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1

Rost, Nicolas. "A Global Risk Assessment Model for Civil Wars." [S.l. : s.n.], 2006. http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-23361.

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2

Feller, Brian (Brian C. ). "Development of a total landed cost and risk analysis model for global strategic sourcing." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/43828.

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Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management; and, (S.M.)--Massachusetts Institute of Technology, Engineering Systems Division; in conjunction with the Leaders for Manufacturing Program at MIT, 2008.
Includes bibliographical references (p. 122-123).
Total landed cost and supply chain risk analysis are methods that many companies use to assess strategic sourcing decisions. For this project, landed cost is defined as those costs associated with material movement from a supplier to a designated PerkinElmer, Inc. (PKI) manufacturing site. Tools or models that are available in the technology marketplace are often too cumbersome to incorporate with a company's existing technology architecture or are too simplistic to compute an accurate landed cost. For PerkinElmer, as their Analytical Sciences business continues to grow globally, they are continuously reviewing their supplier portfolio and assessing their procurement strategy. The landed cost and risk analysis tool consists of two components, a cost model and a risk analysis model. Both models were developed to allow PKI to better understand the savings opportunities associated with a supplier selection. When performing supply chain modeling and cost optimization, it was necessary to be able to evaluate multiple scenarios that can influence a sourcing decision. Therefore, by changing parameters such as transportation mode, lead time, inventory carrying cost, freight cost, order frequency, and order quantities in the dynamic cost model, PKI is able to understand supply chain cost trade-offs. The model developed for this project is dynamic to allow multi-variable scenarios to be assessed simultaneously, thus increasing the overall analysis efficiency. For the risk analysis model, approximately 20 different factors were considered as a part of a risk portfolio. This concept adapts traditional financial investment portfolio management theory by considering how much operational impact one factor may have on PKI.
(cont.) The concept is to consider a diversified portfolio, so all of the possible risk incurred by a sourcing decision does not reside in any one "category" (logistics, inventory, etc.). The outcome of the model is an index and adjusted cost, providing PKI with an estimate of the potential cost of doing business with a supplier based on their risk profile.
by Brian Feller.
S.M.
M.B.A.
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3

Holst, David, and Anton Norberg. "Studie av Global Risk Appetite Index : Hur kan det användas för att förbättra trendföljande strategier?" Thesis, Uppsala universitet, Institutionen för teknikvetenskaper, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-300800.

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Ett vanligt förekommande problem för investerare som använder trendföljande strategier är att de ofta hamnar felpositionerade när en trend tar slut. I den här studien visas hur ett riskaptitsindex, Global Risk Appetite Index (GRAI), kan användas för att förutspå dessa trendbrott och på så sätt förbättra trendföljande strategiers prestation. Indexet implementeras som indikator i tre olika trendföljande strategier och lyckas under rätt förutsättningar förbättra alla strategiernas prestation, under backtesting över de senaste 16 åren. Strategierna presterar generellt bäst, det vill säga ger högst avkastning i förhållande till risken, då signal att marknaden kommer vända ges 2-3 veckor efter att indexet når någon av extremzonerna panik eller eufori. Extremzonerna definieras som 5:e respektive 95:e percentilen av indexets värde under en tidsperiod bakåt i tiden. Bäst resultat erhålls då denna tidsperiod är 2-3 år.  Vidare undersöks alternativa sätt att beräkna Global Risk Appetite Index. Tillgångarna som studeras för att ge en bild av riskaptiten varieras och det visar sig att en version som endast studerar sex olika marknadsindex förbättrar de trendföljande strategierna mest, vilket är en klar förenkling över de 64 tillgångar som används i den ursprungliga versionen av indexet.
A regular problem for investment managers who use trend following strategies are that they often find themselves badly positioned when at the end of a trend. In this study it is shown how a risk appetite index, Global Risk Appetite Index (GRAI), can be used in order to predict these trend breaks and thereby improve the performance of trend following strategies. The index is implemented as an indicator for three different trend following strategies and given the right parameters, the return of all three strategies is increased during backtesting on data from the previous 16 years. In general, the strategies give the highest return in relation to risk when signal that the trend will reverse is given 2 to 3 weeks after the index reaches one of the extreme zones, Panic or Euphoria. These extreme zones are calculated as vales under the 5:th or over the 95:th percentile of the index’s value over a certain window back in time. The best result is achieved when this timespan is 2 to 3 years. Furthermore, alternate ways to calculate Global Risk Appetite Index are studied. The assets that are analysed in order to quantify the risk appetite are varied and it is shown that a version of GRAI analyzing only 6 more summarizing market indices give better results when used in trend following models. This is a clear simplification from the 64 assets used in the original version of the index.
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4

