The uncovered interest rate parity puzzle questions the economic relation existing between short term interest rate differentials and exchange rates. One would indeed expect that the differential of interest rates between two countries should be offset by an opposite evolution of the exchange...

This survey represents a comprehensive elicitation of perspectives on operational risk (OpRisk) modelling and practice, obtained from practitioners in a wide range of countries and sectors. The survey was developed and executed by two leading organizations in operational risk in the financial...

Supplementary material available at: "https://ssrn.com/abstract=3312707" https://ssrn.com/abstract=3312707We develop extensions that introduce regression structure to the multi-factor stochastic models of commodity futures price term structure dynamics. We demonstrate the accuracy with which...

Mechanisms to incentivize divestment strategies, such as divestment schedules, are an important component of carbon reduction strategies. We find that the risk/return profile of divested S&P 500 portfolios is typically indifferent to divestment schedules, but instantaneous divestment benefits...