Relevant bibliographies by topics / Riskiness of assets

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Academic literature on the topic 'Riskiness of assets'

Author: Grafiati
Published: 30 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Riskiness of assets"

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Ivanenko, O. "Statistical evaluation of operational risks influence of credit unions on the structure on their assets." Bulletin of Taras Shevchenko National University of Kyiv. Economics, no. 134 (2013): 23–26. http://dx.doi.org/10.17721/1728-2667.2013/134-1/6.

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According to the results of the statistical analysis of the estimated impact of assets of credit unions and the riskiness of individual transactions to ensure the solvency of credit unions and match quality requirements of liquidity.
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Anantharaman, Divya, and Elizabeth C. Chuk. "The Economic Consequences of Accounting Standards: Evidence from Risk-Taking in Pension Plans." Accounting Review 93, no. 4 (2017): 23–51. http://dx.doi.org/10.2308/accr-51937.

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ABSTRACT Experts have long conjectured that pension accounting rules, by which pension expense depends on a managerial estimate that is directly tied to the riskiness of plan assets (i.e., the expected rate of return, or ERR, on plan assets), encourage risk-taking with pension investments. The recent passage of IAS 19, Employee Benefits (Revised) (hereafter, IAS 19R) eliminates the ERR and replaces it with a managerial estimate unrelated to plan asset riskiness (the discount rate). We demonstrate that a sample of Canadian firms affected by IAS 19R reduces risk-taking in pension investments pos
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Angelini, Pierpaolo, and Fabrizio Maturo. "Tensors Associated with Mean Quadratic Differences Explaining the Riskiness of Portfolios of Financial Assets." Journal of Risk and Financial Management 16, no. 8 (2023): 369. http://dx.doi.org/10.3390/jrfm16080369.

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Bound choices such as portfolio choices are studied in an aggregate fashion using an extension of the notion of barycenter of masses. This paper answers the question of whether such an extension is a natural fashion of studying bound choices or not. Given n risky assets, the question of why it is appropriate to treat only two risky assets at a time inside the budget set of the decision-maker is handled in this paper. Two risky assets are two goods. They are two marginal goods. The question of why they always give rise to a joint good inside the budget set of the decision-maker is addressed by
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Beatty, Anne, and David G. Harris. "The Impact of Explicit and Implicit State Taxation of U.S. Government Obligations on the Structure of Banks' Investment and Financing Portfolios." Journal of the American Taxation Association 23, no. 2 (2001): 1–19. http://dx.doi.org/10.2308/jata.2001.23.2.1.

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In this paper we examine the effects of differential state taxation of U.S. Government obligations (USOs) on how banks structure their investment and financing portfolios, the riskiness of banks' assets, and how implicit tax effects are impounded in investments' returns. Twenty-seven states tax USOs (taxing states) and 23 states and the District of Columbia do not (nontaxing states). We find that banks in taxing states hold significantly greater amounts of USOs, which are among the least risky assets banks can hold, and we find that these banks hold a less risky mix of assets. Consistent with
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Alihodžić, Almir. "The volatility of bitcoin and the riskiness of the financial portfolio." Bankarstvo 52, no. 2-3 (2023): 128–65. http://dx.doi.org/10.5937/bankarstvo2303128a.

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The main goal of this research is to evaluate the returns and risks of the following types of assets: Bitcoin, EUR Stoxx 50, gold, bonds: government bonds ICE Bof A 1-10 Year excluding Italy and Greece and the corporate bond index ICEB of A 1-10 Year AA. The paper tested a total of ten portfolios according to different scenarios for digital and financial assets. Also, in the paper, greater measures of risk and return were calculated with the aim of forming an optimal portfolio with minimal risk. The results of this research revealed that the correlation between Bitcoin and other forms of finan
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Miskolczi, Panna. "Note on simple and logarithmic return." Applied Studies in Agribusiness and Commerce 11, no. 1-2 (2017): 127–36. http://dx.doi.org/10.19041/apstract/2017/1-2/16.

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In this paper we describe and clarify the definitions and the usage of the simple and logarithmic returns for financial assets like stocks or portfolios. It can be proven that the distributions of the simple and logarithmic returns are really close to each other. Because of this fact we investigate the question whether the calculated financial risk depends on the use of simple or log returns. To show the effect of the return-type on the calculations, we consider and compare the riskiness order of stocks and portfolios. For our purposes, in the empirical study we use seven Hungarian daily stock
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Angelini, Pierpaolo. "Financial Decisions Based on Zero-Sum Games: New Conceptual and Mathematical Outcomes." International Journal of Financial Studies 12, no. 2 (2024): 56. http://dx.doi.org/10.3390/ijfs12020056.

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All the n possible returns on a financial asset are the components of an element of a linear space over R. This paper shows how to transfer all these n possible returns on a one-dimensional straight line. In this research work, two or more than two financial assets are studied. More than two financial assets are always studied in pairs, so they are treated inside the budget set of a given decision-maker. Two univariate financial assets give rise to a bivariate financial asset characterized by a bivariate (two-dimensional) distribution of probability. This research work shows how constrained ch
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Risal, Hari Gopal, and Sabin Bikram Panta. "CAMELS-Based Supervision and Risk Management: What Works and What Does Not." FIIB Business Review 8, no. 3 (2019): 194–204. http://dx.doi.org/10.1177/2319714519873747.