Alshammari, Sultanah. "A Data-Driven Computational Framework to Assess the Risk of Epidemics at Global Mass Gatherings." Thesis, University of North Texas, 2019. https://digital.library.unt.edu/ark:/67531/metadc1505145/.

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This dissertation presents a data-driven computational epidemic framework to simulate disease epidemics at global mass gatherings. The annual Muslim pilgrimage to Makkah, Saudi Arabia is used to demonstrate the simulation and analysis of various disease transmission scenarios throughout the different stages of the event from the arrival to the departure of international participants. The proposed agent-based epidemic model efficiently captures the demographic, spatial, and temporal heterogeneity at each stage of the global event of Hajj. Experimental results indicate the substantial impact of the demographic and mobility patterns of the heterogeneous population of pilgrims on the progression of the disease spread in the different stages of Hajj. In addition, these simulations suggest that the differences in the spatial and temporal settings in each stage can significantly affect the dynamic of the disease. Finally, the epidemic simulations conducted at the different stages in this dissertation illustrate the impact of the differences between the duration of each stage in the event and the length of the infectious and latent periods. This research contributes to a better understanding of epidemic modeling in the context of global mass gatherings to predict the risk of disease pandemics caused by associated international travel. The computational modeling and disease spread simulations in global mass gatherings provide public health authorities with powerful tools to assess the implication of these events at a different scale and to evaluate the efficacy of control strategies to reduce their potential impacts.
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5

Ballout, Rami, and Fredrik Nygård. "Can intangibles lead to superior returns? : Global evidence on the relationship between employee satisfaction and abnormal equity returns." Thesis, Umeå universitet, Företagsekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73263.

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Subject background and discussion: In recent decades, issues of human rights, labor and environmental change has been hot topics world wide, which also has influenced the financial market. More and more investors use socially responsible investing (SRI) screens when constructing their portfolios. One form of SRI screen is to choose companies that have satisfied employees. Existing theory says that employee satisfaction is an intangible asset to the firm that will positively affect a firm’s performance in the future. Intangible assets are often unrecognized by the market and thereby not incorporated in the stock price. The efficient market hypothesis has been studied and debated for several decades. Proponents of the EMH argue that all available information is incorporated in the stock price, thus it is not possible to systematically beat the market. However, EMH is controversial, since research has shown different results regarding the possibility to make abnormal return from various investing strategy. Research question: Is it possible to make abnormal returns by investing in a portfolio of worldwide firms with top scores on the SRI screen employee satisfaction? Purpose: The main purpose of this study is to examine investor’s possibility to make abnormal return with controls for multiple risk factors by investing in worldwide firms with top scores in employee satisfaction. One sub-purpose is to examine how the market values intangibles depending on the degree of market efficiency. Another sub-purpose of the study is to test two different portfolio weighting methodologies, equally- and value weighted, and observe the differences between them. Theory: This study deals with the efficient market hypothesis and the concepts of SRI, employee satisfaction, intangible assets and several risk-adjusted measurements. Method: We have chosen to perform a quantitative study with a deductive approach to answer our research question. We used a sample size of 696 firms based on “Great Place to Works”- lists of companies with high employee satisfaction to construct sex portfolios with different holding periods and strategies. These portfolios have been explored and tested significantly with both equally and value weighted methods. Result/Analysis: The study finds significant evidence of an average annual abnormal return of 3,66% and 2,43% for our main portfolio over the market for equally- and value weighted, respectively, using the three-factor model. When adjusting for momentum, thus employing the four-factor model, all the predictive variables still identify strong persistence in the abnormal return, with statistical significance. Conclusion: The results show that it is possible to make abnormal returns, during the observed time period, regardless of the weighing methodology, although the equally weighted received higher abnormal returns. Thus, the market efficiency appears to be in weak form and does not fully value intangibles.
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6

Jančíková, Kateřina. "Ekonomická analýza vybraného podniku." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2016. http://www.nusl.cz/ntk/nusl-241285.

