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Discussion of “Financial Crises and Risk Premia” by Tyler Muir
Financial Crises Risk Premia Tyler Muir
2014/3/18
Figure 7: I plot the log of the ratio of intermediary equity to GDP (black line, right axis,
decreasing scale) which is the state variable in the model, along with the subsequent 5 year
excess retur...
CORRELATED FAILURES, DIVERSIFICATION, AND INFORMATION SECURITY RISK MANAGEMENT
research on risk management computer network security management information systems diversification of computer software
2011/10/6
The article presents research on risk management related to computer network security in management information systems. A queuing model is presented to quantify the downtown loss faced by a network i...
Compensation and Risk Incentives in Banking and Finance
executive compensation contracts risk incentives risk-taking financial crisis
2011/10/5
We review why executive compensation contracts are often structured the way they are, analyze risk incentives stemming from various pay schemes, and examine the tendency of the banking and finance ind...
THE ROLE OF RETAIL BANKING IN THE U.S. BANKING INDUSTRY: RISK, RETURN, AND INDUSTRY STRUCTURE
the return in the U.S banking industry retail banking of the industry
2011/10/3
The article discusses the return in retail in the U.S. banking industry and offers some insight into why this strategic shift has occurred. It relates that the renewed interests in retail banking of t...
Market and Risk Management Innovations: Implications for Safe and Sound Banking
three major banking innovations in their book Present and Future risk-sensitive approaches environmental changes
2011/9/28
The article discusses three major banking innovations suggested by George J. Benston and colleagues in their book "Perspectives on Safe and Sound Banking: Past, Present and Future." It examines the pr...
Notice on the Issuance of "Guidance on the Supervision of Risk from Derivative Product Business Conducted by Foreign Banks (Trial)"
banking industry GOVERNMENT policy Banking Regulatory Commission
2011/9/26
The article discusses the promulgation of "Guidance on the Supervision of Risk from Derivative Product Business Conducted by Foreign Banks (Trial)" by the Banking Regulatory Commission in China. It is...
Simple precautions reduce risk of online financial fraud
precautionary measures the risk of financial fraud online internal online banking the computer systems
2011/9/24
The article offers some precautionary measures to minimize the risk of financial fraud online. According to the author, the key to address the risk of online fraud is to regularly enhance the procedur...
Implementing Loss Distribution Approach for Operational Risk
operational risk loss distribution approach Bayesian inference dependence modeling
2010/10/29
To quantify the operational risk capital charge under the current regulatory framework
for banking supervision, referred to as Basel II, many banks adopt the Loss Distribution
Approach. There are ma...
A new approach for scenario generation in Risk management
risk management stochastic (partial) di erential equation calibration historical simulation time series jump processes
2010/10/29
We provide a new dynamic approach to scenario generation for the purposes of risk management in the banking industry. We connect ideas from conventional techniques { like historical and Monte Carlo si...
}Recently some press reports about the insolvency and the debt-repayment of the GITIC have attracted growing international interest in the problems of the Chinese banking sector: What happened in Chin...