Systemic risk in dynamical networks with stochastic failure criterion,
B. Podobnik, D. Horvatic, M. Bertella, L. Feng, X. Huang and B. Li,
from arXiv.org
(2014)
Financial market regulation in Germany under the special focus of capital requirements of financial institutions,
Daniel Detzer,
from The European Association for Banking and Financial History (EABH)
(2014)
Keywords: Banking Regulation, Financial Regulation, Capital Requirements, Capital Adequacy, Bank Capital, Basel Accord, Risk Management, Risk Models, Germany
Lending Standards and Countercyclical Capital Requirements under Imperfect Information,
Pedro Gete and Natalie Tiernan,
from University Library of Munich, Germany
(2014)
Keywords: Lending Standards, Capital Requirements, Leverage Rules, VaR, Basel III
Sophisticated gambler’s ruin and survival chances,
Salil Mehta,
from University Library of Munich, Germany
(2013)
Keywords: mathematical theory, gambler’s ruin, statistics, risk, probability, bankruptcy, finance, asymmetrical views, investments
Discounting Cashflows from Illiquid Assets on Bank Balance Sheets,
Bert-Jan Nauta,
from University Library of Munich, Germany
(2013)
Keywords: valuation; liquidity spread; discounting; liquidity risk;
Liquidity coinsurance and bank capital,
Fabio Castiglionesi, Fabio Feriozzi, Gyöngyi Lóránth and Loriana Pelizzon,
from Leibniz Institute for Financial Research SAFE
(2014)
Keywords: Bank Capital, Interbank Markets, Liquidity Coinsurance
Reward-risk momentum strategies using classical tempered stable distribution,
Jaehyung Choi, Young Shin Kim and Ivan Mitov,
from arXiv.org
(2015)
Credit acceptance process strategy case studies - the power of Credit Scoring,
Karol Przanowski,
from arXiv.org
(2014)
Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms,
Selim Mankaï and Aymen Belgacem,
from Department of Research, Ipag Business School
(2014)
Keywords: Risk-taking, Capital Regulation, Reinsurance, Simultaneous Equations, Instrumental Variables.
Social Security and the Interactions Between Aggregate and Idiosyncratic Risk,
Daniel Harenberg and Alexander Ludwig,
from ETH Zurich, Chair of Systems Design
Keywords: social security, idiosyncratic risk, aggregate risk, welfare
A Representation of Risk Measures,
Massimiliano Amarante,
from Universite de Montreal, Departement de sciences economiques
(2013)
Keywords: Risk measures; capacity; Choquet integral
Approximate Hedging of Options under Jump-Diffusion Processes,
Karl Mina, Gerald Cheang and Carl Chiarella,
from Quantitative Finance Research Centre, University of Technology, Sydney
(2013)
Keywords: Incomplete markets; Jump-diffusion; Hedge portfolios; Compound Poisson processes; Integro-partial differential equation
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series,
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2014)
Pension risk and risk-based supervision in defined contribution pension funds,
Tony Randle and Heinz P. Rudolph,
from The World Bank
(2014)
Keywords: Debt Markets,Financial Literacy,Emerging Markets,Mutual Funds,Pensions&Retirement Systems
