Marginal VaRis a calculation of the additional risk that a new investment position will add to a portfolio or a firm. It is simply an estimate of the change in the total amount of risk, not the precise amount of risk that a position is adding to or subtracting from the whole portfolio. ...
One key risk is that the current high level of inflation leads to a de-anchoring of inflation expectations. My sense is that central banks are very attentive to this risk and are acting to contain it. Recent model estimates of inflation expectations provide some assurance of stability. Still, ...
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” said Michael Riera. “This completely changes during the teen years,” Riera explained. “They talk to their friends first, then maybe their teachers, and their parents last.”
"The new fiduciary rules are somewhat different than those in the 2018 decision and it's possible that there could be a different outcome," Reish said. However, November's presidential election is a "wild card," he added. "If the Democrats retain control of the White Hou...
This article documents the results of an empirical investigation on the complex interplay between diverse coping mechanisms and the socioeconomic asset profiles of coastal households at risk. Focusing on household-level perceptions and responses to cyclone hazards, a case study was carried out in a po...
Recall that while LASSO-Q combines forecasts as explained in Section 3.3, ASGL-Q uses all the information directly in the estimation. Fig. 1a shows the preliminary real-time estimates of the quarterly US growth rate along with the combined GaR(10%) and the two alternative models. Overall, ...
Our model reproduced large portions of the spatial variability present in the reference data (Figs.2and3). Indeed, the two statistical models explained on average 53% of the spatial variability in fraction of lightning fires and 39% of the spatial variability in the fraction of burned area from...
UK State Contractor Collapses, Putting 43,000 Jobs at Risk More The Associated Press A crane bearing the name of Carillion, at a construction site in central London, Monday Jan. 15, 2018, as the construction and services giant Carillion has gone into liquidation. In a statement released ...
"Trump will undo President Biden's student loan forgiveness proposals," said higher education expert Mark Kantrowitz. "He will relax rules on for-profit colleges, as part of deregulation efforts, and propose cuts, including possibly defunding the U.S. Department of Education." ...