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This paper investigates the effectiveness of CAMELS (Capital Adequacy, Assets Quality, Management Efficiency, Earning Efficiency, Liquidity and Sensitivity to Market Risk) based supervision in risk management of A class commercial banks. The riskiness is measured by Downside Deviation (i. e., volatility of returns below minimum average return) and Standard Deviation of ROA and ROE. Using the Generalized Method of Moments (GMM) in secondary balanced panel data during major financial development (i. e., 2004 to 2018; BASEL-I-II-III) of all 28 commercial banks of Nepal; causal relationship betwee
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Mandal, Sonik, Charlie Swartz, Sanjib Guha, and Carl B. McGowan Jr. "How CEO Wealth Affects the Riskiness of a Firm." Applied Economics and Finance 6, no. 4 (2019): 36. http://dx.doi.org/10.11114/aef.v6i4.4319.

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The objective of this paper is to analyze the relationship between the ownership level of managers and the risk averse behavior of the firm. We measure the ownership level of the managers by the ratio of their ownership of the company relative to their total wealth for a sample of 69 individuals from the Forbes 400 list of the wealthiest individuals in the world for the period from 2001-11 using an unbalanced panel data analysis. The dependent variable is the Altman Z-score of each firm and we further test these relationships using financial leverage. The independent variables are delta and Ve
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TKACHENKO, O.M. "Diversification of the private investor's investment portfolio as a way to reduce its riskiness." Market Relations Development in Ukraine №3(214)2019 132 (May 8, 2019): 40–47. https://doi.org/10.5281/zenodo.2678024.

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Each investor is searching for the best investment assets constantly. It helps him to get the most revenue, to diversify investment portfolios, minimize risks and increase return on investment. However, alternative investment in the stock and currency exchanges, the Internet, in the banking sector is quite risky and requires the investor to have the relevant knowledge, skills and experience. The article examines various investment assets that serve as a means of diversifying the investment portfolio in order to reduce its risk profile. Within the research, the author focuses on investments in
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Dissertations / Theses on the topic "Riskiness of assets"

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Шафран, О. В. "Управління кредитним ризиком в комерційних банках України". Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/12363.

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В роботі розглянуто: теоретичні основи управління кредитним ризиком в комерційних банках України, науково-практична оцінка якості управління кредитним ризиком в комерційних банках України на прикладі комерційного банку АТ «ОТП Банк», здійснені рекомендації щодо управління кредитним ризиком в комерційних банках України та окремого комерційного банку. Проаналізовано сучасні аспекти якості управління кредитним ризиком в комерційних банках України на прикладі комерційного банку АТ «ОТП Банк». Запропоновано визначення поняття «кредитний ризик» та узагальнено чинники впливу на рівень кредитного ри
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Wu, Shu-Ting, and 吳書婷. "Application of Riskiness for Asset Allocation." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/55845263410751329806.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>101<br>For asset allocation, the measure of financial risk is definitely important. There are plenty of ways of measuring, such as the standard deviation, VaR, and CVaR, with their own advantages and disadvantages. In this paper, the index focused on is Riskiness introduced by Aumann and Serrano (2008). Because of its first- (second-) order monotonicity, it helps selecting assets, and this property is not usually owned by the previous indices. In addition, when assuming the rate of return to follow normal distribution, the computation of Riskiness is simplified and
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Huang, Kai-Han, and 黃楷瀚. "Application of Generalized Measure of Riskiness to Various Asset Classes." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/xcx2f3.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>105<br>This paper is aimed at expanding the application of the Generalized Measure of Riskiness(GMR), introduced by Bali, Cakici, and Chabi-Yo (2011), to various kinds of assets, and testing for its feasibility for properly reflecting the pattern of riskiness and return of the underlying assets. The paper conducts the estimation of riskiness measures based on historical data between December 31, 1988 to January 31, 2009 using Generalized Method of Moments (GMM). The paper examined the time series trend, the correlation with concurrent and predictability of future Sh
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Books on the topic "Riskiness of assets"

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Simon, Gleeson. Part III Investment Banking, 12 The Trading Book. Oxford University Press, 2018. http://dx.doi.org/10.1093/law/9780198793410.003.0012.

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This chapter begins by discussing market risk in the Basel framework. Market risk was a relative latecomer to the Basel framework. Although the original Accord was signed in 1988, it was only in 1996 that the amendment to incorporate market risks was implemented. Market risk in the trading book is comprised of two significant components: position risk, which measures the risk of a change in the value of assets held; and counterparty credit risk, which measures the riskiness of counterparties to derivatives, options, and other trading positions. The remainder of the chapter covers trading book
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Book chapters on the topic "Riskiness of assets"

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Rochet, Jean-Charles. "Capital Requirements and the Behavior of Commercial Banks." In Credit, Intermediation, and the Macroeconomy. Oxford University PressOxford, 2004. http://dx.doi.org/10.1093/oso/9780199242948.003.0016.

