This paper develops a structural credit risk model of a bank that issues deposits, shareholders' equity, and fixed or …, and shareholders' equity is studied for various parameter values haracterizing the bank's risk and the contractual terms …'s incentive to increase risk when it issues different forms of contingent capital as well as subordinated debt. In general, a bank …

of the Paraná’s agriculture e with the measurement of the value-at-risk, this work aimed to analyze the volatility of the …

This paper analyzes how the statistical properties of a risk affect the attitutde of individuals towards accepting … another independent risk. We conduct the analysis for the class of increasing utility functions having all their derivatives …

largely disregarded external types of risk affecting relationships. This paper examines how to balance resources in … relationships when there is inter-organizational dependence and when there is environmental risk. The author uses a formal real … options model to analyze the effects of different types of risk having an impact on relationships and to determine an optimal …

by the presence of price and yield risk. We estimate reduced-form and structural models of crop choices. Aithough we … cannot reject the hypothesis that village members efficiently share risk among themselves, production choices are shown to … depend on risk. Existing risk sharing and self-insurance mechanisms thus imperfectly protect Punjab farmers against village …

payoffs than individuals. We elicit individual and group preferences towards risk using simple lotteries. The results indicate …

Banking practice has shown that risk is better controlled in a centralized system, as opposed to profit, whose size and …