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Who's afraid of carbon transition risk? : a climate stress test of Dutch pension funds

Dillema, Allert Jan; Kolman, Vivienne; Dijk, Mathijs van - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617937

Determinants of financial hedging strategies among commodity producer firms in Latin America

Giraldo, Carlos; Giraldo, Iader; Huertas, Cristian; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618440

Economic evaluation of phased digital transformation investments in SMEs : a cost-benefit analysis in the Turkish metal processing sector

Özdamar, Sultan Gül; Ersöz, Süleyman - 2026

This study examines how manufacturing SMEs can structure digital transformation as a strategic, risk-managed process under demand uncertainty and resource constraints. Integrating digital maturity assessment with cost-benefit analysis (D3A-CBA framework), the study evaluates a phased investment...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654668

Enhancing digital sustainable finance : digital solutions to mobilise capital, assess environmental risks and enhance financial inclusion

Volz, Ulrich; Haahr, Marianne; Dikau, Simon - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015549139

Reconfigurable manufacturing systems : a systematic review and classification framework with implications for supply chain resilience

Kechagias, Evripidis P.; Gayialis, Sotiris P.; … - 2026

Background: Reconfigurable Manufacturing Systems (RMSs) address the deficiencies of previous manufacturing systems with expandable capacity and capability to respond to dynamic demand. While research on RMSs has been ongoing for decades, comprehensive classifications and categorizations of RMS...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015655212

Integrated crop and cargo war risk insurance : application to Ukraine

Nagurney, Anna; Pour, Ismael; Kormych, Borys - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015459114

What if ether goes to zero? : how market risk becomes infrastructure risk in crypto

Biancotti, Claudia - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015562270

Risk structure and financial hedging in nodal electricity markets

Yang, Daniel - 2026

Since the deregulation of electricity markets in the 1990s, U.S. power grids have witnessed the creation of an increasingly diverse suite of financial instruments designed to mitigate risks caused by underlying generation and consumption patterns. However, the nature of risks is shifting rapidly...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015562770

Severe weather and collateral practices

Cella, Cristina; Schubert, Valentin - 2026

Physical climate risks significantly influence banks' collateral practices. Drawing on comprehensive loan-level data from Sweden, we find that adverse weather events increase both the likelihood and the amount of collateral required for new loans. For existing loans, banks are less inclined to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015564014

From wildfire risk to resilience : the investment case for action : white paper

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015608038

Measuring flood risk in Czechia with stress testing and a Gumbel copula based VaR

Folprecht, Marek - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609159

Tax department design, tax planning, and tax risk

Amberger, Harald; Giese, Henning; Koch, Reinald; … - 2026

Despite the central role of corporate tax departments in managing multinational enterprises' (MNEs) global tax positions, little is known about how their internal design shapes corporate tax behavior. Drawing on hand-collected data on more than 8,000 tax employees across 309 publicly listed...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606068

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Tax department design, tax planning, and tax risk

Amberger, Harald J.; Giese, Henning; Koch, Reinald; … - 2026

Book / Working Paper

Model risk under CECL : a consumer finance perspective

Canals-Cerdá, José J. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609899

Correcting COVID-19 risk misperceptions via information provision

Chiba, Asako; Haganuma, Kazuya; Nakata, Taisuke; Nguyen … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015610060

COVID-19 risk perceptions after the end of the public health emergency

Chiba, Asako; Haganuma, Kazuya; Nakata, Taisuke; Nguyen … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015610073

Legal dimensions of global AML risk assessment : a machine learning approach

Kovalchuk, Olha; Shevchuk, Ruslan; Banakh, Serhiy; … - 2026

Money laundering poses a serious threat to financial stability and requires effective national frameworks for prevention. This study investigates how the quality of legal and institutional frameworks affects the effectiveness of national anti-money laundering (AML) systems and their implications...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611262

Unveiling ESG controversy risks : a multi-criteria evaluation of whistleblowing performance in European financial institutions

