Mutual fund risk-taking via active portfolio rebalancing varies both in the crosssection and over time. In this paper …, I show that the same is true for funds' off- balance sheet risk-taking, even after controlling for on-balance sheet … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …

Mutual fund risk-taking via active portfolio rebalancing varies both in the cross-section and over time. In this paper …, I show that the same is true for funds' off- balance sheet risk-taking, even after controlling for on-balance sheet … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …

be used to support counterparty level default risk model results showing higher risk for SME's which can be seen in …Purpose: SME sector credit risk has received attention in research from several dimensions of the financial system. SME … current research on the area, we approach SME risk from perspective of FIs own risk assessments and compare it to how SME risk …

This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk … qualitative criteria using a mathematical model based on a fuzzy technology, which can forecast the increased risk of loan default … processes and provide high reliability of credit risk determination. The purpose of the article is to improve and develop …