Vergleichende Analyse alternativer Kreditrisikomodelle In den letzten Jahren wurden verschiedene Modelle entwickelt, um das Ausfallrisiko von Banken unter Berücksichtigung von Portfolioeffekten zu quantifizieren. Bisher hat sich kein Ansatz als allgemein akzeptierter Standard durchsetzen...

The researchers aim to examine the firm-specific variables that impact the financial performance of general insurance firms in India. The study's scope is limited to India's insurance industries from 2010-2011 to 2019-2020. The research considers 21 insurance firms in India out of 35 general...

COVID-19's rapid shift to remote working has sparked interest in synthetizing the growing body of research in order to gain a comprehensive understanding into the scholarship structure of the field. This study explores the issue of pandemic-induced remote working from a multidisciplinary...

Existing measures of core inflation ignore a part of 'should be' the core inflation. Exclusion based measures 'exclude' a part of persistent inflation inherently existing in the excluded part whereas filter based measures 'filter-out' the cyclical part also rather than the irregular component...

This paper introduces the fundamentals of extreme value theory as well as practical aspects for estimating and assessing statistical models for tail-related risk measures.

In this paper we want to discuss macroscopic and microscopicproperties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...

With SOEP's 2007 data release, a number of changes and additions have been made in the cross-sectional weighting scheme. They apply to the following:. - - Inclusion of refreshment sample H.. - - Classification of West Berlin as belonging to the "new" federal states (of former East Germany).. - -...

This paper examines the determinants of climate related disasters and attempts to estimate the presence of adaptive capacity in terms of per capita income and population density elasticities. We find evidence of adaptive capacity in a “weak” form both in terms of income and population...

Research background: Local development is a harmonized and systematic activity of the local community, local authorities and other entities operating in a municipality, aimed at creating and improving the usability of existing municipalities. The primary factor in the local development is...

The study of consumer payment choice at the point of sale involves a classification of payment methods such as cash, credit cards, debit cards, prepaid cards, paper checks, and electronic payments withdrawn from consumers' bank accounts. I describe alternative methods for studying consumer...