Sklavos, George; Zournatzidou, Georgia; Sariannidis, … - 2026

Financial institutions face increased reputational, regulatory, and ethical risks as the frequency and complexity of Environmental, Social, and Governance (ESG) controversies increase. Whistleblowing mechanisms are essential in the context of institutional resilience and the mitigation of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611265

ESG risk and agricultural commodity integration

Gormus, Alper; Wachsman, Yoav; Gormus, Elif - 2026

This study investigates how major agricultural commodities interact with diversified U.S. equity funds, sorted by their environmental, social, and governance (ESG) risk exposure. Using daily Morningstar data on 880 U.S. equity mutual funds, we construct portfolios representing high- and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611268

Credit risk management dynamics : evidence from Indonesian rural banks

Ariefianto, Mochammad Doddy; Nur, Triasesiarta; … - 2026

This paper investigates credit risk management as a dynamic system. Panel Vector Autoregression (PVAR) is employed to model interrelationships among four key components: Non-Performing Loans (NPLs), Loan Loss Provision (LLP), loan charge-off (LCO) and capital. The Cost-to-Income ratio (CIR) and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611273

From control to value : how Governance, Risk management and Compliance improve operational efficiency and company reputation in Saudi technology-driven firms

Aloulou, Wassim J.; Alshohail, Nawaf F. - 2026

This study investigates the impact of Governance, Risk management, and Compliance (GRC) practices on operational efficiency and corporate reputation. Drawing on the Resource-Based View (RBV), Stakeholder Theory, and the signaling perspective, it conceptualizes GRC as a set of organizational...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611400

The paradox of cyber risk controls : an empirical analysis of readiness and protection inefficiencies in Thailand's financial sector

Sringam, Artid; Wuttidittachotti, Pongpisit - 2026

As Thailand's financial sector accelerates its digital transformation, cybersecurity has transitioned from a mere technical support function to a strategic imperative that governs operational risk and financial stability. This study empirically examines the efficacy of cyber risk controls and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611403

Assessing the influence of audit committee characteristics on the effectiveness of risk management practices in public statutory corporations in Tanzania

Soi, Gerald J.; Mzenzi, Siasa Issa; Suluo, Said Juma - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611431

Cross-border banking, intragroup exposures, and risk-taking

Cuijpers, Eric; Vlahu, Razvan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611564

AI-powered tools for supply chain resilience : a dynamic capabilities perspective from Jordanian manufacturing firms

Haddad, Hazim; Jum'a, Luay; Al-Kalha, Ziad; Madanat, Hilda - 2026

Background: In an increasingly volatile global business environment, supply chain resilience has become a strategic imperative, particularly for firms operating in developing economies. Guided by Dynamic Capabilities Theory (DCT), this study examines how AI-powered tools foster an innovation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611744

AI-driven metaverse integration for sustainable manufacturing : the mediating role of digital supply chain resilience in Jordan’s industrial sector

Alheet, Ahmad Fathi - 2026

Background: This study examines how AI-driven metaverse integration enhances sustainable manufacturing performance in Jordan's industrial sector, with particular emphasis on the mediating role of digital supply chain resilience. Grounded in resource orchestration theory (ROT), the research...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611769

How does big data analytics drive supply chain resilience in pharmaceuticals? : exploring the roles of supply chain risk and ambidexterity

Al-Nuimat, Sara Sami; Al-Zu'bi, Zu'bi M. F.; Abdallah, … - 2026

Background: The primary objective of this study is to investigate the influence of big data analytics (BDA) on supply chain (SC) risk, SC ambidexterity, and SC resilience. It further examines the effects of SC risk and SC ambidexterity on SC resilience and explores their mediating roles in the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611770

Cognitive supply chain management and risk management in pharmaceuticals : the mediating roles of forecasting, synchronization, and transparency

Abushaikha, Ismail; AlQahtani, Munirah; Bwaliez, Omar M.; … - 2026

Background: This study examines the degree to which cognitive supply chain management (CSCM) indirectly enhances supply chain risk management (SCRM), addressing the lack of specific empirical research concerning the underlying mechanisms of this relationship. Specifically, this study tests the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611796

