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Measuring the Interest‑Rate Risk.
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Reply to the Comments Measuring the Interest Rate Risk
2015/7/21
Reply to the Comments on “Measuring the Interest Rate Risk”.
Simulation Analysis of Financial Early-WarningSystems Based on Industrial Risk Monitoring for Chinese Enterprises
Industry Risk Financial Early-Warning Structural Equation Model Early-Warning Simulation
2015/5/28
Through the learning from existing research in China, this paper analyses the mechanism of industry environment which has deep effect on enterprise financial risk and summarizes the seven dimensions o...
Revised capital assets pricing model: an improved model for forecasting risk and return
Revised Capital Assets Pricing Model Risk Return
2010/10/18
This study's aim is to examine a new version of capital assets pricing model which is
called Revised Capital Assets Pricing Model (R-CAPM) in Tehran Stock Exchange (TSE).
According to Markowitz theo...
Unexpected Recovery Risk and LGD Discount Rate Determination
Credit risk Recovery rate Loss given default Discount rate Regulatory capital
2010/10/21
The Basle II parameter called Loss Given Default (LGD) aims to estimate the expected losses on not yet defaulted accounts in the case of default. Banks firstly need to collect historical recovery data...
Calculated Risk-free Rate for Income Valuation
Business Valuation Risk-free Rate Discount Rate Yield Curve
2010/10/20
Discount rate calculation is one of the most important but insufficiently solved problems of income approach to business valuation. Literature pays the most attention to problems of risk premiums but ...
We model managers' equilibrium strategies for voluntarily disclosing in-formation about their firm's risk. We consider a multifirm setting in which the variance of each firm's future ...
