This paper examines how firms operate in carbon credit markets to reduce emissions.
― 7 min read
Quantitative Finance - Risk Management
RSSLatest Articles
Latest Articles
An analysis of claims trading to stabilize distressed banks and manage systemic risk.
― 6 min read
This study examines how CPI can refine loss predictions for commercial real estate loans.
― 6 min read
Combining stress index and news sentiment for smarter investment decisions.
― 6 min read
Explore how economic conditions shape credit ratings over time.
― 7 min read
This article presents new methods to analyze market prices and behaviors.
― 5 min read
A new method helps banks identify misleading loan records for better risk management.
― 6 min read
A look at measuring systemic risk and its impact on financial stability.
― 6 min read
Explore debt recycling and its impact on mortgage repayment strategies.
― 6 min read
Discover the role of Cluster GARCH in understanding asset relationships.
― 5 min read
Strategies to lower risk while providing liquidity in decentralized exchanges.
― 6 min read
Examining risks and their connections in finance helps improve risk management.
― 6 min read
Joint estimation of VaR and ES enhances financial risk assessment.
― 9 min read
A look at skew Brownian motion and its role in finance and risk assessment.
― 5 min read
A new control system aims to improve interest rate management in DeFi.
― 6 min read
This article presents a new method for managing money supply in decentralized finance.
― 7 min read
Explore the differences and implications of deep and delta hedging.
― 4 min read
A strategic approach to safeguard research investments.
― 8 min read
This study examines the relationship between cryptocurrencies and global financial markets.
― 7 min read
A new approach using machine learning to streamline Dynamic Initial Margin calculations.
― 5 min read
A comparison of LLMs and traditional methods for predicting credit ratings.
― 4 min read
This article discusses a new dynamic hedging strategy using implied volatility.
― 5 min read
Restaking presents new earning opportunities along with significant risks for node operators.
― 7 min read
This article examines how climate change affects maize farming and insurance risks.
― 7 min read
Discover the impact of climate transition on property values and energy efficiency.
― 4 min read
Assessing how climate change affects credit risk and lender strategies.
― 5 min read
Examining how climate change affects crude oil, carbon emissions, and agricultural markets.
― 6 min read
A new framework enhances extreme value estimation using distributionally robust optimization techniques.
― 6 min read
An overview of lapse-supported life insurance and its implications for consumers and insurers.
― 5 min read
A model using weather derivatives helps Indian businesses manage climate-related risks.
― 5 min read
Exploring a government program to protect society from AI-related risks.
― 5 min read
A new model improves risk assessment in finance using advanced techniques.
― 7 min read
A look at challenges and strategies in claims processing.
― 5 min read
A fresh method for accurately modeling and predicting credit spreads over time.
― 7 min read
A new approach to enhancing prediction accuracy amidst data uncertainty.
― 6 min read
Exploring the complexities of banks, contracts, and payment recovery in finance.
― 6 min read
Analyzing how the Russia-Ukraine conflict affects global grain futures markets.
― 6 min read
A deep dive into managing extreme losses in finance.
― 7 min read
A look into how investors manage risk through asset allocation strategies.
― 6 min read
A look at how Vulnerability Conditional risk measures can assess cryptocurrency risks.
― 6 min read
Explore the credit risks associated with stablecoins in simple terms.
― 6 min read