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Lebenszyklusorientiertes Risikomanagement für PPP-Projekte im öffentlichen Hochbau: Abschlussbericht zum Forschungsprojekt

Alfen, Hans Wilhelm; Riemann, Alexander; Leidel, Katja; … - Bauhaus-Universität Weimar, Faculty of Civil …

Partnership-Projekten wurde von Juni 2008 bis Oktober 2010 das Forschungsprojekt Lebenszyklusorientiertes Risikomanagement für PPP … Projektpartner als auch das Gesamtprojekt erreicht werden. Im dritten Teil wird das integrierte Risikomanagement-Prozessmodell über … integrierten Risikomanagement-Prozessmodell, den zu den einzelnen Prozessen gehörenden Methoden sowie organisationsspezifischen …

Persistent link: https://www.econbiz.de/10011263019

The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis

Daher, Hassan; Masih, Mansur; Ibrahim, Mansor - In: Journal of International Financial Markets, … 36 (2015) C, pp. 36-52

The growing relevance of Islamic banking from a prudential perspective warrants the need to investigate the susceptibilities of Islamic banks’ capital buffers to unique risks emanating from their operating environments. We employ a panel model using two-step dynamic Generalized Method of...

Persistent link: https://www.econbiz.de/10011263385

Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models

Targino, Rodrigo S.; Peters, Gareth W.; Shevchenko, Pavel V. - In: Insurance: Mathematics and Economics 61 (2015) C, pp. 206-226

In this paper we assume a multivariate risk model has been developed for a portfolio and its capital derived as a homogeneous risk measure. The Euler (or gradient) principle, then, states that the capital to be allocated to each component of the portfolio has to be calculated as an expectation...

Persistent link: https://www.econbiz.de/10011263853

Managing operational disruptions through capital adequacy and process improvement

Mizgier, Kamil J.; Hora, Manpreet; Wagner, Stephan M.; … - In: European Journal of Operational Research 245 (2015) 1, pp. 320-332

Firms maintain a capital charge to manage the risk of low-frequency, high-impact operational disruptions. The loss distribution approach (LDA) measures the capital charge using two inputs: the frequency and severity of operational disruptions. In this study, we investigate whether or not capital...

Persistent link: https://www.econbiz.de/10011264290

The value of insolvency safe harbours

Paech, Philipp - London School of Economics (LSE) - 2015

‘Safe harbour’ is shorthand for a bundle of privileges in insolvency which are typically afforded to financial institutions. They are remotely comparable to security interests as they provide a financial institution with a considerably better position as compared to other creditors should...

Persistent link: https://www.econbiz.de/10011264787

Ryzyko zakladow ubezpieczen w swietle nowych wymogów kapitalowych Solvency II. (Risks of insurance companies in the light of solvency capital requirement Solvency II .)

Czerwiñska, Teresa - In: Problemy Zarzadzania 11 (2013) 42, pp. 8-30

The aim of this work is to conduct the key aspects of a heated debate about effects and issues connected with implementing a new solution of risk management in insurance companies included in Solvency II. Risk profiles of the insurance companies are identified in the paper. The author analyzes...

Persistent link: https://www.econbiz.de/10011265581

Zarzadzanie ryzykiem w izbie rozliczeniowej KDPW_CCP. (Risk management in KDPW_CCP clearing house.)

Sroka, Iwona - In: Problemy Zarzadzania 11 (2013) 42, pp. 124-124

The article “Risk Management in the Clearing House KDPW_CCP” discusses the operation of a transaction guarantee and clearing system by the company KDPW_CCP S.A. On the Polish market, KDPW_CCP performs the functions of a clearing house and a central counterparty for transactions made in...

Persistent link: https://www.econbiz.de/10011265582

Konsekwencje implementacji programow luzowania ilosciowego w strefie euro. (The consequences of implementation of quantitative easing programs in the euro area.)

Pyka, Irena - In: Problemy Zarzadzania 12 (2014) 48, pp. 7-24

The study focuses on the analysis of the character, used by the ECB, Quantitative Easing policy. However, its direct aim is the assessment of effects of this policy. The consequences of the ECB’s Quantitative Easing policy are analyzed pointing to the changes in the liquidity of the euro area...

Persistent link: https://www.econbiz.de/10011265588

Research on Innovation Risk Management based on Bayesian Risk Decision-Making

Guo, Yingchun - In: International Journal of Business Administration 3 (2012) 1, pp. 21-30

Innovation is an inexhaustible force for the prosperity of one nation, and also the life source of enterprises. However, the high-risk characteristics of innovation activities make enterprises to perform scientific and effective innovation risk management. Based on a general introduction of...

Persistent link: https://www.econbiz.de/10011267269

The Use of Financial Derivatives in Emerging Market Economies: An Empirical Evidence from Bosnia and Herzegovina's Non-Financial Firms

Kozarevic, Emira; Jukan, Meldina Kokorovic; Civic, Beriz - In: Research in World Economy 5 (2014) 1, pp. 39-48

This paper discusses development of financial derivatives markets in emerging market economies, focusing on the use of financial derivatives in risk management purposes of non-financial firms in Bosnia and Herzegovina. For achieving the research goals authors collected data on the derivatives...

Persistent link: https://www.econbiz.de/10011267294