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From uncertainty toward risk : the case of credit ratings
Carruthers, Bruce G. - In: Socio-economic review 11 (2013) 3, pp. 525-551
Persistent link: https://www.econbiz.de/10010244808
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The quantification and aggregation of model risk : perspectives on potential approaches
Jacobs, Michael <Jr.> - In: International journal of financial engineering and risk … 2 (2015) 2, pp. 124-154
Persistent link: https://www.econbiz.de/10011527495
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Equity-based financing and risk in Islamic banks : a cross-country analysis
Mukhibad, Hasan; Prabowo Yudo Jayanto; Budiantoro, … - In: Cogent economics & finance 11 (2023) 2, pp. 1-19
Equity-based financing (EBF) is an Islamic bank (IB) financing type that promotes justice, spirituality, and Islamic values. However, data shows that IBs still have low EBF. The researcher noted that with EBF, there is information asymmetry, agency problems and the potential for moral hazards,...
Persistent link: https://www.econbiz.de/10014503119
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Measuring Risks to UK Financial Stability
Varadi, Alexandra - 2018
apply to the United Kingdom. We identify 29 indicators of financial stability risk, drawing from the literature on early …
Persistent link: https://www.econbiz.de/10012914383
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Linking risk appetite to limits : a quantitative approach for practitioners
Sanyal, Goutam; Mukherji, Srishti - In: Praj̄nȧn : journal of social and management sciences 51 (2022) 3, pp. 215-235
Persistent link: https://www.econbiz.de/10014364967
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Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 113 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
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A review of individual and systemic risk measures in terms of applicability for banking regulations
Sum, Katarzyna - In: Contemporary economics 10 (2016) 1, pp. 71-82
The latest financial crisis has exposed substantial weaknesses in the bank risk models used by national regulators as … well as the Basel Accords. The study is aimed at presenting the evolution and critique of risk measures and risk models in … banking, with a special focus on the dynamically developing area of systemic risk measures. A discussion of the features of …
Persistent link: https://www.econbiz.de/10011452984
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Do Banks’ Internal Basel Risk Estimates Reflect Risk?
Barakova, Irina - 2014
) risk estimates with portfolio risk. We use loan performance as a direct measure of portfolio risk as well as less direct … market-based measures. Our results document that loan performance is highly correlated with AIRB risk weights and that, in … contrast, Basel I risk weights are not reflective of loan performance. We find that capital requirements under the AIRB …
Persistent link: https://www.econbiz.de/10013064709
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Pitfalls in systemic-risk scoring
Benoit, Sylvain; Hurlin, Christophe; Pérignon, Christophe - In: Journal of financial intermediation 38 (2019), pp. 19-44
Persistent link: https://www.econbiz.de/10012269638
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Geographies of securitized ctastrophe risk and the implications of climate change
Johnson, Leigh - In: Economic geography 90 (2014) 2, pp. 155-185
Persistent link: https://www.econbiz.de/10010459677