MARKET RISK ESTIMATION IN (T+)-TRANSACTIONS by Radik B. Begov, Michael N. Prokofyev, Alexander S. Trusov

Subjects: “…market risk software…”
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MARKET RISKS: SUPERVISION AND REGULATION by G. T. Saparova

“…Nevertheless, the outflow of funds from banks is not observed and the mortgage remains one of the real instruments in the financial market. Risks that are shaking the world economy can not get around Kazakhstan, and thus the introduction of international requirements is difficult.Thus, based on our review identified some positive and negative aspects of the implementation of Basel III in Kazakhstan can be attributed to the negative, then that part of the requirements established by the regulator at this point can not be implemented by banks and there is no direct impact on the risk profile of the bank; the same applies to the pluses, what organized system of risk management and internal control and management of liquidity risk.…”
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Compatibility of market risk measures by Grzegorz Mentel, Jacek Brożyna

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Quantitative Market Risk Assessment for Insurance Companies by E. V. Aldukhova

Subjects: “…market risk…”
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Comparison of Crypto-Assets Market Risk Proxies by Aleksander Mercik, Daniel Cupriak

“…The research results indicate that the market risk factor is an important element of the market under study, and the indices that best reflect it are an index consisting of all cryptoassets weighted by capitalization and Coin100 which contains only the 100 largest cryptoassets.…”
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The Russia–Ukraine Conflict and Stock Markets: Risk and Spillovers by Maria Leone, Alberto Manelli, Roberta Pace

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MANAGEMENT OF MARKET RISK IN THE BANK WITH THE SYSTEM OF INTERDEP ENDENT LIMITS by E. Samokhina

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Substantiation of the pharmaceutical market risks system ensuring the quality of health care by L. Yu. Babintseva

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Regulatory and Market Risk Factors and the Emissions Reduction Potential for Energy Intensive Firms by Zhengfei Guan

“…This 3-page fact sheet presents a brief introduction of the regulatory and market risks faced by energy intensive firms and a case study of emissions reduction potential in the horticulture industry. …”
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Electricity Market Risk Evaluation Based on Order Relation-Entropy Weight Method by Jingdong XIE, Chixin LU, Siwei LU, Bo SUN, Xiying HUANG, Xin SUN

“…Therefore, an electricity market risk assessment model is proposed based on the order relation-entropy weight method. …”
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Offshore Wind Farm Economic Evaluation Under Uncertainty and Market Risk Mitigation by Antonio C. Caputo, Alessandro Federici, Pacifico M. Pelagagge, Paolo Salini

“…Uncertainty of correlations used to model the system, the variability of resources and energy prices, as well as the use of a financial hedging tool to cope with market risk, the impact of failures and disruptive events, the changing of long-term scenarios during the system’s life, and the wake effect due to wind direction variability are all considered. …”
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Decoding Financial Performance: The Role of Leverage and Market Risk in Indonesia's LQ45 by Budiman Budiman, Farah Margaretha

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Regulatory and Market Risk Factors and the Emissions Reduction Potential for Energy Intensive Firms by Zhengfei Guan

“…This 3-page fact sheet presents a brief introduction of the regulatory and market risks faced by energy intensive firms and a case study of emissions reduction potential in the horticulture industry. …”
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Financial market risks and the hedging powers of unconventional assets under different conditions by Idris A. Adediran, Olajide O. Oyadeyi, Olayode W. Agboola, Kofoworola H. Raji, Habeeb F. Ayoade

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Regulatory and Market Risk Factors and the Emissions Reduction Potential for Energy Intensive Firms by Zhengfei Guan

“…This 3-page fact sheet presents a brief introduction of the regulatory and market risks faced by energy intensive firms and a case study of emissions reduction potential in the horticulture industry. …”
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Can Stock Analysts Predict Market Risk? New Evidence from Copula Theory by I. S. Medovikov

“…We assess investment value of stock recommendations from the standpoint of market risk. We match I/B/E/S (Institutional Brokers’ Estimates System) consensus recommendations issued in January 2015 for a cross-section of u.S. public equities with realized volatility of these papers, showing that these recommendations signifcantly correlate with subsequent changes in market risk. …”
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FIRM-SPECIFIC CHARACTERISTICS, MARKET RISKS AND ASSET QUALITY OF DEPOSIT MONEY BANKS IN NIGERIA by Toluwa Celestine Oladele, Peters Ade Sanni

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Financial and market risks of bitcoin adoption as legal tender: evidence from El Salvador by Griffin Msefula, Tony Chieh-Tse Hou, Tina Lemesi

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The Market Risk Analysis and Methodology of its More Effective Management in Smes in the Slovak Republic by Mária Hudáková, Jaroslav Schönfeld, Ján Dvorský, Mária Lusková

“…The aim of this paper is to present the results of the survey oriented on the business risks faced by the SMEs in Zilina region with a special focus on the market risk and proposing the methodology of enterprise risk management for more effective market risk control. …”
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Performance-Enhancing Market Risk Calculation Through Gaussian Process Regression and Multi-Fidelity Modeling by N. Lehdili, P. Oswald, H. D. Nguyen

“…The market risk measurement of a trading portfolio in banks, specifically the practical implementation of the value-at-risk (VaR) and expected shortfall (ES) models, involves intensive recalls of the pricing engine. …”
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