Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 25 for “"Risk framework"”.
-
Credit default swaps in a roll-over risk framework
… can be explained by the presence of “roll-over risk”. Defining the roll-over risk state variables in an affine form, this dissertation prices a credit default swap using an “affine transform” methodology. This price is then compared to that obtained from a traditional Monte Carlo simulation …
-
Assessing seasonal forecast use in Western Cape viticulture: a risk framework approach
… to reduce farmer's vulnerability to climate risks by offering advanced climate information. This study aims to use a risk management framework to identify and compare the level of risk involved in using or not using seasonal forecasts in viticulture. The study's primary data was collected …
-
New risks of interdependence in shifting world order – Developing a sustainable risk framework for the Belt and Road
… 2. In international finance, a shared risk approach was demonstrated by the emergence of the Asian Infrastructure Investment Bank. In this case, China has contributed a new institution, challenging US leadership of global finance yet seeking reform rather than revolution to address the …
-
Global Groundwater Risk
… well recognized, its translation into societal risk remains poorly understood. This dissertation addresses this gap by integrating physical groundwater processes with societal vulnerability in a global risk framework. It combines newly developed models of global groundwater recharge and …
-
Three essays on asset pricing studies
… out of wages and live with no capital gains from risky investments, this implies potential omitted stock market systematic risk sources beyond aggregate consumption. Therefore, this thesis contributes to investigating alternative pricing instruments other than aggregate consumption growth to …
-
Accounting for roll-over risk in the pricing of caps and floors
… markets to realise the presence of a new type of risk and subsequently the need for a multi-curve pricing framework. The roll-over risk framework is one that accounts for liquidity constraints and default risk thereby providing a cogent explanation for the spotforward parity violation that led to …
-
Examining the social amplification of risk in Great Lakes areas of concern
… and to what degree the social amplification of risk framework (SARF) can be used to identify differences in the public understandings of the risks posed by contaminated sediment before and after remediation work is completed, as well as between geographic locations, to improve environmental …
-
Forecasting earthquake losses in port systems
… losses for port stakeholders. Current risk management practices only focus on the effect of seismic hazards on individual port structures. However, damage and downtime of these structures has a significant impact on the overall port system's ship handling operations and the regional, …
-
A practical implementation of XVA in the new normal
… devastated. Despite the practice of advanced risk management at the time, society witnessed the collapse of the “too big to fail” institutions. Gaping holes within the existing risk framework lurked, which both regulators and practitioners failed to detect. This dissertation discusses the …
-
A Monte Carlo Analysis of Cost Competitiveness of Chinese and U.S. Fine Chemical Exports to Europe Under Europe’s Energy Crisis
… cost structure, positioning it as a low-risk alternative. Sensitivity analysis identified China's logistics cost as the dominant factor influencing the competitive balance, with traditional drivers such as the U.S. energy advantage and China's rising labor costs found to be secondary. …
-
Simulation-Based Decision Making with Streaming Data
… learning under uncertainty. This work develops frameworks and algorithms for incorporating streaming data into both simulation-based optimization and reinforcement learning. In the context of ranking and selection, we propose a data-driven approach that simultaneously allocates resources for …
-
Portfolio Liquidity Risk Management with Expected Shortfall Constraints
… on a long equity portfolio using the liquidity risk framework of Acerbi and Scandolo (2008). The model modifies the classical mark-to-market valuation model, and incorporates the impact of liquidity policies of portfolios on the liquidity adjustment valuation (LVA). Also, we suggest a …
-
Risk based decision making for the deferment of U.S. Navy submarine maintenance
… completions, the development of a technical, risk-based deferment decision tool, and the possible application of deferring or canceling certain maintenance items as a way to reduce the maintenance workload across the fleet. The first part shows the quantitative analysis of the data …
-
Experimental field studies and predictive modelling of PCB and PCDD/F levels in Australian farmed Southern Bluefin Tuna (Thunnus maccoyii).
… logical starting point was the development of a risk framework for residues in SBT. The developed framework was based on conventional principles of microbiological risk assessment highlighted in Codex Alimentarius. The risk framework consists of five governing principles: hazard identification, …
-
Subaqueous, hurricane-initiated shelf failure morphodynamics along the Mississippi River Delta Front, north-central Gulf of Mexico
… ranging up to several kilometers. A composite risk framework was constructed that employed various triggering, revealing and predisposition danger factors, a statistical analysis of elements at risk, and a vulnerability assessment to identify likely scenarios for future hurricane-initiated …
-
Investigating the spread of emerging Avian Influenza viruses using cross-disciplinary and computational approaches
… insights, particularly to evaluate risk and patterns of spread of novel viruses. In chapters 2 and 4, publically available information was used to describe trends and patterns of recently emerged zoonotic AIs in comparison to historical occurrences of zoonotic AI, and to …
-
Fixed income portfolio construction: a Bayesian approach for the allocation of risk factors
… between the expected return and the associated risks. In light of the most recent extensions of Black-Litterman model, we stick to a Bayesian approach for the construction of active fixed income portfolios. Within the investment grade universe, the equilibrium returns are approximated by the …
-
Financial stability of banking system in China
… are for modelling it within an integrated credit risk framework. The aim of this thesis is addressing these issues. We develop a framework for macro stress-testing of China's banking system. Our estimates of the correlations between banks' stability indicators and macroeconomic factors establish …
-
A FR 13 microbiological global risk model: demonstrated for pasteurization of raw milk with viable Mycobacterium avium subsp. paratuberculosis
… 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 …
-
FinTech Regulation in South Africa
… financial inclusion whilst minimizing the risks to the South African financial system. This study is based on the benefit and risk framework, guided by the technology-acceptance model in assessing the adoption of e-money, based on the perspectives of the regulatory authorities, in this case …
Page 1 of 2