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The article is devoted to the topical issue of optimization and harmonization of the formation of the corporate property portfolio. Financial Risk - The latest news about Financial Risk from the WSJ Risk & Compliance Journal Blog. We argue that increasing international diversity in the boardroom improves both the quantity and quality of the information exchange between insiders and shareholders, thereby reducing adverse selection costs. The concept of modeling a system for assessing the financial stability of service enterprises is developed in the article, which is based on the collection of financial data, a comprehensive analysis of factors influencing the financial condition, a study of the controllability of the process of assessing financial stability, building a model of an integral indicator of financial stability, and its program implementation. We find that all indicators reliably predict market events on simulated data and clearly distinguish the different models. Journal of Financial Risk Management, Volume 9, pp 57-81; doi:10.4236/jfrm.2020.92004 All rights reserved. The Journal of Credit Risk is at the forefront in tackling the many issues and challenges posed by the recent financial crisis, focusing on the measurement and management of credit risk, the valuation and hedging of credit products, and the promotion of greater understanding in the area of credit risk … Benchmarking operational risk stress testing models, What is essential is invisible to the eye: prioritizing near misses to prevent future disasters, A FAVAR modeling approach to credit risk stress testing and its application to the Hong Kong banking industry, Benchmarking loss given default discount rates, A k-means++-improved radial basis function neural network model for corporate financial crisis early warning: an empirical model validation for Chinese listed companies, The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets, Smaller drawdowns, higher average and risk-adjusted returns for equity portfolios, using options and power-log optimization based on a behavioral model of investor preferences, Eigenportfolios of US equities for the exponential correlation model, Optimal dynamic strategies on Gaussian returns, Is trading indicator performance robust? The study adopted regression methodology. We deploy three types of. The Polish corporate bond market does not have a history as long as the American one, however, it is characterized by stable annual growth. View our latest in market leading training courses, both public and in-house. The growth of the market is related to the growth of its liquidity and is determined by a number of entities, both on the demand and the supply side. It is important to note, however, that financial risk … Of the numerous important, significant, and high-quality papers that have been published in the, The discussion on the necessity of a larger volume of very highly quality liquid assets (VHQLA) in the euro area has been very extensive. 8.7 CiteScore. Such an asset would also be very beneficial during crisis periods, such as the current COVID19 crisis, by allowing banks to transform mortgages into very high quality liquid assets that can be used for funding and as a collateral in operations with the Eurosystem, thus enhancing the possible credit to sustain small and medium-sized enterprises (SMEs). At the same time, a percentage increase in bank size and liquidity ratio enhance the bank deposit rate by 0.0068% and 0.479%, respectively, in the long-run, while a percentage change in interest income coverage will reduce the bank deposit rate by 0.004% in the long-run. The paper also demonstrates that when used in conjunction with a complementary currency system such as mutual credit as a liquidity source the effectiveness of obligation-clearing can be doubled. Managing Editor: G. William Schwert. If further highlights key decision stages in best-practice UMR planning and compares the…, Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and …, Search and download thousands of white papers, case studies and reports from our sister site, Risk Library. Here, we analyze the underlying mechanisms of three agent-based models explaining these stylized facts in terms of market instabilities and compare them on empirical grounds. Thus far, fundamental-weighting has been shown to be able to. This is in contrast to most traditional signalling literature where debt serves as a signal of quality. To this end, we first develop a. Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Volatility clustering and fat tails are prominently observed in financial markets. those of the individual authors and contributors and not of the publisher and the editor(s). Financial Risk Management for Management Accountants Published by The Society of Management Accountants of Canada, the American Institute of Certified Public Accountants and The Chartered … Exports and imports are significant factors which determine FDI in markets like USA. We establish asymptotic distributions of our estimators, which allows us to consistently estimate the asymptotic variances of our estimators with the plug-in principle and enables interval estimates of the ruin probability. The main purpose of this article is to analyze current trends and identify prospects for the international tourism development in the context of increasing. Subscribe to receive issue release notifications and newsletters from MDPI journals, You can make submissions to other journals. We first backtested an array of different factor models. We examine the plausible scenarios that are likely to emerge in the event of elimination or reduction of subsidies, and the subsequent effect on the financial markets and the fish production. Our analysis shows that the impact of a reduction in fisheries subsidies would reduce the exploitation of fish and marine resources in developing countries, thus leading to a general increase in fish prices and quantity stabilizing at lower levels. This is mainly due to improper marketing. Thanks to the results of the research, we could observe that tools, media or forms of marketing communication of sustainable fashion producers have certainly changed. Published by Infopro Digital Services Limited, 133 