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The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…

Risk Management · Quantitative Finance 2014-01-30 Teruyoshi Kobayashi

Recurring international financial crises have adverse socioeconomic effects and demand novel regulatory instruments or strategies for risk management and market stabilization. However, the complex web of market interactions often impedes…

Portfolio Management · Quantitative Finance 2009-08-06 Andreas Martin Lisewski

Credit estimation and bankruptcy prediction methods have been utilizing Altman's $z$ score method for the last several years. It is reported in many studies that $z$ score is sensitive to changes in accounting figures. Researches have…

Economics · Quantitative Finance 2015-02-04 M. Naresh Kumar , V. Sree Hari Rao

This paper discusses the IAU Resolutions B1.3, B1.4, B1.5 and B1.9 (2000) that were adopted during the 24th General Assembly in Manchester, 2000 and provides details and explanations for these Resolutions. It is explained why they present…

As demonstrated during the recent financial crisis, regulators require additional analytical tools to assess systemic risk in the financial sector. This paper describes one such tool; namely a novel market modeling and analysis capability.…

Trading and Market Microstructure · Quantitative Finance 2011-05-30 Brian Tivnan , Matthew Koehler , Matthew McMahon , Matthew Olson , Neal Rothleder , Rajani Shenoy

In recent years, it has become apparent that an isolated microprudential approach to capital adequacy requirements of individual institutions is insufficient. It can increase the homogeneity of the financial system and ultimately the cost…

Risk Management · Quantitative Finance 2023-11-27 Jana Hlavinova , Birgit Rudloff , Alexander Smirnow

Stablecoins, with a capitalization exceeding 200 billion USD as of January 2025, have shown significant growth, with annual transaction volumes exceeding 10 trillion dollars in 2023 and nearly doubling that figure in 2024. This exceptional…

General Economics · Economics 2025-07-21 Ahmed Mahrous , Maurantonio Caprolu , Roberto Di Pietro

This research presents a comprehensive framework for transitioning financial diffusion models from the risk-neutral (RN) measure to the real-world (RW) measure, leveraging results from probability theory, specifically Girsanov's theorem.…

Mathematical Finance · Quantitative Finance 2024-09-20 Mohamed Ben Alaya , Ahmed Kebaier , Djibril Sarr

Dynamical systems, that are used to model power grids, the brain, and other physical systems, can exhibit coexisting stable states known as attractors. A powerful tool to understand such systems, as well as to better predict when they may…

Dynamical Systems · Mathematics 2023-07-31 George Datseris , Kalel Luiz Rossi , Alexandre Wagemakers

This study conducts a bibliometric review of scientific literature on the European Union Emissions Trading System (EU ETS) from 2004 to 2024, using research articles from the Scopus database. Using the Bibliometrix R package, we analyze…

Statistical Finance · Quantitative Finance 2024-11-19 Cristiano Salvagnin

One 'problem' with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, markets, national economies). This…

Computational Engineering, Finance, and Science · Computer Science 2012-08-28 Paolo Magrassi

This paper introduces a novel approach to financial crisis prediction by establishing a thermodynamic-like framework derived from the fluctuation theorem of statistical physics. We define market temperature through the probability ratio of…

In the context of containment of default contagion in financial networks, we here study a regulator that allocates pre-shock capital or liquidity buffers across banks connected by interbank liabilities and common external asset exposures.…

Computational Engineering, Finance, and Science · Computer Science 2026-03-31 Giuseppe C. Calafiore

The document discusses the financial climate risk in the context of the banking industry, emphasizing the need for a comprehensive understanding of climate change across different spatial and temporal scales. It highlights the challenges in…

General Economics · Economics 2024-05-29 Victor Cardenas

Sustainability is a key point for financial markets and the label "Green" is an attempt to address this. Acquisition of the label "Green" for financial products carries potential benefits, hence the controversy and attractiveness of the…

General Finance · Quantitative Finance 2021-12-09 Chris Kenyon , Mourad Berrahoui , Andrea Macrina

We develop the first basic Operational Risk perspective on key risk management issues associated with the development of new forms of electronic currency in the real economy. In particular, we focus on understanding the development of new…

Risk Management · Quantitative Finance 2014-09-05 Gareth W. Peters , Ariane Chapelle , Efstathios Panayi

This study investigates the factors that influence the capital adequacy of commercial banks in Bangladesh using panel data from 28 banks over the period of 2013-2019. Three analytical methods, including the Fixed Effect model, Random Effect…

Risk Management · Quantitative Finance 2023-04-13 Md Shah Naoaj

This paper studies the response of stock markets relative to the banking sector to innovation by using a panel of 75 countries from 1982 to 2021. We find that innovation increases the activity, efficiency and size of stock markets relative…

General Economics · Economics 2025-12-17 Yimin Wu , Tomoo Kikuchi

Alignment of financial market incentives and carbon emissions disincentives is key to limiting global warming. Regulators and standards bodies have made a start by requiring some carbon-related disclosures and proposing others. Here we go…

Risk Management · Quantitative Finance 2022-02-17 Chris Kenyon , Mourad Berrahoui , Andrea Macrina

We investigate a multi-factor extension of the asymptotic single risk factor (ASRF) model that underlies the capital charges of the "Basel II Accord". In this extended model, it is still possible to derive closed-form solutions for the risk…

Physics and Society · Physics 2008-12-02 Dirk Tasche