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Scenario Logic and Probabilistic Management of Risk in Business and Engineering

Solojentsev, Evgueni D. - 2009

Structural and Logical Modeling -- Logical And Probabilistic Theory Of Risk With Groups Of Incompatible Events -- Identification … Theory Of Non Success Risk -- Training Course Modeling Estimation and Analysis of Risks in Economics. … principles of the modern risk LP theory (the LP-calculus, the LP-methods and the risk LP-theory with GIE) using uniform …

Persistent link: https://www.econbiz.de/10013522908

Theory and Regulation of Liquidity Risk Management in Banking

Scannella, Enzo - 2016

The paper analyses the different approaches to measure the impact of funding and market liquidity risk in the economics and management of banks. The paper provides also an analysis of the organisational implications of the asset and liability management perspective of liquidity risk. Liquidity...

Persistent link: https://www.econbiz.de/10013000608

Interest Rate Risk and Banking Intermediation : An Asset and Liability Management Perspective (Il Rischio di Tasso di Interesse Nell'Economia Degli Intermediari Bancari: Una Prospe...

Scannella, Enzo - 2012

Interest rate risk is the exposure of a bank's financial condition to adverse movements in interest rates. Changes in interest rates affect a bank's earnings by changing its net interest income and also affect the underlying value of the bank's assets, liabilities and off-balance sheet...

Persistent link: https://www.econbiz.de/10013112510

Financing Sustainable Infrastructure - Assessing the Risks in Public Private Partnership Models

Saravanan, Palanisamy - 2013

Traditionally, governments have had the major responsibility of managing the process of infrastructure provision, especially financing. But of late governments across the globe are not in a position to build the required infrastructure, maintain existing assets and to replace worn-out assets...

Persistent link: https://www.econbiz.de/10013095281

UNISWAP : Impermanent Loss and Risk Profile of a Liquidity Provider

Aigner, Andreas A.; Dhaliwal, Gurvinder - 2021

Uniswap is a decentralized exchange (DEX) and was first launched on November 2, 2018 on the Ethereum mainnet [1] and is part of an Ecosystem of products in Decentralized Finance (DeFi). It replaces a traditional order book type of trading common on centralized exchanges (CEX) with a...

Persistent link: https://www.econbiz.de/10013220350

Operationalizing a behavioral finance risk model : a theoretical and empirical framework

Yazdipour, Rassoul; Neace, William P. - In: Journal of entrepreneurial finance : JEF ; official … 16 (2013) 2, pp. 1-32

theories as guides for financial and economic decision makers everywhere. The present work is one such attempt in that …

Persistent link: https://www.econbiz.de/10010345096

Swinging for the Fences : Strategic Risk Taking in Entrepreneurship

Ostler, James - 2014

Traditional entrepreneurship research holds that a role of entrepreneurs is to bear risk and that entrepreneurs are risk seeking, or at least less risk averse than others. Using a tournament model we show that, due to competitive effects, even risk-neutral entrepreneurs appear to be risk seeking...

Persistent link: https://www.econbiz.de/10013067985

Fundamental risk and capital structure

Hajda, Jakub - 2017

I develop a dynamic capital structure model to examine how the nature of risk affects firm's debt policy. In the model, firm's fundamental risk, captured by its cash flow process, consists of transitory and persistent parts with markedly different dynamics. The model explains the observed...

Persistent link: https://www.econbiz.de/10011874719

Capital Budgeting and Idiosyncratic Risk

H. Décaire, Paul - 2020

Using an NPV-based revealed-preference strategy, I find that idiosyncratic risk materially affects the discount rate that firms use in their capital budgeting decisions. I exploit quasi-exogenous within-region variation in project-specific idiosyncratic risk and find that, on average, firms...

Persistent link: https://www.econbiz.de/10012846966

Debt, Default, and Risk Management : Corporate Policies Under Incomplete Markets

Bolton, Patrick - 2020

We develop a dynamic theory of capital structure, liquidity and risk management, and payout policies for a financially … up on insurance. A key prediction of our theory is that the most important determinant of future leverage is current …

Persistent link: https://www.econbiz.de/10012847578