Intermediary Leverage Cycles and Financial Stability Tobias Adrian and Nina Boyarchenko∗ June 15, 2015 Abstract We present a theory of financial intermediary leverage cycles within a dynamic model of

Source URL: www.macfinrobods.eu

• Economy
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• Systemic risk
• Financial ratios
• Business cycle
• Debt
• Economic bubbles
• Financial intermediary
• Deleveraging
• Macroprudential regulation
• Markus Brunnermeier

System Peer Review: A Missing Link in the Evolution of Actuarial Modeling As the industry continues to progress from a formula-based to a principles-based approach to capital and reserves, companies and their actuaries f

Source URL: www.scor.com

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• Simulation
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A Dynamic Network Model of the Unsecured Interbank Lending Market Falk Br¨ auninga

Source URL: www.risk.jbs.cam.ac.uk

• Economy
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• Financial markets
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• Banking
• Interbank lending market
• Interest rates
• Interbank
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• Bank
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Moving from Static to Dynamic General Equilibrium Economic Models (Notes for a beginner in MPSGE) Sergey Paltsev Joint Program on the Science and Policy of Global Change Massachusetts Institute of Technology

Source URL: www.mpsge.org

• Economics
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• Economics laws
• Game theory
• Economic equilibrium
• Supply and demand
• General equilibrium theory
• Computable general equilibrium
• Value at risk
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* DIW Berlin and Freie Universität Berlin, Germany * University of Lodz, Poland * University of Giessen, Germany This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economic Risk". ht

Source URL: sfb649.wiwi.hu-berlin.de

• Statistics
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• Bootstrapping
• Confidence and prediction bands
• Resampling
• Confidence interval
• Parametric model
• M-estimator

25. SeptemberReport on the International ASTIN/AFIR Colloquia 1997 The 28th Astin International Colloquium and the 7th International Afir Colloquium where held in the same week from August 11th to August 15th 1997

Source URL: fam.tuwien.ac.at

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Risks For the Long Run: Estimation and Inference∗ Ravi Bansal† Dana Kiku‡ Amir Yaron§ First Draft: June 2006

Source URL: faculty.fuqua.duke.edu

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• Consumer theory
• Equity premium puzzle
• Beta
• Elasticity of intertemporal substitution
• Random walk model of consumption

A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006

Source URL: www.statistik-mathematik.uni-wuerzburg.de

• Mathematical finance
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• Risk-neutral measure
• BlackScholes model
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• Futures contract
• Derivative
• Forward contract
• Rational pricing

RESEARCH MONOGRAPH 004 SME CREDIT RISK MODEL Ashraf Al Mamun Associate Professor, BIBM

Source URL: ssadmin.bibm.org.bd

Axioma Risk Model Machine™ Customizable Risk Models Tailored to Your Investment Process The Axioma Risk Model Machine™ is a breakthrough tool that allows clients to build custom risk models easily.

Source URL: axioma.com

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• Axioma
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