Listagem Rede de Pesquisa e Conhecimento Aplicado por Assunto "Risco (Economia)"

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    • Bailout policies, bank competition and bank risk-taking in crisis periods 

      Schiozer, Rafael Felipe; Vilarins, Ramon Silva
      2016
      This paper analyzes the impact of government bailout policies on the risk of the banking sector in OECD countries between 2005 and 2013. We use the 2007-2008 financial crisis as an exogenous source of change in bailout ...

    • The choice channel of financial innovation 

      Iachan, Felipe Saraiva; Nenov, Plamen T.; Simsek, Alp
      2018-11-15
      Financial innovation in recent decades has expanded portfolio choice. We investigate how greater choice a¤ects investors.savings and asset returns. We establish a choice channel by which greater portfolio choice increases ...

    • Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures 

      Guigues, Vincent Gérard Yannick
      2016
      We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic ...

    • Risk externalities 

      Iachan, Felipe Saraiva; Silva, Dejanir H.
      2018-09-26
      Current analysis of macro-prudential policy has largely focused on excessive leverage and fire sales, while abstracting from firm-level risk and portfolio decisions. We show that these matter for the design of optimal ...

    • Why banks want to be complex 

      Liu, Frank Hong; Norden, Lars; Spargoli, Fabrizio
      2015
      We investigate whether and how bank complexity affects performance and systemic risk. We base the analysis on a complexity measure that captures diversification and diversity, controlling for size and other bank characteristics. ...