from 1 January, 2005. WIll this lead increase in resources deveoted to R and D by Indian companies for the development of …

The paper deals with the optimization problem aiming to maximize the expected return given the amount of the bank … optimization approaches efficiency. Based on the research results it is shown that copula‑models should be preferred as enabling to …

homogeneous banking system (banks with identical preferences and the same size of total assets) with interconnectedness: banks own … shares in each others' assets. Using these simplifications we derive an analytically tractable indicator for systemic risk … volatility of the assets and decreasing the level of equity both raises systemic risk. Furthermore, interconnectedness in the …