Structure and stability of private equity market risk are still nearly unknown, since market prices are mostly … show that aggregate market risk varies strongly over time and is positively correlated with the market return variance …. Cross-sections of market risk are highly unstable, whereas ranks of individual vehicles within yearly subsamples change …

We propose new measures of both risk and anticipated return that incorporate the effects of skewness and heavy tails …

relative risk as an investment class. In summary we find that art’s low correlation with the equities market and desirable risk … of generating a return using structured funds as vehicles for investment. With financial markets in turmoil, art as an … investment. We look at whether these art funds can be deemed successful, what has made them operate effectively, and their …

persists even within relatively homogenous size classes. The diffusion of statistical models to assess credit risk (scoring …

Operational Risk (OR) results from endogenous and exogenous risk factors, as diverse and complex to assess as human … qualitative and quantitative inputs, capable of effectively articulating risk management’s identication, assessment, monitoring … efforts ex-ante, thus avoiding concealed OR sources from system complexity build-up and optimizing risk management resources …

dwindling customer base of borrowers and a risk-averse environment, the market declined to the point where too few buyers were … disequilibrium. In the current market environment, borrowers have less disposable income, investors are risk averse, and regulatory …

by fundamentals and irrational sentiments not driven by rational risk factors in the case of the U.S. institutional …

We propose an alternative to the conventional risk finance paradigm of enterprise risk management that accounts for not … only a loss portfolio’s expected frequency and expected severity, but also its “risk” as captured by an appropriate measure …

the regulatory capital ratio with risk-weighted assets (RWA), CET1/RWA, has been breached. For the going-concern Co …