Houndsditch, London, EC3A 7BX. The statements, opinions and data contained in the journals are solely We develop a theoretical model based on several theories, mainly pecking order theory and theory of information economics, as well as on theoretical arguments provided by economic sociology and psychology to investigate for the first time the impact of the presence of a foreign board member on capital structure. If you don’t have a Risk.net account, please register for a trial. This paper shows that obligation-clearing is a very effective liquidity-saving method for providing relief in the trade credit market and, therefore, on the supply-side or productive part of the economy. During financial crises, liquidity tends to become scarce, a problem that disproportionately affects small companies. The governance data were collected from the World Bank Governance Database. Often it is understood to include only downside risk, … We propose a nonparametric estimation approach which does not involve smoothing and thus is free of the bandwidth choice. Take a look at the wide variety of events and training on offer. At the same time, the issues of managing information support of economic entities in the field of international tourism need to be further developed in order to reduce risks. The article is devoted to the theoretical substantiation and development of methodological approaches and practical recommendations for modeling the assessment of the financial stability of a service sector enterprise. The Polish corporate bond market does not have a history as long as the American one, however, it is characterized by stable annual growth. To assess the financial condition of the hotel industry, a visual interpretation of the neural network, a model of self-organizing Kohonen map, was used. Energy Risk Commodity Rankings the biggest survey in the global commodity derivatives market to rank dealers, brokers and research providers. You seem to have javascript disabled. Written by risk practitioners for risk practitioners, The RMA Journal is an award-winning magazine that offers practical advice on enterprise risk management. The paper concludes by outlining recommendations for how even greater savings could be achieved by including the tax authority as another node in the obligation network. The study also discusses the market’s development and identifies the factors that determine this development. MDPI stays neutral with regard to jurisdictional claims in published maps and institutional affiliations. A comparison of the ratings of individual issuers enables investors to analyze the risk and profitability of corporate bonds in an easier way. In order to reach this objective, we use the method of description and comparison of opinions of various authors, the analysis of the research questionnaire into the impact of marketing communication of sustainable fashion houses on consumers from Generations Y and Z and its comparison with previous research for the last three years. In addition, the short-run coefficients of the variables reveal that size, interest coverage, and liquidity have a positive and significant causal relationship with bank deposit rate in the short-run. ... Clients at risk of violating those covenants may seek to manipulate accounting estimates to strengthen their bottom line. Each of the three indicators is derived from and tailored to one of the models, namely quantifying information content, critical slowing down or market risk perception. The main findings confirm that the deposit ratio has a positive relationship with the size of the bank. The higher the corporate profitability, the greater the FDI inflows. Frederik Kunze, Tobias Basse, Miguel Rodriguez Gonzalez, Günter Vornholz. In addition, the model generates new empirical predictions that have not yet been tested. It also predicts that firms that are farther away from their target capital structures are less likely to select the zero-debt policy when compared to firms that are close to their target levels. Financial Risk. By analyzing the relationship between factor model returns and different market regimes, we are able to establish the basis of our regime-switching investing model. Both the borrowing (leverage) ratio and equity ratio used in the analysis cover short-term deposits and long-term deposits as a fundamental determinant variable on the capital structure. Finally, we apply our indicators to simulated and real market data. We analyze the effect of fisheries subsidy negotiations on financial markets and aggregate demand in developed and developing countries. By the end of 2021, the global rates market needs to be ready for the death of Libor. The latter are bonds issued by the central issuer and backed by covered bonds, which banks would have created using their mortgages as their cover pool. Today, international tourism is one of the most affected sectors of the economy due to the global COVID-19 pandemic. Explore journal … Information-sharing across financial institutions could be a gamechanger for risk, enabling proactive and agile approaches, cutting costs through resource sharing, and building a truly comprehensive view of risk across the financial … © Infopro Digital Risk (IP) Limited (2020). The main aim of this paper was to investigate the impact of bank characteristics on capital structure empirically. Help us to further improve by taking part in this short 5 minute survey, International Engineering and Technology Institute (IETI), Institute of Data Science and Artificial Intelligence (IDSAI), International Research Institute for Economics and Management (IRIEM), Regime-Switching Factor Investing with Hidden Markov Models, Bank Characteristics Effect on Capital Structure: Evidence from PMG and CS-ARDL, Covid-19 Pandemic and Financial Contagion, The Impact of COVID-19 on Financial Markets, Recent Advancements in Section “Financial Technology and Innovation”, The Impact of Internationalization of the Boardroom on Capital Structure, Corporate Bond Market in Poland—Prospects for Development, Communication as a Part of Identity of Sustainable Subjects in Fashion, Consumer Studies and Local Market Development, Impact of Macroeconomic, Governance and Risk Factors on FDI Intensity—An Empirical Analysis. 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