Concept

Financial risk

Related publications (331)

Linear credit risk models

We introduce a novel class of credit risk models in which the drift of the survival process of a firm is a linear function of the factors. The prices of defaultable bonds and credit default swaps (CDS) are linear-rational in the factors. The price of a CDS ...

2019

Pessimistic outcome expectancy does not explain ambiguity aversion in decision-making under uncertainty

Martin Alois Rohrmeier

When faced with a decision, most people like to know the odds and prefer to avoid ambiguity. It has been suggested that this aversion to ambiguity is linked to people's assumption of worst possible outcomes. We used two closely linked behavioural tasks in ...

2019

Patellar bone strain after total knee arthroplasty is correlated with bone mineral density and body mass index

Dominique Pioletti, Alexandre Terrier, Adeliya Latypova, Elham Taghizadeh, Philippe Büchler

Patella-related complications after total knee arthroplasty (TKA) remain a major clinical concern. Previous studies have suggested that increased postoperative patellar bone strain could be related to such complications, but there is limited knowledge on p ...

2019

Hedge or Rebalance: Optimal Risk Management with Transaction Costs

Semyon Malamud

We solve the problem of optimal risk management for an investor holding an illiquid, alpha-generating fund and hedging his/her position with a liquid futures contract. When the investor is subject to a lower bound on net return, he/she is forced to reduce ...

2018

IT Investment and its impacts

Shameem Hasan

This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...

EPFL2018

Equilibrium Models for Derivatives Markets with Frictions

Yuan Zhang

This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns. In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...

EPFL2018

La prudence reste de mise en montagne, en forêt et sur les berges

Interview of Prof. Lyesse Laloui at the RTS on the risks during the period of flood reduction. During the period of flood reduction, the level of water reduces more quickly than the pore water pressures in the ground of banks, which makes the risk of insta ...

2018

IRGC Resource Guide on Resilience (Volume 2)

Marie-Valentine Renée Agnès Florin

Volume 2 of the IRGC Resource Guide on Resilience provides an in-depth and pragmatic evaluation of concepts and methods for resilience-based approaches in contrast to risk-based approaches, as proposed and practised in different domains of science and prac ...

International Risk Governance Center (IRGC)2018

EaRL: Toolbox for Earthquake Risk and Loss Assessment of Building Assets

Dimitrios Lignos, Ahmed Mohamed Ahmed Elkady, Seong-Hoon Hwang

Infrastructure (asset) risk management is essential for a resilient environment. Several industries are concerned to improve their building asset preparedness subject to seismic hazard. To this end, the development of software tools that quantify and asses ...

2018

Comparative, collaborative, and integrative risk governance for emerging technologies

Marie-Valentine Renée Agnès Florin

Various emerging technologies challenge existing governance processes to identify, assess, and manage risk. Though the existing risk-based paradigm has been essential for assessment of many chemical, biological, radiological, and nuclear technologies, a co ...

2018

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