Tobin’s Q as a market-based measure of firm’s performance and as a proxy for exposure to systematic risk. by Ng, Hao Chieh., Kuik, Zoe Soo Hsien., Chan, Hwa Jiat.

“…We also substituted Tobin’s q for book-to-market equity as one of the factors that proxy for exposure to systematic risk to examine if this ratio has a relatively stronger association with an asset’s returns. …”
Get full text

Essays on the measurement of leverage and risk of banking institutions by Yong, Vincent Gan Beng

“…We discuss the challenges in managing and measuring endogenous and systemic risk. Considering the strong evidence that book values of leverage are key state variables, we suggest new methods to manage and measure systemic risk. …”
Get full text

Bank resolution mechanisms revisited: towards a new era of restructuring by Hryckiewicz, A, Kryg, N, Tsomocos, DP

“…We then explore whether those interventions work effectively in facilitating bank recovery and whether they reduce systemic risk in the long run. We use a unique granular bank-level dataset from 22 advanced economies covering the 1992–2017 period. …”

Effect of captive formation on parent companies in the Asia Pacific region. by Lee, Shiau Fei., Teng, Yuen Ning., Tan, Zhi Yao.

“…This captive analysis evaluates any possible impact on the market return and the systematic risk profile of the parent companies, following the formation of captive insurance subsidiary.…”
Get full text

Legislating instability: Adam Smith, free banking, and the financial crisis of 1722 by Goodspeed, T

“…I argue that while these results did not cause the severe financial crisis of 1772, they amplified the level of systemic risk in Scottish credit markets and increased the likelihood that portfolio losses in the event of an adverse economic shock would be transmitted to depositors and noteholders through disorderly bank runs, suspensions of payment, and institutional liquidation. …”

Contagious McKean–Vlasov systems with resets: integrate-and-fire neuron models with common noise by Petronilia, AAFM

“…These equations are employed in modelling systemic risk in large interconnected financial networks and serve as a simplification of the integrate-and-fire neuron model due to the absence of resets and their simplified feedback mechanism. …”

A risk assessment of Pseudomonas aeruginosa in swimming pools : a review by Rice, Scott A., Akker, Ben van den, Pomati, Francesco, Roser, David

“…The ecology and factors that promote growth of P. aeruginosa in the pool environment are complex and dynamic and so we applied a systematic risk assessment approach to integrate existing data, with the aim to improve pool management and safety. …”
Get full text
Get full text

Detection of earnings manipulation in S-share firms listed on the Singapore stock exchange by Chen, Edison Haoyang, Danaraj Matthew Kumar, Lim, Jeffrey Liang Jun

“…The findings suggest that investors to be cautious about pricing S-share firms without taking into account the systematic risk of earnings manipulation. Also, an interesting observation shows significantly higher M-Score for the S-share firms during the recession year of 2008. …”
Get full text

Exploring Malaysian landscape practitioner standpoint towards risk definition in landscape architectural project by S. Muthuveeran, Adam Aruldewan, Shahidan, Mohd Fairuz, Hasna, Mohd Fabian, Azmi, Athira, Mustaffa Kamal, Mohd Firdaus, Rasidin, Elly Widiyanty

“…A project practitioners must comprehensively understand risk perception to manage project risks through a systematic risk management approach effectively. This study aim to define the concept of risk perception from the viewpoint of landscape architecture professionals. …”
Get full text

Exploring dependence structures among European electricity markets: static and dynamic copula-GARCH and dynamic state-space approaches by Ly, Sel, Sriboonchitta, Songsak, Tang, Jiechen, Wong, Wing-Keung

“…Also, we find that the more integrated the market, the more the systematic risk contribution of the market as indicated by ΔCoVaR. …”
Get full text

Low carbon economic dispatch of integrated energy systems considering life cycle assessment and risk cost by Wu, Min, Xu, Jiazhu, Li, Yun, Zeng, Linjun, Shi, Zhenglu, Liu, Yuxing, Wen, Ming, Li, Chang

“…Subsequently, the calculated carbon emission coefficients are introduced into the ladder-type carbon trading mechanism to further constrain the carbon emissions of IES. Specifically, the system risk is controlled using the conditional value-at-risk (CVaR) theory to obtain the day-ahead dispatch strategy. …”
Get full text

Magrolimab in combination with azacitidine in patients with higher-risk myelodysplastic syndromes: final results of a phase Ib study by Sallman, DA, Al Malki, MM, Asch, AS, Wang, ES, Jurcic, JG, Bradley, TJ, Flinn, IW, Pollyea, DA, Kambhampati, S, Tanaka, TN, Zeidner, JF, Garcia-Manero, G, Jeyakumar, D, Komrokji, R, Lancet, J, Kantarjian, HM, Gu, L, Zhang, Y, Tan, A, Chao, M, O'Hear, C, Ramsingh, G, Lal, I, Vyas, P, Daver, NG

“…Revised International Prognostic Scoring System risk was intermediate/high/very high in 27%, 52%, and 21%, respectively. …”