financial markets to develop a measure of financial market instability. Specifically, we derive a quantitative condition for how large levered investors can become relative to the whole market before the demand curve for securities...
Persistent link: https://www.econbiz.de/10010890135
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Opening remarks at the Workshop on Reforming Culture and Behavior in the Financial Services Industry.
Dudley, William - Federal Reserve Bank of New York - 2014
Remarks at the Workshop on Reforming Culture and Behavior in the Financial Services Industry, Federal Reserve Bank of New York, New York City.
Persistent link: https://www.econbiz.de/10010939088
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Enhancing financial stability by improving culture in the financial services industry
Dudley, William - Federal Reserve Bank of New York - 2014
Remarks at the Workshop on Reforming Culture and Behavior in the Financial Services Industry, Federal Reserve Bank of New York, New York City.
Persistent link: https://www.econbiz.de/10010939089
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Watering a lemon tree: heterogeneous risk taking and monetary policy transmission
Choi, Dong Beom; Eisenbach, Thomas M.; Yorulmazer, Tanju - Federal Reserve Bank of New York - 2015
We build a general equilibrium model with financial frictions that impede the effectiveness of monetary policy in stimulating output. Agents with heterogeneous productivity can increase investment by levering up, but this increases interim liquidity risk. In equilibrium, the more productive...
Persistent link: https://www.econbiz.de/10011254935
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Hybrid intermediaries
Cetorelli, Nicola - Federal Reserve Bank of New York - 2014
I introduce the concept of hybrid intermediaries: financial conglomerates that control a multiplicity of entity types active in the “assembly line” process of modern financial intermediation, a system that has become known as shadow banking. The complex bank holding companies of today are...
Persistent link: https://www.econbiz.de/10011103533
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Mesurer la performance sociale des entreprises par le prisme du Cadre de mesure du bien-être de l’OCDE
OECD - 2024
Cette synthèse présente un cadre conceptuel pour comprendre la performance non financière des entreprises par le prisme du Cadre de mesure du bien-être de l'OCDE. S'appuyant sur les approches existantes pour mesurer la performance sociale, elle propose un cadre et une série d'indicateurs...
Persistent link: https://www.econbiz.de/10014568114
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Measuring the social performance of firms through the lens of the OECD Well-being Framework
OECD - 2022
This Policy Insights presents a conceptual framework for understanding the non-financial performance of firms through the lens of the OECD Well-being Framework. Building on existing approaches for measuring non-financial performance, it proposes a measurement framework and indicator set for what...
Persistent link: https://www.econbiz.de/10014324583