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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
). The result of ROAM shows that the most cost-effective change to increase the resilience of the system is a solution (SMS …
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
complex, and to make effective managerial decisions, it is necessary to constantly improve the tools that combine analytical …
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
. Therefore, our objective in this paper is to lay out the perceived characteristics of effective regulation by using DORA as our … effective regulation (PERM). We test the reliability and validity of this model by using the Cronbach alpha. Results show that … according to our model, an effective regulation should have four characteristics, specifically "Flexibility and Integration …
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
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Dataset modelling of the financial risk management of social entrepreneurship in emerging economies
Popkova, Elena G.; Sergi, Bruno S. - In: Risks : open access journal 9 (2021) 12, pp. 1-20
The relevance of this study lies in the fact that financial risk is a serious obstacle to the development of social entrepreneurship, preventing the implementation of potential support for sustainable development goals in business. The purpose of this article is to clarify specific aspects of...
Persistent link: https://www.econbiz.de/10012705074
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Corporate fight against the COVID-19 risks based on technologies of industry 4.0 as a new direction of social responsibility
Inšakova, Agnessa Olegovna; Sozinova, Anastasia A.; … - In: Risks : open access journal 9 (2021) 12, pp. 1-11
The purpose of the article: to find new (most effective) directions for the corporate COVID-19 risks management and …
Persistent link: https://www.econbiz.de/10012705075