Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. May2022, Vol. 57 Issue 3, p1142-1173. 32p.

Abstract:Conventional collateral requirements for derivatives are conservative, but not explicitly designed to buffer systemic risk. I explore collateral adequacy against systemic risk in the Canadian futures market during the 2008 crisis. I find that conventio...

Publication Type:Academic Journal

Source(s):Contemporary Accounting Research. Sep2021, Vol. 38 Issue 3, p1849-1887. 39p.

Abstract:RÉSUMÉ: Comment les institutions s'informent‐elles? Négociation proactive, flux d'information et stratégies de sélection des titres À partir de la relation entre les opérations boursières institutionnelles et l'information publiée de manière séquentiel...

Publication Type:Academic Journal

Source(s):Islamiyyat: International Journal of Islamic Studies. 2022, Vol. 44 Issue 1, p41-51. 11p.

Abstract:Ihsan is the pursuit of excellence in worship and daily activities to achieve success and happiness so as to be rewarded with sweetness of faith and Paradise for doing something beyond what is required. A person who does not pursue ihsan is not conside...

Publication Type:Academic Journal

Source(s):Risk Management & Insurance Review. Summer2022, Vol. 25 Issue 2, p99-114. 16p.

Abstract:Information about the financial condition of financial institutions is the basis for assessing the risk of their lending. In the conditions of economic instability, the validity and effectiveness of management decisions significantly depend on the qual...

Publication Type:Academic Journal

Source(s):Annals of Operations Research. Jun2022, Vol. 313 Issue 1, p367-400. 34p.

Abstract:We investigate gold's role as a hedge or safe haven against oil price and currency movements across calm and extreme market conditions. For the empirical analysis, we extend the intraday multifractal correlation measure developed by Madani et al. (Bank...

Publication Type:Academic Journal

Source(s):Empirical Economics. Jul2022, Vol. 63 Issue 1, p345-389. 45p. 1 Illustration, 11 Diagrams, 18 Charts, 8 Graphs.

Abstract:This paper introduces a novel framework to study default dependence and systemic risk in a financial network that evolves over time. We analyse several indicators of risk, and develop a new latent space model to assess the health of key European banks ...

Publication Type:Academic Journal

Source(s):Journal of Risk Management in Financial Institutions. Summer2022, Vol. 15 Issue 3, p245-259. 15p.

Abstract:This paper introduces the relevance of systemic risk measurement in the financial system, and the related issue of identifying systemically important financial institutions (SIFIs), in an evolving regulatory framework. It goes on to perform a detailed ...

Publication Type:Academic Journal

Source(s):Empirical Economics. Jul2022, Vol. 63 Issue 1, p313-344. 32p. 2 Diagrams, 6 Charts, 5 Graphs.

Abstract:We propose a new measure of systemic risk based on interconnectedness, defined as the level of direct and indirect links between financial institutions in a correlation-based network. Deriving interconnectedness in terms of risk, we empirically show th...

Publication Type:Academic Journal

Source(s):Journal of Financial Regulation & Compliance. 2022, Vol. 30 Issue 4, p439-464. 26p.

Abstract:Purpose: Relying on the agency theory and the financial intermediation theory, the purpose of this paper is to examine to what extent risk governance would improve corporate governance and risk management effectiveness. The paper especially investigate...

Publication Type:Academic Journal

Source(s):Económicas CUC. jul-dic2021, Vol. 42 Issue 2, p173-186. 14p.

Abstract:La pérdida esperada en una institución financiera es el monto de capital que se perdería producto de la exposición que tienen la deuda en el tiempo. Este trabajo se enfoca en modelar la probabilidad de incumplimiento para una cartera de crédito bajo do...