Market risk has become an integral consideration in bank business. Derivatives are increasingly used as a means of risk … trading portfolio assets where exposure to market risk factors is of primary importance. ; This essay discusses three major … proposals for dealing with market risk in determining banks' risk-based capital. The standard and internal model approaches are …

This paper focuses on the relationship between project forms of organization and new forms of employment, risk and … relations in highly socialized networks, geographical clustering and the transfer of risk from capital to labour at the margins …, raumlicher Konzentration und der Verlagerung von Risiko von Kapital zu Arbeit an den Grenzlinien der Unternehmen. …

quantities, based upon the available information and prior knowledge. This paper presents a Bayesian risk-based decision method …

Value-at-risk (VaR) is increasingly being applied to problems in agriculture, especially valuation of crop insurance … and agricultural lending risk exposure. VaR conveys the probability that losses exceeding a threshold will likely occur … risk exposure for budget analysis, this latter amount is of keen interest. Expected tail loss (ETL) methods are developed …

farm income. A stochastic simulation model was developed, using @Risk by Palisade. @Risk replaces the mean values for price …

individually to determine if they were effective in minimizing down side risk, and combined to determine if integration created … side risk in wheat and corn, but not significantly in soybeans. Marketing alternatives generally increase the up side … potential of gross revenue per acre, while doing little to minimize the down side risk. The integration of crop insurance …