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The economic and financial health of Lithuanian logistics companies
Bužinskienė, Rita; Gelashvili, Vera - In: Risks : open access journal 12 (2024) 6, pp. 1-19
In recent decades, the importance of transport and logistics companies has increased considerably, especially for … economic-financial situation of transport and logistics companies operating in Lithuania, focusing mainly on their financial … interest for the academic literature, as well as for the management of logistics companies. The originality of the study lies …
Persistent link: https://www.econbiz.de/10014636704
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Some insights about the applicability of logistic factorisation machines in banking
Slabber, Erika; Verster, Tanja; De Jongh, Riaan - In: Risks : open access journal 11 (2023) 3, pp. 1-21
Logistic regression is a very popular binary classification technique in many industries, particularly in the financial service industry. It has been used to build credit scorecards, estimate the probability of default or churn, identify the next best product in marketing, and many more...
Persistent link: https://www.econbiz.de/10014246272
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The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc; Dacorogna, Michel M.; Katz, Marie - In: Risks : open access journal 2 (2014) 3, pp. 260-276
Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a probabilistic approach to examine the consequences of...
Persistent link: https://www.econbiz.de/10010399713
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When the US stock market becomes extreme?
Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225
Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of ready-made approaches to risk management analysis....
Persistent link: https://www.econbiz.de/10010399734
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The Risky-Opportunity Analysis Method (ROAM) to support risk-based decisions in a case-study of critical infrastructure digitization
Ardebili, Ali Aghazadeh; Padoano, Elio; Longo, Antonella; … - In: Risks : open access journal 10 (2022) 3, pp. 1-22
Socio-ecologic, socio-economic, and socio-technical transitions are opportunities that require fundamental changes in the system. These will encounter matters associated with security, service adoption by end-users, infrastructure and availability. The purpose of this study is to examine and...
Persistent link: https://www.econbiz.de/10013093113
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Estimation of maximum potential losses for digital banking transaction risks using the extreme value-at-risks method
Saputra, Moch Panji Agung; Sukono; Chaerani, Diah - In: Risks : open access journal 10 (2022) 1, pp. 1-18
The application of industry 4.0 in banking presents many challenges, with several operational risks related to downtime and timeout services due to system failures. One of the operational risk management steps is to estimate the value of the maximum potential losses. The purpose of this study is...
Persistent link: https://www.econbiz.de/10012805367
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Volatility modeling and dependence structure of ESG and conventional investments
Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25
The question of whether environmental, social, and governance investments outperform or underperform other conventional financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of selected ESG indices and conventional ones and...
Persistent link: https://www.econbiz.de/10012805838
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Supply chain management and risk management in an environment of stochastic uncertainty (retail)
Lochan, Sergey A.; Rozanova, Tatiana P.; Bezpalov, Valery V. - In: Risks : open access journal 9 (2021) 11, pp. 1-14
In the context of stochastic uncertainty and the increasing complexity of logistics processes in the retail sector …
Persistent link: https://www.econbiz.de/10012704024
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Designing a model for testing the effectiveness of a regulation : the case of DORA for insurance undertakings
Grima, Simon; Marano, Pierpaolo - In: Risks : open access journal 9 (2021) 11, pp. 1-12
Technology is sometimes seen as a disruption that although provides opportunities for growth and development, also provides opportunities for deception, theft, and fraud. On the other hand, automation can make it easier to identify and protect from threats. Hence, a proposal was made by the...
Persistent link: https://www.econbiz.de/10012704659
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Digital banking in Northern India: the risks on customer satisfaction
Kaur, Balijinder; Kiran, Sood; Grima, Simon; … - In: Risks : open access journal 9 (2021) 11, pp. 1-18
The widespread use of digital technologies and the current pandemic (COVID) have fueled the need and call for digital transformation in the banking sector. Although this has various benefits, it is a disruption to the norm to which a bank customer has to become accustomed. This variance means...
Persistent link: https://www.econbiz.de/10012705000