We examine the importance of perceived data security risk for FinTech use in the US residential mortgage market. We … confirm the baseline results. Overall, the findings suggest that the salience of data security risk is an important driver of …

haircut is typically calculated with a simple Value at Risk estimation of the collateral for the purpose of preventing the … risk associated to volatility. However, other risk factors should be included in the haircut and a severe undervaluation of … stylized model of the financial system, which allows us to compute the haircut incorporating the liquidity risk of the …

interconnectedness across financial intermediaries and systemic risk. In addition to our comprehensive review of the empirical evidence …

, whilst removing credit risk transmission, systematically increase default risk …

This paper provides initial evidence on counterparty risk-mitigation activities of financial institutions on the basis … successive contracts and purchase protection written on them, even avoiding wrong-way risk mitigation. Higher stock return and … protection purchase on the counterparty would diminish the required capital, this type of risk mitigation could follow regulatory …

This paper provides initial evidence on counterparty risk-mitigation activities of financial institutions on the basis … successive contracts and purchase protection written on them, even avoiding wrong-way risk mitigation. Higher stock return and … protection purchase on the counterparty would diminish the required capital, this type of risk mitigation could follow regulatory …

We introduce a simple model for the credit exposure to leveraged and collateralized counter-parties. Wrong-way risk is … and straightforward to implement and thus provides a useful tool for assessing the credit risk inherent in leveraged …

's Ant Financial to facilitate mutual risk sharing of critical illness exposures. XHB reached nearly 100 million members in … this restriction potentially leads to separating equilibrium, a la Rothschild-Stiglitz, where low-risk individuals enroll … in XHB while high-risk individuals purchase critical illness insurance. Data shows that the incidence rate of the covered …