The nearshoring loop : a review of triggers, location choice, and captured outcomes

Platas-López, Alejandro; Cruz-Mejía, Oliverio - 2026

Background: Nearshoring has risen after shocks and policy shifts. We synthesize evidence in a compact loop linking triggers (trade frictions, supply-chain risk, new agreements) to location choices mediated by multidimensional proximity (geographic, institutional, organizational, social,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611804

The role of supply chain risk management in shaping supply chain resilience and robustness : empirical evidence from Moroccan manufacturing firms

Sahab, Soukaina; Oulfarsi, Salah - 2026

Background: this study aims to investigate the impact of supply chain risk management (SCRM) on supply chain resilience and robustness providing empirical evidence from an underexplored emerging economy. Methods: drawing on empirical data collected through a survey of 110 Moroccan manufacturing...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612245

Sustainable and safe last-mile delivery : a multi-objective truck-drone matheuristic

Mahmoodi, Armin; Davoodi, Mehdi; Easa, Said M.; Sajadi, … - 2026

Background: The rapid growth of e-commerce has intensified the need for last-mile delivery systems that can navigate urban congestion while minimizing environmental impact. Hybrid truck-drone networks offer a promising solution by combining heavy-duty ground transport with aerial flexibility;...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612340

Tackling supply chain disruptions through digital agility : evidence from the hotel industry

Hasanein, Ahmed M.; Khairy, Hazem Ahmed; Aljoghaiman, … - 2026

Background: Digital transformation has become a vital driver of competitiveness in the hospitality industry. This study investigates the role of digital agility in enhancing competitive advantage in Egypt's luxury hotel sector, focusing on the parallel mediating effects of supply chain agility...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612363

Risk Propagation in the European Banking System : Amplification Effect from NBFIs and Market Risks

Valderrama, Laura - 2026

This paper applies network analysis to examine the impact of non-bank financial institutions (NBFIs) and financial market stress on contagion risk within the interbank network. Using network-based simulations on euro area banks’ supervisory data, we find that banks’ strong capital and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612591

Barbados : Technical Assistance Report-Climate Risk Analysis

2026

The Technical Assistance (TA) mission, conducted in Bridgeton, Barbados, from July 8 to 12, 2024, supported the Central Bank of Barbados (CBB) in the integration of climate risk analysis (CRA) into its banking stress testing framework, building on prior CARTAC technical assistance. It focused on...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612669

Good Practices in Cyber Risk Regulation and Supervision

Gaidosch, Tamas - 2026

The paper synthesizes global experiences and key lessons in the regulation and supervision of cyber risk in the financial sector. It draws on the IMF’s financial stability surveillance and technical assistance work. It underscores the increasing frequency and complexity of cyber threats. These...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612952

Hydrogeological and credit risk : the Italian firms' physical risk-adjusted probability of default

Cugliari, Manuel; Narizzano, Simone; Vassalli, Federica - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613760

Knowledge Note on Integrated Wildfire Risk Management in Europe : Understanding the Approach and Examples

2026

This knowledge note provides a short overview of IWFRM approaches and select examples of different initiatives and approaches. The objective is to provide a succinct summary that can inform initial research and discussions in countries that are looking to reform their system and identify...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613896

Beyond wealth : advancing Hong Kong's family office ecosystem through philanthropy, impact investing, and risk management

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613977

Interpretable multi-model framework for early warning of SME loan delinquency

Akhmetova, Ardak; Shayakhmetova, Assem; Abdurakhmanov, … - 2026

The rapid expansion of small and medium enterprise (SME) lending has intensified the need for accurate and interpretable credit risk forecasting. Financial institutions must anticipate potential business loan delinquency to maintain portfolio stability and meet regulatory standards. This study...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614113

Systemic risk transmission in commodity markets

Georgescu, Irina - 2026

This paper investigates tail-risk transmission and asymmetric dependence in commodity markets using an asymmetric fuzzy vine copula framework applied to gold, crude oil, natural gas, and silver from 1 January 2015 to 1 January 2025, extracted from Yahoo Finance. Bootstrap-based trapezoidal fuzzy...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614141