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This thesis examines part of financial analysis focused on financial risks arising from the results of the financial analysis. The theoretical part defines the basic concepts of financial analysis, including formulas necessary for the analytical part of the work. Further defines the terms relating to the areas of risk, risk analysis and risk reduction methods. The analytical part is concerned with the present state of the selected company. The final section contains suggestions for improving the financing and stabilization of the company.
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7

Seedat, Ássia Mahomed. "A internacionalização das Born Globals : o caso de duas empresas portuguesas." Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/11236.

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Mestrado em Gestão e Estratégia Industrial
O presente trabalho visa compreender o processo de internacionalização das designadas born globals. Estas caraterizam-se pela internacionalização precoce, abordando o mercado externo numa perspetiva diferente do modelo de Uppsala. O estudo suporta-se numa metodologia de natureza qualitativa, em dois estudos de caso de born globals portuguesas do setor das tecnologias de informação. A evidência empírica realçou a importância do empreendedor e das redes de relacionamento no processo de internacionalização e crescimento dessas empresas. Apesar disso, os resultados indicam que não existe uma rutura completa com o modelo de Uppsala. Nas suas decisões de internacionalização, as empresas tendem a associar os critérios de proximidade física e psíquica com os critérios do perfil do empreendedor e das redes de relacionamento.
The goal of this research is to understand the internalization process of the born globals. They are characterized by premature internalization approaching the external market with a different perspective than that of Uppsala Model. The study is supported by a qualitative method, with case studies of two portuguese born globals in the information technology sector. The empirical evidence highlighted the importance of the entrepreneur and the networking in the internalization process and development of these companies. Despite this, the results indicate that there is not a complete break with the Uppsala Model. In the internalization decision the companies should associate the physic and psychic proximity with the criteria of the entrepreneur and networking.
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8

Henrik, Hasseltoft. "Essays on the term structure of interest rates and long-run risks." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-925.

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Stocks, Bonds, and Long-Run Consumption Risks. Bansal and Yaron (2004) show that long-run consumption risks and time-varying economic uncertainty in conjunction with recursive preferences can account for important features of equity markets. I bring the model to the term structure of interest rates and show that a calibrated version of the model can simultaneously explain properties of bonds and equities. Specifically, the model accounts for deviations from the expectations hypothesis, the upward sloping nominal yield curve, and the predictive power of the nominal yield spread. However, an estimation of the model using Simulated Method of Moments yields less convincing results and illustrates the difficulty of precisely estimating parameters of the model. Real (nominal) interest rates in the model are positively (negatively) correlated with consumption growth and real stock returns move inversely with inflation. The cyclicality of nominal interest rates and yield spreads is shown to depend on the relative values of the elasticity of intertemporal substitution and the correlation between real consumption growth and inflation. The “Fed-model” and the Changing Correlation of Stock and Bond Returns: An Equilibrium Approach. This paper presents an equilibrium model that provides a rational explanation for two features of data that have been considered puzzling: The positive relation between US dividend yields and nominal interest rates, often called the Fed-model, and the time-varying correlation of US stock and bond returns. Key ingredients are time-varying first and second moments of consumption growth, inflation, and dividend growth in conjunction with Epstein-Zin and Weil recursive preferences. Historically in the US, inflation has signaled low future consumption growth. The representative agent therefore dislikes positive inflation shocks and demands a positive risk premium for holding assets that are poor inflation hedges, such as equity and nominal bonds. As a result, risk premiums on equity and nominal bonds comove positively through their exposure to macroeconomic volatility. This generates a positive correlation between dividend yields and nominal yields and between stock and bond returns. High levels of macro volatility in the late 1970s and early 1980s caused stock and bond returns to comove strongly. The subsequent moderation in aggregate economic risk has brought correlations lower. The model is able to produce correlations that can switch sign by including the covariances between consumption growth, inflation, and dividend growth as state variables. International Bond Risk Premia. We extend Cochrane and Piazzesi (2005, CP) to international bond markets by constructing forecasting factors for bond excess returns across different countries. While the international evidence for predictability is weak using Fama and Bliss (1987) regressions, we document that local CP factors have significant predictive power. We also construct a global CP factor and provide evidence that it predicts bond returns with high R2 across countries. The local and global factors are jointly significant when included as regressors, which suggests that variation in bond excess returns are driven by country-specific factors and a common global factor. Shocks to US bond risk premia seem to be particularly important determinants for international bond premia. Motivated by these results, we estimate a parsimonious no-arbitrage affine term structure model in which risk premia are driven by one local and one global CP factor. We find that international bond risk premia are driven by a local slope factor and a world interest rate level factor.
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9

Everling, Nils. "Extending the explanatory power of factor pricing models using topic modeling." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210253.

