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Sources of finance and growth
Marjit, Sugata; Pranab Kumar Das - 2024
The paper provides an analysis of the simultaneous existence of the formal and the informal sources of finance and …, viz. formal banking sector with lower interest rate with finance constraint and an informal credit market with a higher … the informal source of finance easily the growth rate could have been lower. The premium associated with the differential …
Persistent link: https://www.econbiz.de/10015098691
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Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System
Challe, Edouard - 2012
We analyze the risk-taking behavior of heterogeneous intermediaries that are protected by limited liability and choose both their amount of leverage and the risk exposure of their portfolio. Due to the opacity of the financial sector, outside providers of funds cannot distinguish 'prudent'...
Persistent link: https://www.econbiz.de/10013101738
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Financial Markets Uncertainty and the Rawlsian Argument for Central Counterparty Clearing of OTC Derivatives
McNamara, Steven R. - 2014
Persistent link: https://www.econbiz.de/10013064621
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Risk Capital Allocation under Market Liquidity Constraints
Al Janabi, Mazin A. M. - 2021
We develop measures of certain kinds of liquidity trading risk that is useful for completing the definition of market risk and for predicting liquidity-adjusted VaR (L-VaR) under illiquid market conditions. We argue that asset liquidity risk associated with the uncertainty of liquidating...
Persistent link: https://www.econbiz.de/10013227399
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Asset Market Liquidity Risk Management Using Machine Learning Techniques
Al Janabi, Mazin A. M. - 2021
Asset market liquidity risk is a significant and perplexing subject and though the term market liquidity risk is used quite chronically in academic literature it lacks an unambiguous definition, let alone understanding of the proposed risk measures. To this end, this paper presents a review of...
Persistent link: https://www.econbiz.de/10013229295
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Asset Market Liquidity Risk Management : A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios
Al Janabi, Mazin A. M. - 2021
Finance & Economics, Early View: https://doi.org/10.1002/ijfe.2346 …
Persistent link: https://www.econbiz.de/10013231358
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Efficient Cyber Risk : Security and Competition in Financial Markets
Brolley, Michael - 2020
In financial markets, clients entrust their capital and data to financial infrastructure providers who are vulnerable to breaches. We develop a model in which infrastructure providers compete to provide secure and efficient client services, in the presence of a cyber-attacker. In equilibrium,...
Persistent link: https://www.econbiz.de/10012841695
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Liquidity Dynamics and Risk Modeling : Navigating Trading and Investment Portfolios Frontiers with Machine Learning Algorithms
Al Janabi, Mazin A. M. - 2024
learning. Mazin A. M. Al Janabi has more than three decades of multifaceted experience across science, technology, finance, and …
Persistent link: https://www.econbiz.de/10015157948
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Big Data in Finance: Transforming the Financial Landscape : Volume 2
Alareeni, Bahaaeddin (ed.) - 2025
Data in Finance: Transforming the Financial Landscape" offers a comprehensive exploration of the cutting-edge technologies …-driven finance. It addresses key ethical considerations, regulatory concerns, and future trends, offering readers a holistic … understanding of the dynamic intersection of technology and finance. Discover how big data is shaping the future of finance, and …
Persistent link: https://www.econbiz.de/10015425266
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Global liquidity, global risk appetite, and the risk of credit and asset booms
Socorro Gochoco-Bautista, Maria - In: The Philippine review of economics : a joint … 57 (2020) 2, pp. 146-169
Persistent link: https://www.econbiz.de/10012693484