搜索结果: 1-15 共查到“理论经济学 Risk”相关记录249条 . 查询时间(0.093 秒)
LANDSLIDE RISK MANAGEMENT IN THE URBAN DEVELOPMENT OF SANDNES (NORWAY)
Landslide Climate Change Geotechnical Land-use
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2018/4/18
The research reported focuses on the multi-causal landslide risk in Sandnes (Norway) in connection with the climate change, the use of the land and the geological/geotechnical properties of the urban ...
LANDSLIDE RISK MANAGEMENT IN THE URBAN DEVELOPMENT OF SANDNES (NORWAY)
Landslide Climate Change Geotechnical Land-use
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2018/5/8
The research reported focuses on the multi-causal landslide risk in Sandnes (Norway) in connection with the climate change, the use of the land and the geological/geotechnical properties of the urban ...
2017年分析风险研讨会（2017 Symposium on Analytics and Risk）
2017年 分析风险 研讨会
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2017/1/20
It is our great honor to welcome you to the 2017 Service System Engineering Conference & 2017 Symposium on Analytics and Risk, hosted jointly by Tongji University, the Society of System Engineering in...
Estimating the Value-at-Risk from High-frequency Data
Data augmentation Gibbs sampler Quadratic variation Time changed Brownian motion
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2016/1/27
We present two alternative approaches for estimating VaR. Both approaches are based on the observation that each trading day is very diverse and we can observe K different phases of the trading day. W...
Liquidity Risk – Measurement and Control
Bank Financial market Liquidity Regulation Risk
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2016/1/27
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for m...
Unexpected Recovery Risk and LGD Discount Rate Determination
Credit risk Discount rate Loss given default Recovery rate Regulatory capital
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2016/1/26
The Basle II parameter called Loss Given Default (LGD) aims to estimate the expected losses on not yet defaulted accounts in the case of default. Banks firstly need to collect historical recovery data...
Risk Sharing and Industrial Specialization: Regional and International Evidence
fi nancial integration regional specialization
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2015/9/21
We investigate the empirical relation between risk sharing and specialization in production. We find that there is more risk sharing among regions within countries than among
countries and that...
Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe
ˉnancial integration regional specialization
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2015/9/21
We ˉnd that risk sharing in the European Union (EU) has been increasing over the
past decade due to increased cross-ownership of assets across countries. Industrial speciaization has also been increa...
Valuing Mortality Risk Reductions: Progress and Challenges
Progress and Challenges Risk Reductions
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2015/9/18
Hammitt thanks the Institut National de Recherche Agronomique and the European Research Council
(FP7/2007-2013 grant agreement no. 230589) for financial support. The views expressed herein are
those...
Worst-case risk of a portfolio
Numerical calculation portfolio risk return on assets average semidefinite programming
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2015/8/11
We show how to compute in a numerically efficient way the maximum risk of a portfolio, given uncertainty in the means and covariances of asset returns. This is a semidefinite programming problem, and ...
Monetary Policy and Systemic Risk Regulation
Monetary Policy Systemic Risk Regulation
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2015/8/3
The Administration’s plan for financial regulatory reform would grant the Federal
Reserve significant new powers—more powers than ever before in American history. The
Federal Reserve would have the ...
Systemic Risk and the Role of Government
Systemic Risk Role of Government
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2015/8/3
The ongoing financial crisis has given a new urgency to this question. Government
officials are now proposing legislation to expand significantly the role of government in the
financial sector and b...
Defining Systemic Risk Operationally
Defining Systemic Risk Operationally
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2015/8/3
The more restrictive the definition and the more credibly
it is adhered to by policy makers, the fewer bailouts we
would see. Recognizing that bailouts are unavailable except
in the most unlikely c...
A Comparison of Government Regulation of Risk in the Financial Services and Nuclear Power Industries
Financial Ser vices Nuclear Power Industries
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2015/8/3
An important issue in addressing the adequacy of regulation and
supervision is the problem of regulatory capture, or the tendency for
regulated fi rms and their government regulators to develop mutu...
Futures prices as risk-adjusted forecasts of monetary policy
Federal funds futures Monetary policy
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2015/7/23
Many researchers have used federal funds futures rates as measures of financial markets’
expectations of future monetary policy. However, to the extent that federal funds futures
reflect...