Purpose – The purpose of this paper is to consider the impact on bank risk of portfolio diversification between … via diversification. From a regulatory perspective, diversification reduces the possibility of systemic risk, but caution … performance variables, this analysis compares the benefits of diversification across different bank types relative to margin …

-tailed correlated loss distributions arising from Gaussian risk factors and explore the potential for risk diversification. Where …This paper considers a simple model of credit risk and derives the limit distribution of losses under different … assumptions regarding the structure of systematic risk and the nature of exposure or firm heterogeneity. We derive fat …

are the main factors to explain the (ex-post) risk-coping strategies and the (ex-ante) risk management of the households … others. In addition, the high-risk expectation households diversify their labor and land more than the low risk expectation … of the household are also very important factors that impact on the diversification level of the households. …

managers to assume additional risk. As a result, CEOs naturally insist on the prospect of greater returns. In effect, CEOs have …

Thema Basel II / Risikomanagement.Inzwischen wurden an der Fachhochschule bereits mehrere Forschungsprojektezum Themenkreis …

, land use and thus,indirectly, environmental outcomes.The importance of this issue has grown in parallel with the growth in … countries. To examine the effects of public risk management programs onoptimal nitrogen fertilizer use and land allocation to …

parameters such as farm size, crops grown, risk attitudes and risk management strategies are set to guide the research and offer … Intermountain West on the economic effectiveness of risk management alternatives in an agricultural operation. This research is not … meant to be an exhaustive comparison of every potential combination of alternatives and risk scenarios. Instead, specific …

This paper explores and analyzes farmers’risk perceptions, risk management instruments’ demandand usage in five Member … several sources of farms’ risk and incomeinstability, and at the actual means that farmers pursueto manage and face them. The … second area focuses onthe demand for risk management instruments.The paper’s objective is to determine the factors …

. It suggest a microeconometric method for measuring flooding related risk preferences of affectedindividuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in highflooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk relatedbehaviour over time is analysed and marginal effects …