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The inflation column
The inflation column

... nized inflation risk in their liabilities for longer than demand for swaps actually exceeded that for bonds.2 any conversation about inflation as a proper risk factor. At the same time, governments hold inflationlinked assets (primarily in the form of future tax revenues), and so a market in inflati ...
Heterogeneity and Portfolio Choice: Theory and
Heterogeneity and Portfolio Choice: Theory and

... important risk factors that may influence the composition of liquid asset holdings. Table 1 shows the breakdown of financial wealth from the 2001 SCF. For the average household, total financial wealth consists of liquid assets (15.8% stocks, 7.6% bonds, and 24.4% cash), housing (41.3%), other real e ...
Economics` Approach to Financial Planning by Laurence J. Kotlikoff
Economics` Approach to Financial Planning by Laurence J. Kotlikoff

... Theory of Interest -- provides the first unified economic treatment of consumption, saving, investing, and credit markets. The book, written 77 years ago, contains not only the first diagram of intertemporal consumption smoothing; it also provides a mathematically precise analysis of the problem. In ...
1.1. Necessity of the research problem
1.1. Necessity of the research problem

3BUAdvising and Supervision (as main/co
3BUAdvising and Supervision (as main/co

... Journal of Development Economics, Journal of Money Credit and Banking, Applied Economics (3), Emerging Markets Review, Emerging Markets Finance and Trade , Journal of Economics and Business, Applied Financial Economics (2) Asian Journal of Finance and Accounting (2), Journal of Economics and Finance ...
Guidelines to Emerging Market Regulators
Guidelines to Emerging Market Regulators

... Ideally, risk-based approach to supervision employs methods such as sensitivity analysis, stress testing and other risk monitoring techniques to identify the likelihood of an (negative) event and its impact on the system in the process of the risk assessment and risk management. In the light of the ...
FINANCIAL LITERACY AND INFLUENCE OF PSYCHOSOCIAL
FINANCIAL LITERACY AND INFLUENCE OF PSYCHOSOCIAL

DOC - Investor Overview
DOC - Investor Overview

EGESIF_15_0012-00 Combination of support
EGESIF_15_0012-00 Combination of support

... improve for the final recipient the conditions of access to the private capital co-invested at the level of the relevant financial instrument (i.e. they should not be used to improve conditions of the support already received from ESIF or from national public co-financing through the financial instr ...
capital structure in the airline industry
capital structure in the airline industry

Ethical Behaviour and Operating Performance of Insurance Broker
Ethical Behaviour and Operating Performance of Insurance Broker

... plays a role of “market maker”, helping buyers to identify their coverage and risk management needs and matching buyers with appropriate insurers. In this case, although price is important, it is only one of several factors that clients consider when choosing which insurer(s) will provide their cove ...
Risk Incentives in an Interbank Network
Risk Incentives in an Interbank Network

Missing Numbers -- Behind Wave of Corporate Fraud: A Change in
Missing Numbers -- Behind Wave of Corporate Fraud: A Change in

Annual Report 2015 Deutsche Bahn Finance B.V. Amsterdam
Annual Report 2015 Deutsche Bahn Finance B.V. Amsterdam

... primarily are denominated are EUR, CHF, GBP, NOK, JPY and USO. The Company hedges 100% of its estimated foreign currency exposure and manages its exchange exposure by means of back to back funding of the initiated loans in the respective currencies. Therefore, the Company has no currency exposure on ...
Ownership structure, risk and performance in the - Hal-SHS
Ownership structure, risk and performance in the - Hal-SHS

... decreases and ownership becomes more dispersed. The argument may weaken if the dispersed ownership went along with the public trading of the firm’s securities. As pointed out by Fama (1980), the signals provided by an efficient capital market about the value of a firm’s securities are likely to disc ...
Evaluating the Riskiness of Initial Public Offerings: 1980-2000
Evaluating the Riskiness of Initial Public Offerings: 1980-2000

Credit Derivatives, Leverage, and Financial
Credit Derivatives, Leverage, and Financial

... regulatory design. First, regulations that address financial institution leverage offer central bankers new tools to dampen inflation in asset markets and to fight potential asset price bubbles.19 Second, even if these regulations are not used primarily as monetary or macroeconomic levers, changes i ...
NBER WORKING PAPER SERIES THE VALUATION OF LONG-DATED ASSETS Ian Martin
NBER WORKING PAPER SERIES THE VALUATION OF LONG-DATED ASSETS Ian Martin

... rests on rather special assumptions about functional forms—notably on the properties of utility functions near zero and on the distribution of “consumption” (to be understood broadly) in the left tail. The present paper attempts to place the Weitzman argument on a more general footing, based on very ...
Case No. 8731phii - Maryland Public Service Commission
Case No. 8731phii - Maryland Public Service Commission

Futures Contracts
Futures Contracts

... $210, you can allow the options to expire, which limits your loss to the price of the options. • If Apple’s stock is selling for $200 per share and you are convinced it will decline in price, you could engage in a short sale. With a short sale, you borrow the stock from your broker and sell it now, ...
Financial System, Financial Liberalization and Crises : A tale of two
Financial System, Financial Liberalization and Crises : A tale of two

Money, Banking, and the Financial System
Money, Banking, and the Financial System

... $210, you can allow the options to expire, which limits your loss to the price of the options. • If Apple’s stock is selling for $200 per share and you are convinced it will decline in price, you could engage in a short sale. With a short sale, you borrow the stock from your broker and sell it now, ...
EDHEC Working Paper Comparing Regulatory Measures Stock Market Volatility
EDHEC Working Paper Comparing Regulatory Measures Stock Market Volatility

... With complete financial markets, instead of solving for the dynamic problem of each investor, one can identify the equilibrium by solving the static problem of allocating consumption across investors at each date and state. Real decisions are made by an easily defined "representative investor". Howe ...
mmi13 Smets  19074710 en
mmi13 Smets 19074710 en

1 Foreign Market Entry Strategies
1 Foreign Market Entry Strategies

... Food companies are generally divided between those engaged in the early or middle stages of making a processed food product and those in the later stages. Companies involved in the early to middle stages are also known as agribusiness companies. Some agribusiness companies - Archer Daniels Midland C ...
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Systemic risk

In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to risk associated with any one individual entity, group or component of a system, that can be contained therein without harming the entire system. It can be defined as ""financial system instability, potentially catastrophic, caused or exacerbated by idiosyncratic events or conditions in financial intermediaries"". It refers to the risks imposed by interlinkages and interdependencies in a system or market, where the failure of a single entity or cluster of entities can cause a cascading failure, which could potentially bankrupt or bring down the entire system or market. It is also sometimes erroneously referred to as ""systematic risk"".
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