One of the key components of financial risk management is risk measurement. This typically requires modeling …

risky, motivating us to manage their risk. In this paper, we aimed to forecast the risk of Decentraland's MANA and Theta … combination with Bitcoin. To measure their risk, we proposed a modified aggregate risk measure (AggM) defined as a convex … combination of aggregate value-at-risk (AggVaR) and aggregate expected shortfall (AggES). To capture their dependence, we employed …

The Value-at-Risk (VaR) metric serves as a pivotal tool for quantifying market risk, offering an estimation of … implications for managerial decision-making in financial risk management. …

This paper employs dynamic panel models to investigate the impact of country risk on the financial stability of banks … in Africa. Using country risk and bank specific data for 10 African countries over the period of 2000 and 2021, the … results reveal that African countries have a high country risk exposure. The country risk negatively and significantly affects …

This exploratory study aims to understand why, and propose remedies for, the treatment of political risk and … sustainability as siloed risk areas in risk analyses. I employ an interdisciplinary theoretical approach that focuses on the roles of … documents from 37 companies. The study also explores how, through corporate communication, companies that provide political risk …

The aim of this paper is to analyze the relation between maturity structure, sovereign bond yields and sovereign risk … relationship between sovereign bond yields, sovereign risk and the maturity structure of sovereign debt, regardless of the proxy … that is used to measure sovereign risk and the time variance of the variables employed. The results indicate that risk …

.Empirical results show that (i) Indonesia, followed by China and Mexico, are the main transmitters of sovereign credit risk volatility …. (ii) Among global factors, the volatility index (VIX), economic policy uncertainty (EPU), and global political risk (GPR …, policymakers, and researchers, emphasizing the importance of risk-aware investment strategies and cautious policy formulation in …