Sökning: "Systemic Risk"

Visar resultat 1 - 5 av 465 avhandlingar innehållade orden Systemic Risk.

1. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

   Författare :Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

   Sammanfattning : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. LÄS MER

3. 2. The weakest link : Governing the risk of floods and dam failure in Sweden

   Författare :Erik Persson Pavlović; Lars Nyberg; Mikael Granberg; Inge Svedung; Charles Parker; Pär Olausson; Karlstads universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; risk governance; early warning systems; flood risk; risk of dam failure; natural hazards; disaster risk reduction; preparedness; crisis management; systems theory; collaboration; participation; resilience; riskstyrning; varningssystem; översvämningsrisk; dammbrottsrisk; naturolycka; katastrofriskreducering; beredskap; krishantering; systemteori; samverkan; deltagande; resiliens; Risk and Environmental Studies; Risk- och miljöstudier;

   Sammanfattning : The effects of climate change are already being felt today, and future effects, which will be determined by the readiness and resolve of today’s world leaders, are fraught with high levels of complexity, uncertainty, ambiguity, and transboundary effects – characteristics of systemic risk. Since climate change is seen as a threat multiplier, the risks that might be impacted by climate change, such as floods and dam failure, will be affected by systemic risk characteristics as well. LÄS MER

4. 3. Societal risk and safety management : Policy diffusion, management structures and perspectives at the municipal level in Sweden

   Författare :Anna Johansson; Inge Svedung; Ragnar Andersson; Diana Stark-Ekman; Karlstads universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; societal risk and safety management; risk management; safety management; safety work; risk governance; policy implementation; planning; injury; accident; risk; safety; security; health; public health; prevention; promotion.; Public Health Science; Folkhälsovetenskap;

   Sammanfattning : This compilation thesis investigates risk and safety management at the Swedish local governmentallevel. It sets special focus on municipal implementation of overall international and nationalstrategies and objectives regarding holistic, cross-sectorial and multi-strategic risk and safetywork, and the prevention of accidents and injuries. LÄS MER

5. 4. Essays on systemic risk and financial market volatility

   Författare :Dominika Krygier; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

   Sammanfattning : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. LÄS MER

7. 5. A Systemic Approach Framework for Operational Risk : – SAFOR –

   Författare :Anna-Maria Kessler; Love Ekenberg; Mats Danielson; Tara Baidya; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operational risk; systems thinking; decision analysis; interval forecasts; Computer and systems science; Data- och systemvetenskap; Computer and Systems Sciences; data- och systemvetenskap;

   Sammanfattning : This thesis attempts to describe the essential systems features of a complex real-world domain of operational risk (OR) in banking, by employing general systems theory (GST) as the guiding method. An implementational framework (SAFOR) is presented for operational risk management (ORM), the target of which is to manage and mitigate the risk-around-loss causes. LÄS MER