Most financial risk regulations assume that asset returns are exogenous, where risk is estimated from historical data … consequences of risk constrained trading by means of simulations of a general equilibrium model with a value-at-risk constraint and … compare the results to the case when risk constraints are not present. Prices are lower on average in the presence of risk …

a deeper understanding as to why the economy lacks in specific areas of risk sharing arrangements. As well, it can point … to areas where the economy's risk sharing capability can be enhanced. Using household data from the Panel Study of Income … Dynamics, we find that a negligible amount of risk (around 10%) is shared in the aggregate, about 50% is shared within regions …

risk information in the global economy. The paper examines the current state of the financial risk framework, notes its … place. The proposed open-source financial risk model separates the dual function that internal risk models perform within … financial institutions, first to attempt to optimize the risk-return profile of mostly private economic rent-seeking entities …

risk science, decision psychology and computer simulation. A two-agent model that accounts for the sufficiency of evidence …Complex regulatory decisions about risk rely on the brokering of evidence between providers and recipients, and involve …

risk. To do so, the article unravels the much-misunderstood experiences of eight Norwegian municipalities whose investments … analytical concepts—“the fetishization of the knowledge of risk” and “fictitious distance”—to help explain how the crisis spread …

Risk-based regulation is becoming a familiar regulatory strategy in a wide range of areas and countries. Regulatory … attention tends to focus, at least initially, on high risks but low-risk regulatees or activities tend to form the bulk of the … survey-based research is used to develop a taxonomy of intervention strategies that may be useful in relation to low-risk …