concerns about crypto assets been picked up in systemic risk assessment, and what can be done going forward? In this paper, we …, we propose a country-level Crypto-Risk Assessment Matrix (C-RAM) to summarize the main vulnerabilities, useful indicators … weave in specific vulnerabilities stemming from crypto asset activity into their assessment of systemic risk, and how they …

: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS -- IX. MODEL SUMMARY -- X. NUMERICAL IMPLEMENTATION -- XI. NUMERICAL EXAMPLES … USING THE CREDIT RISK TOOLBOX -- XII. CONCLUSION -- PROBABILITY AND MOMENT GENERATING FUNCTIONS -- References. …

Intro -- Contents -- Executive Summary -- I. INTRODUCTION -- II. LONG- TERM SYSTEMIC RISKS -- III. INNOVATIONS IN RISK …

consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk … that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price …

climate risk analysis …

COVD-19. The paper outlines four options for a financier to absorb some or all of the risk associated with the credit line …

PROBABILITY AND DEFAULT CORRELATION, IN STCDOS -- IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES -- V. DATA AND EMPIRICAL …

with other health and social priorities. Fourth, we need a unified risk-mitigation approach to future infectious disease … international community should recognize that its pandemic financing addresses a systemic risk to the global economy, not just the …