Insuring algorithmic operations : liability risk, pricing, and risk control

Liu, Zhiyong John; Park, Jin; Wang, Mengying; Wen, He - 2026

Businesses increasingly rely on algorithmic systems and machine learning models to make operational decisions about customers, employees, and counterparties. These "algorithmic operations" can improve efficiency but also concentrate liability in a small number of technically complex, drifting...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614146

Risk or reward? : assessing the market value implications of CSR disclosure and family ownership

Nassirzadeh, Farzaneh; Askarany, Davood; Keyvani, Fatemeh - 2026

This study investigates whether Corporate Social Responsibility Disclosure (CSRD) serves as a risk-mitigating or cost-inducing signal for firms' market value in an emerging market. Utilising a panel dataset of 120 companies listed on the Tehran Stock Exchange (2015-2023) and employing content...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614313

A VaR-based price-based unit commitment framework for generation asset valuation under electricity price risk

Chen, Shih-Ying; Lin, Kuen-Lin; Tsai, Ming-Tang - 2026

In deregulated electricity markets, Generation Companies (GENCOs) are exposed to substantial financial risk due to volatile and uncertain electricity prices. Traditional generation asset valuation approaches, which rely primarily on expected profit, fail to adequately capture downside risk under...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614368

Self-protection and self-insurance in pest management : the role of risk preferences and beliefs

Bougherara, Douadia; Nauges, Céline; Salanié, François; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614466

A structural measure of bargaining fragility in multi-domain agreements

Castro, Robert - 2026

Negotiation outcomes are commonly analyzed through equilibrium concepts, yet many agreements fail during implementation for reasons not captured by incentive structure alone This paper introduces a pre-equilibrium screening criterion for bargaining fragility based on a small set of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615313

Socio-economic exposure to nature-related risks in the Southern African Development Community

Godin, Antoine; Maurin, Julie; Calas, Julien - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615328

The impact of climate-related risks on firm performance : evidence from the healthcare sector

Toumi, Amina - 2026

This paper aims to explore the impact of climate-related risks on corporate performance, specifically within the healthcare sector.It analyses three key factors: climate risk physical leverage, government climate risk scores and environmental performance scores, using global data from 977 firm...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616434

Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter

D'Innocenzo, Enzo; Lucas, André; Schwaab, Bernd; Zhang, Xin - 2026

We propose a robust semi-parametric framework for persistent time-varying extreme tail behavior, including extreme Value-at-Risk (VaR) and Expected Shortfall (ES). The framework builds on Extreme Value Theory and uses a conditional version of the Generalized Pareto Distribution (GPD) for...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015592338

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Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter

D'Innocenzo, Enzo; Lucas, André; Schwaab, Bernd; Zhang, Xin - 2024

Book / Working Paper

Climate change, bank liquidity and systemic risk

Giuzio, Margherita; Kahraman, Bige; Knyphausen, Jasper - 2026

This paper examines the relevance of banks' exposure to climate transition risk in the interbank lending market. Using transaction-level data on repo agreements, we first establish that banks with higher exposure to transition risk face significantly higher borrowing costs. This premium is a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015592352

Structural drivers of growth at risk : insights from a VAR-quantile regression approach

Carboni, Giacomo; Fonseca, Luís; Fornari, Fabio; … - 2026

We investigate the impact of structural shocks on the joint distribution of future real GDP growth and inflation in the euro area. We model the conditional mean of these variables, along with selected financial indicators, using a VAR and perform quantile regressions on the VAR residuals to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015592539

Can government procurement increase the labor share? : evidence from China

Liu, Xiaofeng; Shi, Nuo; Tian, Gaoliang; Zhang, Ziyang - 2026

This paper examines the effect of government procurement on the firm-level labor share in China. Using manually collected local government contract data matched with A-share non-financial listed firms from 2015 to 2023, we find that firms receiving government procurement contracts experience...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015596399