) risk. It builds on a manually collected set of data on FX positions and the maturity structure of assets and liabilities of … average, face no liquidity risk and that exposure to FX risk is lower than commonly assumed. Linking risk exposure to … institutional characteristics, I find that legal status and regional affiliation are correlated with risk exposure while regulatory …

Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … pricing of stocks and better risk management. The aim of this research is to test applicability of simple models like Simple … Moving Average (SMA) and Exponentially Weighted Moving Average (EWMA) to estimate risk. The performance of SMA and EWMA with …

This paper develops a new risk meter specifically for China – FRM@China – to detect systemic financial risk as well as … the most popular financial risk measure, FRM@China has less noise. It also emitted a risk signature much earlier than the … allow both the assessment of risk transfer between different sectors in which FIs operate and the prediction of systemic …

a risk-free asset. We show that the method behaves similarly to Kelly on Geometric Brownian Motion in that it …

, which is called G-bounds. Constructed G-bounds evaluate risk in the financial markets more carefully than models based on …, the closer the risk of losses on the stock market to the corresponding risk of loss for a normal distribution, the higher …

In this paper, we mainly focus on two institutional aspects that are related to financial risk, that is, profiteering … institutions were crucial in reducing financial risk when performing international commercial transactions, since they provided …

I study optimal financial contracting when neither cash flows nor the risk profile of project choices are verifiable … have an excessive risk-taking incentive; in fact, my model predicts that the firm may choose an excessively safe risk … structure, the asset-substitution problem leads to a more efficient risk-profile choice …

) risk. Using manually collected data from microfinance institutions' financial reporting, I find that the microfinance … sector faces minimal liquidity risk, high interest rate risk and a lower than commonly assumed exposure to FX risk. Linking … risk exposure to institutional characteristics, the data shows that legal status and regional affiliation are correlated …

differ from the well understood risk prices widely used in asset pricing theory. A quantitative example highlights a …

-carbon economy, namely, orderly transition, disorderly transition, and no transition (hot house world). We describe three systemic … risk metrics computed from a copula-based model of dependence between financial firm returns and financial asset market … returns: climate transition expected returns, climate transition value-at-risk, and climate transition expected shortfall …