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Factor models attribute stock returns to a linear combination of factors. A model with great explanatory power (R2) can be used to estimate the systematic risk of an investment. One of the most important factors is the industry which the company of the stock operates in. In commercial risk models this factor is often determined with a manually constructed stock classification scheme such as GICS. We present Natural Language Industry Scheme (NLIS), an automatic and multivalued classification scheme based on topic modeling. The topic modeling is performed on transcripts of company earnings calls and identifies a number of topics analogous to industries. We use non-negative matrix factorization (NMF) on a term-document matrix of the transcripts to perform the topic modeling. When set to explain returns of the MSCI USA index we find that NLIS consistently outperforms GICS, often by several hundred basis points. We attribute this to NLIS’ ability to assign a stock to multiple industries. We also suggest that the proportions of industry assignments for a given stock could correspond to expected future revenue sources rather than current revenue sources. This property could explain some of NLIS’ success since it closely relates to theoretical stock pricing.
Faktormodeller förklarar aktieprisrörelser med en linjär kombination av faktorer. En modell med hög förklaringsgrad (R2) kan användas föratt skatta en investerings systematiska risk. En av de viktigaste faktorerna är aktiebolagets industritillhörighet. I kommersiella risksystem bestäms industri oftast med ett aktieklassifikationsschema som GICS, publicerat av ett finansiellt institut. Vi presenterar Natural Language Industry Scheme (NLIS), ett automatiskt klassifikationsschema baserat på topic modeling. Vi utför topic modeling på transkript av aktiebolags investerarsamtal. Detta identifierar ämnen, eller topics, som är jämförbara med industrier. Topic modeling sker genom icke-negativmatrisfaktorisering (NMF) på en ord-dokumentmatris av transkripten. När NLIS används för att förklara prisrörelser hos MSCI USA-indexet finner vi att NLIS överträffar GICS, ofta med 2-3 procent. Detta tillskriver vi NLIS förmåga att ge flera industritillhörigheter åt samma aktie. Vi föreslår också att proportionerna hos industritillhörigheterna för en aktie kan motsvara förväntade inkomstkällor snarare än nuvarande inkomstkällor. Denna egenskap kan också vara en anledning till NLIS framgång då den nära relaterar till teoretisk aktieprissättning.
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10

Starý, Jan. "Specifika finančního řízení stavebního podniku v období ekonomické nestability." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2013. http://www.nusl.cz/ntk/nusl-226028.

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This thesis on specifics of financial management construction company in a time of economic instability is accompanied by the issue of management companies in times of crisis. It is divided into two parts: a theoretical and practical. The theoretical part is focused on explaining concepts such as crisis and the company, which is followed by the very notion of crisis management. It describes how to recognize the crisis in the company and what tools can be used to solve it. The practical part looks at this from the perspective of management small and large companies, both have very similar content activities. In terms of big companies is being explored as a joint stock company Strabag, which is part of the Austrian multinational corporations. At the level of small business is focused on a limited liability company, which is active in smaler district. The main source of investigation in this thesis is the financial analysis applied to both companies. At the end of the work, the results of both companies compared.
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11

Chandrakash, Saravanan. "A FR 13 microbiological global risk model: demonstrated for pasteurization of raw milk with viable Mycobacterium avium subsp. paratuberculosis." Thesis, 2017. http://hdl.handle.net/2440/111467.

