the affiliates that the banking group has abroad, on bank’s risk, using Spanish confidential supervisory data. Having … multinational and decentralized banks. On the other hand, the international activity of banks may be associated to more risk taking … and the host economy on bank’s ex-post risk. The results are consistent with the hypothesis that geographic …

business complexity, their interaction and relative importance for banks’ risk, where the degree of complexity stems from the … corporate structure of banking groups affiliates. The results show that while business complexity results in higher risk …, geographic complexity gives rise to diversification benefits, thus lowering risk. However, geographic complexity alone is not …

industry (SBVX) using the implied volatility of individual banks and assuming market correlation risk premium. This methodology … correlation risk premium to monitor uncertainty and returns in the banking sector and foresee periods of stress in this industry …, volatility, and risk. …

importance when compared to theiradjacent previous period. Greater downside yield risk is often the principal cause ofthe … increased yield variance. The implications are that revenue variance, andespecially downside revenue risk, has posed major …

conditions of risk aversion, budget constraints and gross margin variance. An extension of the comparative statics of the … compare incomes between the constrained and unconstrained models. For a cash constrained, risk averse, farmer it was found … that they are likely to have larger expenditures than less risk averse operators in order to obtain the same indirect …

framework usedwas GARCH(1,1) VaR models to predict conditional variance and measure risk for longand short positions. Forecasts … out of the sample of the type VaR were made for the risk of the market for one month ahead (a step forward). The estimated … if themarketing agent was in long or short position the risk measured was 3.22%. …

decisions of an individual risk averse farmer facing variability in both prices and yields. A set of stylised risk market … between government payments and the farmers’ use of risk market instruments in terms of the potential crowding out of such … of production and the use of risk market instruments that are endogenous. Single farm payment mitigates farmer’s efforts …

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 …

management strategies under various risk preferences and utility-weighted certainty equivalent risk premiums. Yields, input rates …, risk analysis indicates CRP would be the preferred strategy for some risk-averse managers. …