Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to … provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We … market risks they are exposed to. In this paper we conduct an empirical research of market risk disclosure on a sample of …

significantly influencing the risk-taking attitudes of bank managers. Particularly, we intend to substantiate the theory that banks … bank managers showing an unreasonable risk-taking behavior. In a first stage, we rely on a theoretical model explaining … choosing the optimal portfolio of risky assets. These factors cover the ability to control bank managers, the risk pooling …

This paper studies systemic risk in the interbank market. We first establish that in the German interbank lending … lending arising from the crisis in out-of-sample tests. Finally, we quantify the systemic risk of a single intermediary and … the impact of ECB funding in reducing this risk through model counterfactuals …

. The second chapter provides a theory of offshoring under imitation risk that explains optimal dynamic adjustments of firms … Faktorausstattung zweier Länder basiert. Das zweite Kapitel liefert eine Theorie zu Offshoring unter Imitationsrisiko. Diese Theorie …

. The second chapter provides a theory of offshoring under imitation risk that explains optimal dynamic adjustments of firms …

Systemic weather risk is a major obstacle for the formation of private (non- subsidized) crop insurance. This paper … at a national scale. Thus the possibility to reduce risk exposure by increasing the trading area of the insurance is … diversification effects considerably. -- Weather risk ; crop insurance ; copula …