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Steady-state unit-operations are used globally in chemical engineering processing. Importantly however, there are naturally occurring (random) fluctuations in parameter values about a ‘set’ mean. These are not sufficient to be considered transient and a random change in one is often off-set by a change in another - with the result that the output remains seemingly steady. Significantly, traditional chemical engineering does not address these random fluctuations explicitly. Davey and co-workers (e.g. Abdul Halim and Davey, 2015; Zou and Davey, 2016) have shown that these natural fluctuations can combine and accumulate in one direction and leverage unexpected and surprise behaviour across a ‘failure - not failure’ boundary. Their hypothesis they titled Fr 13 (Friday 13th) to underscore the surprise element of the failure event. Their probabilistic Fr 13 framework has been usefully applied to a number of 1-step unit-operations including failure in: UV irradiation for potable water (Abdul-Halim and Davey, 2015; 2016); thermal efficiency of a commercial coal-fired boiler (Davey, 2015), metals pitting (Davey et al., 2016), and; failure to remove whey protein deposits in Clean-In-Place milk processing (Davey et al., 2015). A significant advantage is that the framework can be used in quantitative ‘second-tier’ studies (Abdul-Halim and Davey, 2016) to improve design and safety of unit-operations. A limitation however is that the framework had been applied to only 1-step (single) unit-operations until very recently when Zou and Davey (2016) demonstrated its applicability to integrated 2-step membranes processing. Generally however, it is not known if there is any benefit in developing the framework as a useful tool for integrated, greater multi-step unit-operations and its possible combination (Davey et al., 2013) with existing software to enhance design capability. Davey (2011) had suggested these integrated multi-step analyses be termed ‘global’ models. A research program is therefore undertaken with the aim to advance the Fr 13 framework to gain unique insight into how naturally occurring fluctuations in apparent steady-state plant parameters can be transmitted and impact in progressively complex (in the context of ‘integrated’ not ‘complicated’) multi-step processes, and to assess the framework as a new design tool. A logical and stepwise approach is implemented as a research strategy. Because foods processing is globally the largest manufacturing sector, and within it, pasteurization is the most widely used unit-operation, a typical 3-step pasteurization unit operation, consisting of individual 1) heat-up, 2) holding and 3) cool-down, unit-operations is selected as a prudent and stringent test of the Fr 13 risk thesis to multi-step unit-operations. An initial assessment, based on typical commercial pasteurization equipment for raw milk (plate heat exchangers and an external-coil holding tube) is synthesized for the first time (Chandrakash et al., 2015; 2014; Davey et al., 2014) and a generalized method of notation for the Fr 13 risk framework is developed to unambiguously identify particular unit-operations in integrated multi-step processes. Failure is defined in terms of not meeting a globally used Regulatory combination of temperature (T) - time (t) (72 °C, 15 s). Results revealed that pasteurization of raw milk is vulnerable to failure in 12.5 % of all cases over the long-term as a result of with-in system fluctuations in flows, and thermal conditions. If each simulation is (reasonably) considered a daily process this translated to some 46 failures each year with a 2 % design tolerance 2 to meet the required T - t pasteurization criteria. Results highlighted that apparent steady-state pasteurization is actually a combination of successful and (potential) failed operations. This insight could not be obtained from existing traditional risk and hazard approaches, with or without sensitivity analyses. A drawback soon acknowledged however, is that this equipment model did not explicitly address the reduction in unwanted levels of survival of potential contaminant microorganisms in the treated milk. To overcome this, a microbiological global risk model is developed for the first time for the 3-step pasteurization. The logarithmic reduction of viable Mycobacterium avium subsp. paratuberculosis (MAP), a common bacterial contaminant and pathogen, is selected as an indicator of efficacy of process, and an inactivation model is then synthesized (Chandrakash and Davey, 2017 a). Results showed that for a design Regulatory reduction of log₁₀ = 5.5 in viable MAP the 3-step pasteurization is vulnerable to failure in 5.75 % of cases with a 2 % design tolerance averaged over the long term. This equated to ~ 21 failures with viable MAP each year based on a daily operation. To further test applicability of the risk framework to multi-step processing, a fourth integrated step, the storage of the pasteurized milk, is added for the first time (Chandrakash and Davey, 2017 b). A justification is that this simulated commercial practice more closely. Results of simulation of this 4-step model showed that with a design tolerance of 2 % for a Regulatory design reduction of log₁₀ = 5.5 in viable MAP on heat-up to 72 °C with 15 s holding in commercial plate equipment, there would be no further failures i.e. the rate of vulnerability to failure in a 4-step microbiological model for pasteurizing and storing milk remained 5.75 %, averaged over the long term. Results from investigative second-tier studies with the new 4-step Fr 13 model to improve design and safety, revealed vulnerability to microbiological failure can be readily mitigated by installing precise safety-integrity-level (SIL) mass flow control on the raw milk in existing plant to ensure a holding time of ≥ 15 s. It is concluded the Fr 13 framework appears generalizable to integrated multi-step steady-state processes without methodological problems and an advance over current existing risk/hazard methodologies. If properly developed, it is believed that this novel framework could be adopted as a new design tool for steady-state processing at both design and synthesis stages. Research findings will aid a detailed understanding of factors that contribute to failures, and to increased confidence in steady-state unit-operations processing. This research work is original and not incremental work. Findings will be of direct interest to risk analysts, milk processors and manufacturers of pasteurizer equipment.
Thesis (Ph.D.) -- University of Adelaide, School of Chemical Engineering, 2017.
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Messina, Jacopo. "Stress Testing the Italian Banking System during the Global Financial Crisis." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-312480.

