This study examined how uncertainty and global risk affect financial markets in emerging economies, focusing on foreign … structural vector autoregression (VAR) models, the research found that increases in Economic Policy Uncertainty (EPU … spreads influence exchange rates, causing currency depreciation. The findings highlight the interconnectedness of uncertainty …

Among many risk assessment techniques, qualitative, semi-quantitative or quantitative, risk matrix is a common tool to … assess risk by allocating frequency and consequence of an accident to one of the pre divided frequency and consequence … categories. However, since there is no standardized way to define these categories, risk matrix with its strength of being …

Monte Carlo (MCMC) is used for parameter estimation. We then link our proposed model to an extended version of the credit … risk model CreditRisk+. This allows exact risk aggregation via an efficient numerically stable Panjer recursion algorithm …. Furthermore, the model allows exact (without Monte Carlo simulation error) calculation of risk measures and their sensitivities …

The entropic value of the production risk is closely linked to the farmer's aversion to this type of risk. Since risk … covering the production risk through adequate financial resources. The classification of the Selyaninov index value as measure … of the production risk based on the MaxEnt model utilization makes it possible to evaluate the production risk and the …