Systemic risk and contagion: the concepts
Defining and explaining systemic risk. Financial default contagion and its peculiarities. Russian bank delicensing policy. The reasons for banking license withdrawal. Effects of the delicensing policy on the systemic risk. Relative Contribution Measures.
Подобные документы
The Model for Risk Averse Investors. Analysis of equilibrium price for risk averse agents. Risk aversion and wealth effects for salient and non-salient cases. Comparison of risk loving and risk averse equilibrium prices. The Model for Risk Loving Agents.
курсовая работа, добавлен 31.10.2016An increase in financial risks and an increase in the probability of default with the growth of public debt. Establishment by the European Union of rules governing public debt and its management in member countries. Peculiarities of currency policy.
статья, добавлен 26.12.2023Aspects of risks in the banking industry of Syria from the point of view of macroeconomics in the current crisis conditions in the country. Barriers to the development of the banking industry in Syria. Economic sanctions and currency fluctuations.
статья, добавлен 02.06.2018The main approaches of scientists and economists to methods of assessing risks that may arise in the company's activities. Research of the risk of deterioration of the financial condition, the threat of bankruptcy and liquidation of the enterprise.
статья, добавлен 18.12.2023Payoff function derivation. Account investors expectations and risk. The simulation scenario macroeconomic variables. The assessment of the likelihood of the scenario and parameter of the Bank. The regression analysis for indicators of the Bank.
дипломная работа, добавлен 06.07.2016The approaches to assessing the sustainability of budget revenues in a region, which have been tested on the example of 83 subjects of the Russian Federation. The steady growth rate, absolute risk and relative risk of budget revenues are determined.
статья, добавлен 01.04.2022Effective banking compliance - instrument, which improves bank readiness to threats they face when providing deferred payment services as well as for the irregular economic threats. The protection system of risk-management of National Bank of Ukraine.
статья, добавлен 20.10.2020The term "entrepreneur", which most people recognize as meaning someone who organizes and assumes the risk of a business in return for the profits. According to Cantillon's original formulation, the entrepreneur is a specialist in taking on risk.
реферат, добавлен 24.12.2013Impact of monetary policy of the European Central Bank, the Federal Reserve System and the Bank of Japan on the Ukrainian economy. Assessment of the impact of unconventional monetary policy of the ECB, FRS and Bank of Japan on the financial performance.
статья, добавлен 21.10.2020Evaluation of the specificity of regional development risks. Determination of the negative effects of these risks. Features of social and economic development of regions. Review ways to improve the risk management system of regional development.
статья, добавлен 30.07.2016Substantiate the expediency of hedging the risk of a decrease in revenue based on the derivative financial instruments using the example of wheat futures. The main stages of selling and factors affecting the prices of wheat in Ukraine were studied.
статья, добавлен 31.01.2024Analysis of theories of development, stability and risk, their essential principles, genesis and terminological apparatus. Creation of a mechanism for managing the sustainability of an industrial enterprise during the implementation of innovative strategi
статья, добавлен 20.12.2023Evaluation of investment attractiveness of enterprise on the basis of determining the degree of unsystematic risk in the composition of the capitalization rate. Calculation of risk premiums, which can serve as a criterion for making investment decisions.
статья, добавлен 06.02.2017Bond as an emission debt security the owner of which is entitled to receive from the person who issued it, within the stipulated period of its par value. The influence of the global factor in the expectations of investors for a risk premium on bonds.
дипломная работа, добавлен 19.08.2016Evaluation of National Money Laundering and Terrorist Financing Risk Indices. Distribution of available resources and costs for risk assessment participants, analysis of information, consideration of various indicators, their updating and comparison.
статья, добавлен 19.09.2022Most effective way to cope with the rise of manufactured risk is to limit responsibility by adopting the "precautionary principle". Variations on the precautionary principle can nevertheless be a significant way of the reintroducing responsibility.
статья, добавлен 10.08.2013Scientific and methodical approach to coordinate the interests of different groups in forming cooperative alliances of levels of the hierarchy. Identification of scenarios of socio-economic and spatial development taking into account risk factors.
статья, добавлен 30.08.2018The content and specific risks of regional development, the identification of possible negative consequences of these risks. Analysis of the problems of socio-economic development of the regions of Ukraine, improve the regional risk management system.
статья, добавлен 09.01.2019Predicting realized volatility and value-at-risk for the most liquid Russian stocks using GARCH, ARFIMA and HAR models, using implied volatility calculated based on option prices and Google Trends data. Investigation of errors in model specification.
статья, добавлен 25.01.2021- 20. Inventory management in the system of purchasing activities of the enterprise under risk conditions
Study of the main problems related to the need to improve the efficiency of inventory management in the procurement activities of enterprises in conditions of uncertainty and risk. Characteristics of the latest integrated inventory management system.
статья, добавлен 03.09.2024 Systemic features of innovation development in the United States of America. Analysis of factors of intensification of innovative productivity in the country. Venture investment in territorial agglomerations. Combination of entrepreneurial capitals.
статья, добавлен 04.09.2024- 22. Analysis of approaches to calculation of operational risks within bank capital adequacy assessment
Analysis of international approaches to measuring operational risks in order to ensure adequate coverage of capital. Development of a methodology for assessing operational risks, most suitable for implementation in the banking practice of Ukraine.
статья, добавлен 25.09.2016 Investigation of the risk of foreign direct investment to countries with a high level of shadow economy on example of Georgia, Moldova, Ukraine. Application of a two-dimensional adapted country risk analysis model for measuring investment attractiveness.
статья, добавлен 02.01.2019Analysis of financing information to promote green securitization. Adaptation of monetary policy by central banks for the transition to an environmentally sustainable economy. Measures of banks to encourage the implementation of "green" monetary policy.
статья, добавлен 05.09.2024A study of the housing market. The role of deflationary pressure increase in defaults on mortgage loans. The impact of monetary policy on housing prices and mortgage rates. The choice of model parameters for the analysis of housing and mortgage crisis.
статья, добавлен 26.01.2017