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This study performs a stress testing exercise on the Italian banking system in view of the 2007 financial crisis which was triggered by the crash of subprime mortgages. At the base of the global financial crisis was a failure of finan- cial regulators to quantify the accumulation of endogenous risks. Following the crisis, stress testing has acquired particular emphasis in the field of risk measurement under the Basel II supervisory framework. An econometric rela- tionship between the probability of default and the macroeconomic indicators is modeled according to the Merton approach for structural analysis using data on the Italian banking system. A latent factor model is employed to under- stand the dependence of the credit risk on the changes in the macroeconomic environment. The resulting relationship is exploited to compute the capital requirement under stressed conditions in order to draw inference about the resilience of the Italian banking system. JEL Classification G0, G01, G17, G10, C50, C22 Keywords Financial crisis, macroeconomic stress testing, credit risk, latent-factor model Author's e-mail jacomessi@yahoo.it Supervisor's e-mail petr.gapko@seznam.cz Abstrakt Klasifikace JEL G0, G01, G17, G10, C50, C22 Klíčová slova Financial crisis, macroeconomic stress test- ing, credit risk,...
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Chiang, Chih-an, and 蔣智安. "Impacts of Global Risk Factors on Stock Prices of Emerging Markets: Evidence from the latent factor model." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/24532896619407855418.

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碩士
世新大學
財務金融學研究所(含碩專班)
97
There are lots of new markets of security emerged around the world and the correlations of these equity prices with developed countries’ returns are quite low at the beginning. In the past, emerging markets have been known as segment markets, and local risk factors are more important than global risk factors; for instance, Harvey (1995) and Aggarwal et al. (1999). Standard global asset pricing models assume complete integration of capital markets, but it does not work in emerging financial markets, as demonstrated by Harvey (1995). The influence on asset pricing of emerging financial markets is mostly from domestic risk factors rather than global risk factors. As time goes by, however, the global risk factors are playing more and more substantial roles in the asset pricing of emerging financial markets, thus we cannot ignore the impact of global risk factors to these equity returns of emerging financial markets. Pavlova and Rigobon (2007) develop a two-country, two-good asset pricing model which the exchange rate plays an important role because of terms of trade. They introduce demand shocks and terms of trade into an asset pricing model, and point out that the macro-variable is affected by the external shocks. Further, this research aims at the effects of external shocks on the asset pricing of emerging financial markets. The equity returns of emerging countries are not only affected by local risk factors but also by global risk factors. The propose of this paper is to reevaluate the asset prices of emerging financial markets and examine the external shocks (global risk factors) actually affect the equity returns of emerging countries.
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Barnard, Frederick Jacobus. "An integrated health, safety and environmental risk assessment model for the South African Global Systems Mobile Telecommunications (GSM) industry." Thesis, 2005. http://hdl.handle.net/10500/2385.

