Narrow search
Showing 1 - 10 of 2,627
Cover Image
Systemic Financial Risk : An Emerging Market Perspective
Karminsky, Alexander (ed.); Stolbov, Michail I. (ed.) - 2024
Part I. New Trends in International Financial Development and Risk Assessment -- Chapter 1. Adapted Approaches to Measuring Financial Development Konstantin Krinichansky -- Chapter 2. Green Finance: Trends, Prospects and Risks Svetlana Pertseva , Anna Vityazeva -- Chapter 3. Dynamic BRICS Stock...
Persistent link: https://www.econbiz.de/10014535157
Cover Image
Surviving meltdowns that cannot be prevented : review of gaps in managing uncertainty and addressing existential vulnerabilities
Paul, Karamjeet S. - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-23
We make all decisions in the context of what we know and can envision. However, catastrophes often arise from what we had not known or had not envisioned previously. Approaches that work for addressing what can be envisioned are not useful in preventing catastrophic meltdowns arising from what...
Persistent link: https://www.econbiz.de/10013471419
Cover Image
Do Banks Overreact to Disaster Risk?
Huang, Qianqian; Jiang, Feng; Xuan, Yuhai; Yuan, Tao - 2021
disaster area. We find robust evidence that banks charge significantly higher loan spreads for firms located in the … neighborhood of the disaster area than for remote firms. The results are not driven by regional spillovers, limited credit supply … their clients’ natural disaster risk …
Persistent link: https://www.econbiz.de/10013220674
Cover Image
Risk measures based on benchmark loss distributions
Bignozzi, Valeria; Burzoni, Matteo; Munari, Cosimo-Andrea - 2018
We introduce a class of quantile-based risk measures that generalize Value at Risk (VaR) and, likewise Expected Shortfall (ES), take into account both the frequency and the severity of losses. Under VaR a single confidence level is assigned regardless of the size of potential losses. We allow...
Persistent link: https://www.econbiz.de/10011900226
Cover Image
Banking Sector Risk in the Aftermath of Climate Change and Environmental-Related Natural Disasters
Nie, Owen; Regelink, Martijn; Wang, Dieter - 2023
countries over nearly 40 years. Using the local projection method, the analysis finds that severe disaster episodes lead to an …
Persistent link: https://www.econbiz.de/10014579564
Cover Image
Do non-damaging earthquakes shake mortgage lenders' risk perception?
Xu, Minhong; Xu, Yilan - In: Journal of environmental economics and management : … 117 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10013543185
Cover Image
Banking Sector Risk in the Aftermath of Climate Change and Environmental-Related Natural Disasters
Nie, Owen - 2023
countries over nearly 40 years. Using the local projection method, the analysis finds that severe disaster episodes lead to an …
Persistent link: https://www.econbiz.de/10014312667
Cover Image
Climate risks in the U.S. banking sector : evidence from operational losses and extreme storms
Berger, Allen N.; Curti, Filippo; Lazaryan, Nika; … - 2023
Persistent link: https://www.econbiz.de/10014445463
Cover Image
Banking and financial infrastructure continuity : pandemic flu, terrorism, and other challenges
Weiss, N. Eric - In: The global financial crisis : policies and implications, (pp. 1-15). 2012
Persistent link: https://www.econbiz.de/10009619501
Cover Image
Essays on systemic risk and stock market contagion
Wewel, Claudio Nicolai - 2014
This thesis consists out of three essays on systemic risk in the banking system and stock market contagion. The first essay (Trapp and Wewel, 2013, "Transatlantic systemic risk") investigates which type of systemic risk common shocks or contagion dominated in the US and European banking systems...
Persistent link: https://www.econbiz.de/10010336326