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Market and Risk Management Innovations: Implications for Safe and Sound Banking
three major banking innovations in their book Present and Future risk-sensitive approaches environmental changes
2011/9/28
The article discusses three major banking innovations suggested by George J. Benston and colleagues in their book "Perspectives on Safe and Sound Banking: Past, Present and Future." It examines the pr...
Notice on the Issuance of "Guidance on the Supervision of Risk from Derivative Product Business Conducted by Foreign Banks (Trial)"
banking industry GOVERNMENT policy Banking Regulatory Commission
2011/9/26
The article discusses the promulgation of "Guidance on the Supervision of Risk from Derivative Product Business Conducted by Foreign Banks (Trial)" by the Banking Regulatory Commission in China. It is...
Simple precautions reduce risk of online financial fraud
precautionary measures the risk of financial fraud online internal online banking the computer systems
2011/9/24
The article offers some precautionary measures to minimize the risk of financial fraud online. According to the author, the key to address the risk of online fraud is to regularly enhance the procedur...
Simultaneous determination of market value and risk premium in the valuation of firms
firm valuation DCF CAPM risk premium transfer pricing
2014/6/24
Valuing a firm using the discounted cash flow method (DCF) requires the joint determination of the market value of its equity (MVE) together with the equity risk premium (ERP) the firm should earn, si...
The Impact of Macroeconomic Risk on Asset Prices in Ghana, 1997–2002
capital markets foreign direct investment macroeconomic risk stock markets
2011/9/16
The dwindling nature of overseas development assistance in the early part of the 1990s called for the establishment of capital markets in some African countries, including Ghana, with the view to incr...
How Much Risk Pooling Is There in the Individual Insurance Market?
adverse selection health insurance Risk pooling
2011/9/7
To examine how much pooling of risks occurs among potential purchasers in the individual market, how much pooling occurs among those who purchase coverage, and whether there is greater pooling among l...
Optimal insurance strategies in a risk process with restrictions on policyholder risks
optimal choice problem risk-bearing function an insurer dynamic insurance model maximizing unit utility
2011/9/6
We consider the optimal choice problem by a risk-bearing function for an insurer to divide risks between him and his clients in a dynamic insurance model, the so-called Cramer-Lundberg risk process. I...
Risk of Losing Insurance During the Transition into Adulthood Among Insured Youth with Disabilities
Adolescent health Disability Insurance Transition
2011/9/6
To compare insured youth (age 15–25 years) with and without disabilities on risk of insurance loss. We conducted a cross-sectional study using data from the Survey of Income and Program Participation ...
The Risk Management and Insurance Program at Ole Miss
the Risk Management Insurance program insurance classes take various courses Life and Health Insurance
2011/9/6
The article focuses on the Risk Management and Insurance (RMI) program offered at the University of Mississippi or the Ole Miss. The program is one of the oldest RMI programs in the world, in which th...
Self-reported Health and Risk Behaviors: Do They Influence Attitudes Toward Pricing Health Insurance?
the increasing cost employee health care benefits a number of direct and indirect cost-savings efforts
2011/9/5
Responding to the increasing cost of providing employee health care benefits, employers have instituted a number of direct (e.g., reduced benefits, limited access, increased co-payments, etc.) and ind...
CREDIT RISK AND INCOMPLETE INFORMATION:: FILTERING AND EM PARAMETER ESTIMATION
contagion Default risk EM algorithm extended Kalman filter factor models partial information
2011/9/2
We consider a reduced-form credit risk model where default intensities and interest rate are functions of a not fully observable Markovian factor process, thereby introducing an information-driven def...
Fair Value Accounting for Liabilities and Own Credit Risk
credit risk debt fair value accounting income recognition
2011/9/2
We find that equity returns associated with credit risk changes are attenuated by the debt value effect of the credit risk changes, as Merton (1974) predicts. We find that the relation between credit ...
Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model
credit risk expected shortfall extremal dependence geometric shortcut
2011/8/30
We consider the problem of simulating tail loss probabilities and expected losses conditioned on exceeding a large threshold (expected shortfall) for credit portfolios. Instead of the commonly used no...
Predicting New Customers' Risk Type in the Credit Card Market
Bayesian estimation customer relationship management market segmentation risk prediction
2011/8/30
Recent studies in marketing have consistently shown that all customers are not equally profitable. In the credit card business, all customers are not equally risky. When a customer misses one payment ...
COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS:: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION
contingent credit default swaps copula functions Counterparty risk Credit Default Swaps
2011/8/30
We consider counterparty risk for Credit Default Swaps (CDS) in presence of correlation between default of the counterparty and default of the CDS reference credit. Our approach is innovative in that,...