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More than one billion people, almost one in six of the world's population, are now using GSM mobile phones. The situation in South Africa is no different from that in the rest of the world. The rise of mobile telephone usage in South Africa has been driven by a combination of factors such as demand, sector reform, the licensing of new competition, and the emergence of major strategic investors, such as Vodacom and MTN. It was estimated that by March 2005 there should be approximately 20 million cellular customers in South Africa. The growth in the South African cellular market is proportionate to the potential risks in an environment where organisations are continuously seeking ways of improving efficiency, cutting costs, and staying abreast of technological advances. Elements of risk control such as Safety, Health, and Environmental Management can no longer be left out of the equation while organisations in the GSM industry are considering increasing their networks to meet the demands of growth. Although risk assessments are not specifically defined in the Occupational Health and Safety Act (85 of 1993); Section 8 does, however, stipulate under the general duties of the employer that the employer must establish, as far as is reasonably practicable, which hazards to the health or safety of persons are attached to any work which is performed. This situation has changed with the promulgation of the Construction Regulations, GNR.1010 on 18 July 2003; which state that every contractor performing construction work shall, before the commencement of any construction work and during construction work, cause a risk assessment to be performed by a competent person appointed in writing, and that the risk assessment shall form part of the health and safety plan to be applied on the site. This requirement under the Construction Regulations will have a major impact on organisations in the GSM industry. Integrated Health, Safety and Environmental risk assessments have now become a prerequisite before considering any further expansion of the GSM network in South Africa. The relationship between the operational risk sub-disciplines of health, safety, and environmental management, as part of the risk-management function, has been established, and an operational risk-assessment model for the Global Systems Mobile Telecommunications industry in South Africa that measures occupational health, safety, and environmental management risks on an integrated basis has been developed. The risk assessment model for the South African GSM industry is based on assessing the frequency of an activity in relation to the impact on the organisation's business processes, incident/accident potential, financial impact, legal status, and the nature of ecological impact.
Business Management
D. Com. (Business Management)
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Hell, Anna, and Krizty-Li Karlsson. "Riskfaktorer för mäns våld mot kvinnor i nära relationer : Utifrån ett ekologiskt perspektiv." Thesis, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-15230.

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Inledning: Mäns våld mot kvinnor i nära relationer är ett utbrett folkhälsoproblem vilket hindrar utvecklingen av ett jämställt samhälle och bidrar till allvarliga hälsoproblem för många kvinnor i form av både kort- och långsiktig fysisk och psykisk ohälsa. Våldet påverkar även våldsutsatta kvinnors möjlighet till delaktighet och inflytande i samhället, vilket ytterligare gör det till en viktig folkhälsofråga. Syfte: Syftet med litteraturstudien var att beskriva riskfaktorer för mäns våld mot kvinnor nära relationer. Metod: Utifrån tjugofem vetenskapliga artiklar vilka analyserades med en tematisk analysmetod identifierades fem huvudsakliga teman: ”Uppväxtvillkor”, ”Individuella faktorer hos mannen”, ”Förhållandekontext”, ”Socioekonomiska och demografiska faktorer” samt ”Normer”. Även fyra subteman identifierades: ”Personlighetsdrag”, ”Alkohol och droger”, ”Konflikter” samt ”Graviditet och barn”. Resultat: Resultatets nyckelfynd var negativa barndomsupplevelser, impulskontroll, alkoholpåverkan, ekonomiska resurser och maskulinitetsnormer. Diskussion: Resultaten har delvis diskuterats utifrån en ekologisk modell och avslutas med implikationer och förslag på utveckling av ämnet. Litteraturstudien belyser vikten av att utveckla förebyggande och behandlande strategier på flera olika nivåer för att motverka mäns våld mot kvinnor i nära relationer.
Introduction: Men’s perpetration of intimate partner violence against women is a widespread public health problem that prevents the development of an equal society and contributes to serious health problems for many women in terms of both short and long term physical and mental health. The violence also affects the victimized women's opportunity for participation and influence in the society, which further makes it an important public health issue. Aim: The aim of the literature review was to describe risk factors for men’s perpetration of intimate partner violence against women. Methods: Based on twenty-five scientific articles analyzed by a thematic analysis method, five main themes were identified: "Conditions during childhood”, "Individual factors of the man", "Relationship context", "Socio-economic and Demographic factors" and "Standards." Four sub-themes were also identified: "Personality traits", "Alcohol and drugs", "Conflicts" and "Pregnancy and children". Results: The key findings of the results were negative childhood experiences, impulse control, alcohol impact, financial resources and masculinity standards. Discussion: The results have been discussed partly based on an ecological model and concluded with implications and suggestions on the development of the subject. The literature study highlights the importance of developing prevention and treatment strategies at several levels to counter men’s perpetration of intimate partner violence against women
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