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Abstract In fact, the above questions have already been examined, notably by U.S. economists, who used essentially two competing sets of assumptions. In the first setup, financial markets are supposed to be complete and depositors are perfectly informed about the failure risks of banks. Then the Modigliani-Miller indeterminacy principle applies and the market values of banks are independent of the structure of their assets portfolio, as well as their capital to assets ratio. How-ever, when a bankruptcy cost is introduced as in Kareken and Wallace (1978), it is found that unregulated banks woul
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Datta, Bidisha, and Indranil Sarker. "Effect of Covid 19 Outbreak on Hospitality Sector Stock Prices of Top Two Asian Tourist Destination Countries: A Beta Stationarity Methodology." In Sustainable Strategies for Economic Growth and Decent Work: New Normal. Lincoln University College, Malaysia, 2022. http://dx.doi.org/10.31674/book.2022sseg.023.

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The COVID-19 pandemic has brought about an unthought of catastrophe to all aspects of life and has halted social, political, economic, religious, academic, and all other activities. The hospitality sector is one of the worst affected. This novel study investigates whether the COVID-19 outbreak has significantly changed the hospitality stock index sensitivity of the top two Asian tourist destinations. Outcome states that the COVID-19 outbreak has adversely affected the hospitality sector's stock volatility. However, while two countries displayed a significant increase in riskiness, the beta of
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Conference papers on the topic "Riskiness of assets"

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Brašić Stojanović, Jovana. "POSITION OF DIGITAL ASSETS SERVICES PROVIDER IN THE SERBIAN LEGAL SYSTEM." In International scientific conference challenges and open issues of service law. Vol. 1. University of Kragujevac, Faculty of law, 2024. http://dx.doi.org/10.46793/xxmajsko1.089bs.

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In the era of digitization and the increasing importance of the use of information and communication technologies for economic development, the Republic of Serbia recognized the importance of timely and comprehensive regulation of digital assets, and was one of the few countries that created a special legal framework in this area. With the entry into force of the Law on Digital Assets, new legal entities appear in the Serbian legal system, whose status and organizational position is governed by legal norms. In the paper, the author analyzes the digital assets services provider, based on the in
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Гарипов, Камиль Салаватович. "MANAGEMENT OF FINANCIAL STABILITY OF THE ENTERPRISE." In Поколение будущего: сборник статей LII международной научной конференции (Санкт-Петербург, Январь 2025). Crossref, 2025. https://doi.org/10.37539/250113.2025.57.78.005.

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Анализ финансовой устойчивости организации позволяет определить основные показатели, отражающие рискованность вложения инвестиций в активы данной организации. Чем стабильнее показатели финансовой устойчивости, тем выше инвестиционная привлекательность фирмы. Анализ финансовой устойчивости позволяет оценить перспективы развития предприятия и вовремя увидеть проблемные зоны. Analysis of the financial stability of an organization allows us to determine the main indicators that reflect the riskiness of investing in the assets of this organization. The more stable the financial stability indicators
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Bilka, Matúš. "tock Performance During Covid-19 Pandemic By Sector: Conditional Value at Risk Approach." In EDAMBA 2021 : 24th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2022. http://dx.doi.org/10.53465/edamba.2021.9788022549301.43-51.

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The Covid-19 pandemics affects many areas of our lives, with financial markets being no exception. Comparison of the risk-return patterns of the sector stock indices allows us to draw conclusions on the relative vulnerability of the economic sectors to the underlaying pandemic. Previous research suggests that although market was negatively hit in general, it is possible to find small portion of the winners. We used daily prices from the 1.8.2018 to 31.7.2021 on the sector stock indices to assess its risk-return patterns before and during the pandemic. Special emphasis was set on the calculatio
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Reports on the topic "Riskiness of assets"

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Hassan, Tarek A., Jesse Schreger, Markus Schwedeler, and Ahmed Tahoun. Country Risk. Institute for New Economic Thinking Working Paper Series, 2021. http://dx.doi.org/10.36687/inetwp157.

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We construct new measures of country risk and sentiment as perceived by global investors and executives using textual analysis of the quarterly earnings calls of publicly listed firms around the world. Our quarterly measures cover 45 countries from 2002-2020. We use our measures to provide a novel characterization of country risk and to provide a harmonized definition of crises. We demonstrate that elevated perceptions of a country's riskiness are associated with significant falls in local asset prices and capital outflows, even after global financial conditions are controlled for. Increases i
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Lopez, Pierlauro, David Lopez-Salido, and Francisco Vazquez-Grande. Nominal rigidities and the term structures of equity and bond returns. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202311.

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We present a production economy with nominal price rigidities that explains several asset pricing facts, including a downward-sloping term structure of the equity premium, upward sloping term structures of nominal and real interest rates, and the cyclical variation of the term structures. In the model, after a productivity shock a countercyclical labor share exacerbates the procyclicality of dividends, and hence their riskiness, and generates countercyclical inflation. The dividend share gradually increases after a negative productivity shock as the price level increases sluggishly, so the pay
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