2 avr.Risk exchange under infinite-mean Pareto modelsThe study explores optimal decision-making for agents minimizing risks with extremely heavy-tailed, possibly dependent losses. Focused on...
29 marsClimate transition risk and the role of bank capital requirements“Introducing carbon taxes to reduce carbon emissions from fossil energy induces risk spillovers into the banking sector. Sectoral capital...
29 marsBeware of False Prophets: Cybersecurity Risk and Strategic Voluntary Disclosure“... management forecasts in response to cyber risk convey more positive information for longer horizons but exhibit lower precision and...