搜索结果: 1-15 共查到“经济学 Risk”相关记录343条 . 查询时间(0.266 秒)
LANDSLIDE RISK MANAGEMENT IN THE URBAN DEVELOPMENT OF SANDNES (NORWAY)
Landslide Climate Change Geotechnical Land-use
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
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 ...
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...
Effectiveness of weather derivatives as a hedge against the weather risk in agriculture
agriculture hedging effectiveness non-catastrophic weather risk weather derivatives
2016/9/1
Weather affects the economies worldwide and all economic sectors are to some extent weather sensitive. Agriculture is traditionally highly weather sensitive. While the catastrophic impact of weather h...
Estimating the Value-at-Risk from High-frequency Data
Data augmentation Gibbs sampler Quadratic variation Time changed Brownian motion
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...
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
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...
重庆理工大学经济与贸易学院国际金融英文课件Chapter5 Interest Yields Interest-Rate Risk and Derivative Securities
重庆理工大学经济与贸易学院 国际金融 英文 课件 Chapter5 Interest Yields Interest-Rate Risk and Derivative Securities
2015/10/13
重庆理工大学经济与贸易学院国际金融英文课件Chapter5 Interest Yields Interest-Rate Risk and Derivative Securities。
Risk Sharing through Capital Gains
Income Insurance Capital Markets International Financial Integration
2015/9/21
We estimate channels of international risk sharing between European Monetary Union (EMU),
European Union, and other OECD countries 1992{2007. We focus on risk sharing through savings, factor income
...
Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns
Income insurance capital markets international
2015/9/21
Using a variance decomposition of shocks to GDP, we quantify the role of international factor income, international transfers, and saving in achieving risk sharing during the recent
European crisis. ...
Risk Sharing and Industrial Specialization: Regional and International Evidence
fi nancial integration regional specialization
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
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...
Forward Reliability Markets: Less Risk, Less Market Power, More Efficiency
Less Risk Less Market Power
2015/9/18
A forward reliability market is presented. The market coordinates new entry through the
forward procurement of reliability options—physical capacity bundled with a financial
option to supply energ...
Valuing Mortality Risk Reductions: Progress and Challenges
Progress and Challenges Risk Reductions
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
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 ...