scholarly journals Implementable tail risk management: An empirical analysis of CVaR-optimized carry trade portfolios

2011 ◽  
Vol 17 (4) ◽  
pp. 341-356 ◽  
Author(s):  
Hakan Kaya ◽  
Wai Lee ◽  
Bobby Pornrojnangkool
Keyword(s):  
Risk Management ◽  
Empirical Analysis ◽  
Carry Trade ◽  
Tail Risk

Risk Management Optimization for Sovereign Debt Restructuring

2015 ◽  
Vol 6 (2) ◽  
Author(s):  
Andrea Consiglio ◽  
Stavros A. Zenios
Keyword(s):  
Risk Management ◽  
Scenario Analysis ◽  
Sovereign Debt ◽  
Risk Measure ◽  
Policy Tools ◽  
Debt Restructuring ◽  
Tail Risk ◽  
Debt Sustainability ◽  
Scenario Optimization ◽  
Management Optimization

AbstractDebt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed

Monetization Matters: Active Tail Risk Management and the Great Virus Crisis

2020 ◽  
Vol 47 (1) ◽  
pp. 16-28
Author(s):  
Vineer Bhansali ◽  
Linda Chang ◽  
Jeremie Holdom ◽  
Marcy Rappaport
Keyword(s):  
Risk Management ◽  
Tail Risk

Nutrient Best Management Practice Insurance and Farmer Perceptions of Adoption Risk

2004 ◽  
Vol 36 (3) ◽  
pp. 657-673 ◽  
Author(s):  
Paul D. Mitchell
Keyword(s):  
Risk Management ◽  
Empirical Analysis ◽  
Management Practice ◽  
Best Management Practice ◽  
Pilot Program ◽  
Profit Distribution ◽  
Farmer Perceptions ◽  
Management Agency ◽  
Best Management ◽  
Farmer Adoption

This paper explores the effect farmer perceptions concerning how best management practice (BMP) adoption changes the profit distribution have on BMP adoption incentives and the potential for insurance to increase these incentives. Adoption indifference curves illustrate the effect of farmer perceptions on BMP adoption incentives and the potential for insurance to expand the set of perceptions consistent with adoption. Empirical analysis quantifies these conceptual results for nutrient BMP insurance, a new policy available to corn farmers as part of a USDA-Risk Management Agency pilot program in four states. Results indicate that nutrient BMP insurance can have economically relevant effects on farmer adoption incentives.

scholarly journals The labor medicine of civil aviation personnel in the Russian Federation

2020 ◽  
Vol 6 (Extra-A) ◽  
pp. 135-141
Author(s):  
Shpagonov Aleksandr Nikolaevich ◽  
Khabibullina Albina Shamilovna ◽  
Kolodub Grigory Vyacheslavovich ◽  
Eleonora Igorevna Leskina
Keyword(s):  
Risk Management ◽  
Empirical Analysis ◽  
Russian Federation ◽  
Management System ◽  
Air Transport ◽  
Civil Aviation ◽  
Flight Safety ◽  
Risk Management System ◽  
The World ◽  
The Russian Federation

Recently, the incidence of civilian aircraft crashes has increased. These disasters lead to many casualties. Around the world, safetyis apriority in regulating air transport. But flight safety is closely related to pilotfatigue. In this regard, the pilot load standards must be clearly verified. The aim of the article is to analyze the possibility of increasing the sanitary norms of the flight load and at the same timereducing the annual leave for the crew members of civil aviation personnel inRussia. The methods used are both empirical (analysis andsynthesis, induction and deduction, systematization), and theoretical. Each airline must develop an effective risk management system based on thosedeveloped abroad. This system should include control over the rest of the pilots, ensure uninterrupted vacation for at least three weeks, take into account the qualityof the inter-shift rest of the pilots, fly in unusual situations.    

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