Risk

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A few dictionaries express more certainty. Cognate with Spanish riesgo , Portuguese risco. Definition from Wiktionary, the free dictionary.

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You can learn about what data of yours we retain, how it is processed, who it is shared with and your right to have your data deleted by reading our Privacy Policy. Full article. Open Access Article. Vasiliev and Eugene R. Abstract In modern market conditions, customers who purchase banking products require a high level of service. The article analyzed the economic component of the omnichannel sales management system [ In modern market conditions, customers who purchase banking products require a high level of service. The article analyzed the economic component of the omnichannel sales management system in banking.

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The existing barriers to introducing omnichannels to the practice of banking management have been identified. The features of the calculation of individual elements of the cost of sales at various stages of the life cycle of sales sales funnel are considered. An economic—mathematical model for managing the cost and profitability of sales by selecting the optimal omnichannel chains was proposed.

The omnichannel model of interaction with customers enables banks to simultaneously achieve several key goals of increasing their own business efficiency: increase sales while reducing their cost and improving the quality of customer service. The model can be used not only in banking, but also in other forms of retail business where it is possible to collect detailed statistics and build a factor analysis of conversion through a sales funnel.

Abstract In the mandatory health insurance market in Switzerland, a range of insurers offer policies that differ in characteristics like premium and service level while benefits are the same and regulated by law. In this paper, we give an overview of the market and [ In the mandatory health insurance market in Switzerland, a range of insurers offer policies that differ in characteristics like premium and service level while benefits are the same and regulated by law.

Indeed, in view of substantial differences between the players, the risk that policyholders change their provider is important. We develop a linear model with two-sided lognormally distributed errors and use publicly available data on the Swiss mandatory health insurance market for the years from to Abstract In this paper, we apply machine learning to forecast the conditional variance of long-term stock returns measured in excess of different benchmarks, considering the short- and long-term interest rate, the earnings-by-price ratio, and the inflation rate.

In particular, we apply in a two-step [ In this paper, we apply machine learning to forecast the conditional variance of long-term stock returns measured in excess of different benchmarks, considering the short- and long-term interest rate, the earnings-by-price ratio, and the inflation rate. In particular, we apply in a two-step procedure a fully nonparametric local-linear smoother and choose the set of covariates as well as the smoothing parameters via cross-validation. We find that volatility forecastability is much less important at longer horizons regardless of the chosen model and that the homoscedastic historical average of the squared return prediction errors gives an adequate approximation of the unobserved realised conditional variance for both the one-year and five-year horizon.

Relation between real stock returns and real earnings-by-price. Period: — Histogram, kernel density estimate red , and fitted normal distribution green. Abstract The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of the empirical analysis is on the energy sector, which has been designated as one of the four key industries, together with [ The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam.

The focus of the empirical analysis is on the energy sector, which has been designated as one of the four key industries, together with services, food, and telecommunications, targeted for economic development by the Vietnam Government through to The oil and gas industry is a separate energy-related major industry, and it is evaluated separately from energy.

For the stock market in Vietnam, the website used in this paper provided complete and detailed data for each stock, as classified by industry. The empirical findings indicate that Energy and Pharmaceuticals are the least risky industries, whereas oil and gas and securities have the greatest risk. In general, there is strong empirical evidence that the four key industries display relatively low risk. Abstract The study of connectedness is key to assess spillover effects and identify lead-lag relationships among market exchanges trading the same asset.

By means of an extension of Diebold and Yilmaz econometric connectedness measures, we examined the relationships of five major Bitcoin exchange [ The study of connectedness is key to assess spillover effects and identify lead-lag relationships among market exchanges trading the same asset. By means of an extension of Diebold and Yilmaz econometric connectedness measures, we examined the relationships of five major Bitcoin exchange platforms during two periods of main interest: the surge in prices and the decline. We concluded that Bitfinex and Gemini are leading exchanges in terms of return spillover transmission during the analyzed time-frame, while Bittrexs act as a follower.

We also found that connectedness of overall returns fell substantially right before the Bitcoin price hype, whereas it leveled out during the period the down market period.

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We confirmed that the results are robust with regards to the modeling strategies. The rolling window set for the estimations is 2 weeks. The rolling window set for the estimations is h—corresponding to two weeks. Values are expressed in percentage terms. Abstract In this paper, we solve the problem of mid price movements arising in high-frequency and algorithmic trading using real data. In this paper, we solve the problem of mid price movements arising in high-frequency and algorithmic trading using real data.

We also define error rates to estimate the models fitting accuracy.

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Credit risk is for real... look deeper into portfolio quality: Murthy Nagarajan, Tata Mutual Fund

Applying a Mover-Stayer model to determine the migration risk of small and medium enterprises, we [ Applying a Mover-Stayer model to determine the migration risk of small and medium enterprises, we find that banks are over-estimating their credit risk resulting in excessive regulatory capital. This has important macroeconomic implications due to the fact that holding a large capital buffer is costly for banks and this in turn influences their ability to lend in the wider economy.

Markets Question Whether or Not It Is Time to De-Risk

This conclusion is particularly true during economic downturns with the consequence of exacerbating the cyclicality in risk capital that therefore acts to aggravate economic conditions further. Figure 1. The vertical axis shows the probability, the horizontal axis shows time in years.

Risk | Definition of Risk by Merriam-Webster

The five curves compare the upgrade path probability to a better rating notch. Abstract This paper investigates option valuation when the underlying market suffers from illiquidity of price impact. Using option data, I infer trading activities and price impacts on the buy side and the sell side in the stock market from option prices across maturities.

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The [ This paper investigates option valuation when the underlying market suffers from illiquidity of price impact. The finding displays that the stock market is active when the stock prices plummet, but becomes silent after the market crashes. In addition, the difference of option implied price impacts between the buy side and the sell side, which indicates asymmetric liquidity, increases with the time to maturity, especially on the day of the market crisis. Moreover, investors have different perspectives on the future liquidity after liquidity shocks when they are in a bull market or in a bear market according to the option implied price impact or market depth curves.

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