and conducting an investment risk assessment as a group process is defined. It has been determined that the defining … features of investment risks are the environment, duration, and scope of the project, risk position, profile, risk appetite …, consequences, capacity, and results of the impact on the investment project. An investment risk accounting system is formed, which …

This paper investigates the dynamic evolution of tail risk interdependence among U.S. banks, financial services and …. The tail risk interdependence measurement framework relies on the multivariate Student-t Markov switching (MS) model and … the multiple-conditional value-at-risk (CoVaR) (conditional expected shortfall (CoES)) risk measures introduced in …

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully …

angles. Although the systematic risk of the airline industry has been examined before, idiosyncratic risk has largely been …