Risks, Volume 10, Issue 2

This paper’s goal is to develop a scientific methodology of financial risk management of ecologically responsible entrepreneurship for the sustainable development of the green economy. The originality of this paper is due to the fact that, for...

In this study, we investigated the impact of COVID-19 investor sentiment (CS), number of cases (CC), and deaths (CD) on bank stock returns in 16 MENA countries. In addition, we examined the interaction effects of CS with CC and CD on bank stock retur...

This paper demonstrates that the level of financial risks and the impact of the COVID-19 pandemic and crisis on them are high. The existing approach to financial risk management is not very effective and does not allow coping with financial risks in...

In the past 30 years, as sponsors of defined benefit (DB) pension plans were facing more severe underfunding challenges, pension de-risking strategies have become prevalent for firms with DB plans to reduce pension-related risks. However, it remains...

Life insurance profitability depends on reliable mortality risk projections and pricing. While the COVID-19 pandemic has caused disruptions around the world, this is a temporary mortality shock likely to dissipate. In this paper, we investigate the l...

Stock trading has tremendous importance not just as a profession but also as an income source for individuals. Many investment account holders use the appreciation of their portfolio (as a combination of stocks or indexes) as income for their retirem...

The automation of manufacturing processes as a result of the Fourth Industrial Revolution, rendered faster under the influence of the COVID-19 pandemic, leads to a question as to whether small enterprises, and in particular microenterprises, will sti...

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We compare parametric and machine learning techniques (namely: Neural Networks) for in–sample modeling of the yield curve of the BRICS countries (Brazil, Russia, India, China, South Africa). To such aim, we applied the Dynamic De Rezende–...

This paper aims to study the perspectives of sustainable development amid the COVID-19 pandemic and crisis in 2021, backed by financial risk management and corporate social responsibility. To achieve this goal, the authors use the methods of regressi...

Purpose: Bring to light the risks of smart cities and the perspectives of their management. It has been discovered that smart cities are created and developed under the impact of not only technological factors but also social factors. The connection...

Every financial crisis triggers some regulatory and supervisory changes related to the ensuing threats. These regulations usually address specific types of risks and reduce them but do not protect the entire system from another crisis. The aim of thi...

China has accelerated its banking sector reform in recent years, paying particular attention to non-performing loans (NPLs). The paper’s scope is to analyse the relationship between NPLs and macroeconomic variables in China using quarterly data...

This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutio...

This research examines the relationship between the risk management committee and textual risk disclosure. Textual risk disclosure is measured using the use of a risk-contained tone in the annual report. We employed empirical analysis for the Indones...

This paper examines the poverty perceptions of retired women by assessing the extent to which demographic characteristics, economic considerations, household adequacy levels and satisfaction measures influence perceptions of poverty. Based on data fr...

Astonishingly little attention has been paid in academic literature to the 2008–2009 foreign exchange (FX) options debacle in Poland, the scale of which was unheard of. It affected not only an individual organization but a significant part of e...

The research problem is that the COVID-19 pandemic has become a threat to the sustainable development of the EEU and caused uncertainty in terms of the management of corporate social responsibility. This paper is aimed at identifying the impact of th...

We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortali...

The aim of this study was to examine the impact of adopting information and communication technologies (ICT) on the development of African stock exchanges. The study examined a panel of 11 African stock exchanges for the period 2008–2017 and em...

This paper examines the usefulness of logit regression in forecasting the consumer bankruptcy of households using an imbalanced dataset. The research on consumer bankruptcy prediction is of paramount importance as it aims to build statistical models...

Central banks have been pursuing an expansionary monetary policy since before the pandemic, although the health and economic crisis of COVID-19 has boosted asset purchase programmes. After the Great Recession, a new phase began, characterised by low...