Cloud computing apparently helps in reducing costs and providing the scheduling optimal level. In practice however it may confront the problem of unavailability of resources. Taking into consideration the cloud computing bank with its somehow commercial nature, the resources unavailability, such as liquidity risk, remains. In this paper, an attempt to show through a solution so far applied in e...

This paper presents an application of risk sensitive control theory in financial decision making. The investor has an infinite horizon objective that can be interpreted as maximizing the portfolio’s risk adjusted exponential growth rate. There are two assets, a stock and a bank account, and two underlying Brownian motions, so this model is incomplete. The novel feature here is that the interest...

The present study aim is to offer a systematic method of assessing the credit risk of banks and also to identify key indicators using Decision Making Trial and Evaluation Laboratory (DEMATEL) technique as well as using Logit Regression in order to predict the credit risk of listed banks. The population of the study consists of the legal clients of the bank (Ansar Bank, Bank Saderat Iran, Bank M...

Risk management is a central function of banks. Our model examines how banks use this ability to shift risk away from entrepreneurs. To create incentive compatibility, banks must assume some of the entrepreneurial risks, e. g. by underwriting OTC hedging contracts or granting loans. The arising bankruptcy risk causes potential contagion. A conflict of interest emerges because banks prefer a div...

a r t i c l e i n f o Bank rating refers to the analysis of a bank's overall viability, performance and risk exposure. Within the recent financial turmoil, bank rating has become extremely important. Typically, bank rating is performed through empirical procedures that combine financial and qualitative data into an overall performance index. This paper presents a case study on the implementatio...

Two policies toward payments-system risk are common, but superficially appear to be contradictory. One policy is to restrict the exposure to risk generated by one participant to other participants who are, by one measure or another, directly concerned with the risky participant. The other policy is to provide a “safety net,” typically provided by government and funded by taxes collected from al...

We study the genealogical structure of samples from a population for which any given generation is made up of direct descendents from several previous generations. These occur in nature when there are seed banks or egg banks allowing an individual to leave offspring several generations in the future. We show how this temporal structure in the reproduction mechanism causes a decrease in the coal...

Nowadays, one of the most important topics in risk management of banks, financial, and credit institutions is credit risk management. In this research, the researchers used survival analytic methods for credit risk modeling in terms of the conditional distribution function of default time. As a practical task, the authors considered the reward credit portfolio of Tose'e Ta'avon Bank of Guilan P...

Monetary economists have long recognized a tension between the bene…ts of fractional reserve banking, such as the ability to undertake more pro…table (long-term) investment opportunities, and the di¢ culties associated with it, such as the risk of insolvency for each bank and the associated losses to bank liability holders. I show that a speci…c banking arrangement (a joint-liability scheme) pr...