In this study we develop and demonstrate a powerful and flexible forward-looking portfoliosimulation methodology for assessing the correlated impacts of market risk, and privatesector, sovereign and inter-bank default risk on both individual banks (i.e. 28 of the largestBrazilian banks) and...

This paper explores the personal experience of using the Research pitch template, developed by Faff (2015, 2018), to develop a raw research idea of a novice researcher into a finished pitch, to share with and present to the expert, supervisor(s) for further discussion and guidance on the...

This paper outlines a fantasy research pitch exercise conducted in a PhD course at the University of Queensland. Using Faff's (2015, 2017) pitching research template, students attending the course were asked to engage in a group exercise to pitch a "fantasy" research topic. While the final...

This pitching research letter presents a new angle to Faff's (2015, 2016) pitch template. To better appreciate the research thrust underlying a scholarly paper, a reverse-engineered pitch can be created. This helps enhance one's understanding of the finer aspects of an article and it is also an...

The global language of scholarly research is English and so the obstacle of getting noticed is montainous when the article is not written in the English language. Indeed, despite rapid advances in technology, the "tyranny of language" creates a segmentation inhibiting scholarly research and...

The study presents a review of existing research on bank profitability determinants in Africa. Using the literature review methodology, it was found that bank profitability determinants differ across countries in all regions of Africa. Some suggested areas for future research are to explore the...

We examine the impact of financial inclusion of Sub-Saharan Africa (SSA) small and medium-sized enterprises (SMEs) on financial stability. Results show that financial inclusion of SMEs negatively affects stability in SSA countries, and the negative link is even stronger as levels of financial...

We consider the randomness of market trade as the origin of price and return stochasticity. We look at time series of trade values and volumes as random variables during the averaging interval Δ and describe the dependences of market-based volatilities of price and return on the volatilities...