Search results for " RISK"
showing 10 items of 3823 documents
Evaluation of geomorphometric characteristics and soil properties after a wildfire using Sentinel-2 MSI imagery for future fire-safe forest
2021
Abstract Understanding spatiotemporal geomorphological and pedological changes as a consequence of wildfires can allow stakeholders, land planners, and policymakers to design efficient fire safety-based afforestation and restoration programs of forest lands. The use of remote sensing techniques is a key tool to achieve this goal. The suitable combination of Sentinel-2 MSI data for mapping of different spectral indices related to burn severity and their relationship with other morphometric and soil properties can contribute to a better understanding of the impact of fire, and this is relevant in regions where is still scarce fire-related research such as Turkey. In this investigation, the us…
Financial contagion through space-time point processes
2020
AbstractWe propose to study the dynamics of financial contagion by means of a class of point process models employed in the modeling of seismic contagion. The proposal extends network models, recently introduced to model financial contagion, in a space-time point process perspective. The extension helps to improve the assessment of credit risk of an institution, taking into account contagion spillover effects.
A competing risks tale on successful and unsuccessful fiscal consolidations
2019
Abstract This paper analyses the transitions out of fiscal consolidations using annual data for 17 industrial countries over the period 1975-2013 and applying a discrete-time competing risks duration model. Our approach allows us to distinguish the factors behind a successful or an unsuccessful end of fiscal consolidation episodes. The results show that economic and political factors, the size and typology of fiscal adjustments and the occurrence of crises explain the differences in the length and the success/failure of fiscal consolidations. Moreover, while fiscal adjustment programmes that end successfully display positive duration dependence, those that end in an unsuccessful manner are …
Delincuencia violenta, abuso y no consumo de drogas en adolescentes con riesgo de reincidencia
2020
espanolPresentamos un estudio original sobre consumo/abstinencia de drogas en adolescentes y su asociacion con el riesgo de reincidencia violenta. A una muestra de 192 sujetos se le aplico el cuestionario SAVRY –Structured Assessment of Violence Risk in Youth–, con el objetivo de analizar la asociacion entre el riesgo de reincidencia en delitos violentos y el consumo y abstinencia de drogas. Los resultados mostraron que: el no consumo se asocia al riesgo de reincidencia en delitos violentos intrafamiliares, el consumo de cocaina a robo con violencia e intimidacion, y el policonsumo de drogas al riesgo de reincidencia en diferentes delitos, siendo comun el ataque contra las personas. Las con…
Attachment Styles and Suicide-Related Behaviors in Adolescence: The Mediating Role of Self-Criticism and Dependency
2017
Insecure attachment and the personality dimensions of self-criticism and dependency have been proposed as risk factors for suicide in adolescents. The present study examines whether self-criticism and dependency mediate the relationship between insecure attachment styles and suicidality. A sample of 340 high-school students (73.2% females), ranging in age from 13 to 20 years (M = 16.47, SD = 1.52), completed the Depressive Experiences Questionnaire for Adolescents, the Depressive Experiences Questionnaire for Adolescents, the Attachment Style Questionnaire, and the Suicidal Behaviors Questionnaire-Revised. The results partially support the expected mediation effects. Self-criticism, but not…
Childhood maltreatment, personality vulnerability profiles, and borderline personality disorder symptoms in adolescents.
2021
AbstractAdverse childhood experiences are significant risk factors in the development of adolescent borderline personality disorder symptoms (BPDs). Theorists have posited that two personality vulnerabilities factors, self-criticism and dependency, may inform our understanding of this relationship. However, no research has examined the associations between early negative experiences, personality vulnerabilities, and adolescent BPDs. The current study aimed to identify profiles of dependency and self-criticism to examine the associations of these profiles with cumulative forms of childhood maltreatment (CM) and BPDs as well as to explore the mediating and moderating role of vulnerable person…
Psychometric properties and validation of the sexual sensation seeking scale in Spanish adolescents: Brief screening method for use in research and c…
2018
Abstract Sexual sensation seeking among adolescents has been mostly associated with unprotected sex and other risky behaviors. This paper presents the Spanish adaptation and validation of the Sexual Sensation Seeking Scale (SSSS). This cross-sectional study included 1350 adolescents (601 male and 749 female), aged between 15 and 18 years ( M = 16.1, SD = 0.97). Exploratory Factor Analysis (EFA) yielded two components: Physical Sensations Attraction (PSA), and New Experiences Seeking (NES), which together accounted for 48.98% of the total variance. That structure was later verified through Confirmatory Factor Analysis (CFA). Internal consistency was 0.82 for the total scale, and 0.76 and 0…
Credit Risk Research: Review and Agenda
2018
This article provides a comprehensive review of scholarly research on credit risk measurement during the last 57 years applying bibliometric citation analysis and elaborates an agenda for future research. The bibliography is compiled using the Institute for Scientific Information (ISI) Web of Science (WOS) database and includes all articles with citations over the period 1960–2016. Specifically, the review is carried out using 1695 articles across 72 countries published in 442 journals by 2928 authors. The findings suggest that credit risk research is multifaceted and can be classified into six streams: (1) defaultable security pricing, (2) default intensity modeling, (3) comparative analys…
Do Large European Banks Differ in their Derivative Disclosure Practices? A Cross-country Empirical Study.
2019
Risk disclosure has strategic importance for the efficiency of financial markets and overall financial stability. It plays a pivotal role in strengthening market discipline and building trust to improve relationships with stakeholders in banking. Risk reporting has taken a growing importance in banking over the last years. The topic of this paper is derivative reporting in banking. The authors employ content analysis to conduct an empirical study on a sample of large European banks. The authors propose a hybrid scoring model for the assessment of derivative disclosure in banking institutions. The methodology employed in this research is able to capture a considerable amount of information b…
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
2021
AbstractWe analyse systemic risk in the core global banking system using a new network-based spectral eigen-pair method, which treats network failure as a dynamical system stability problem. This is compared with market price-based Systemic Risk Indexes (SRIs), viz. Marginal Expected Shortfall (MES), Delta Conditional Value-at-Risk (Delta-CoVaR), and Conditional Capital Shortfall Measure of Systemic Risk (SRISK) in a cross-border setting. Unlike paradoxical market price based risk measures, which underestimate risk during periods of asset price booms, the eigen-pair method based on bilateral balance sheet data gives early-warning of instability in terms of the tipping point that is analogou…