This paper is devoted to risk management and risk measurement methods. The author considers methods of risk measurement … and proposes the Inte- gral Sum of Differential Weighted Indexes of Risks (or ISDWIR) method of risk measurement. The … method is based on dynamic enterprise risk matri- ces. The matrix describes the changes of corporate risk values over the …

market risk as a liquidity provider in exchange for earning commissions on each trade. Here we analyze the risk profile of a …

In June 2019 the Risk Coalition published a consultation document of their principles and guidance for board risk … committees and risk functions in the UK financial services sector. This draft document entitled "Effective Risk Oversight in a … Changing World" was open for public comment until 20th September 2019 and the Risk Coalition plans to issue the final version …

reason, this study attempts to analyze the management of risk in Indonesian banks, relying particularly from the commonly …-prescribed indicators, such as; market risk, credit risk, and operational risk. These sets of indicators are analyzed to note the relational …

The interaction of capital and risk for trading and treasury units is of primary interest in the corporate governance … of banks as it links operational profitability and strategic risk management. During the financial crisis, several banks …' trading units suffered significantly higher losses than their risk capital charged based on value-at-risk constraints. There …

In the Capital Asset Pricing Model (CAPM) the β-parameter is related to the risk level of an asset and takes on values … ranging around 1. I argue that β is also a function of the monetary risks the asset is exposed to, hence monetary risk can be … estimated from betas. On the other hand, if we have an estimate of the monetary risk magnitude we can determine the asset's beta …

of Merton-type models can be used to measure bank risk, and then examine the link between various risk measures and …

Risk parity is an asset allocation strategy designed so each asset class contributes equally to overall portfolio risk … (as measured by volatility). While risk parity offers potential advantages, its success hinges on key assumptions and a … favorable environment for bonds. Like the traditional asset allocation approach it seeks to supplant, risk parity demands a long …

We propose a new approach that reconciles traditional working capital management with risk management principles. By … extending the traditional working capital approach, we develop a risk-adjusted working capital model. We examine the … regression, we find mixed evidence supportive of the risk-adjusted working capital model. Sectoral analysis reveals heterogeneous …

The study was designed to evaluate the influence of poor credit risk management on bank failures in Nigeria and propose … strategies for remedial actions. Credit risk management is one of the most crucial banking functions that involve the appraisals … huge profits from interest on their risk exposures. The survey research design was adopted and researchers self designed …