Page 9 - Systematic Risk News Today

Bills in US Congress focus on run risk, but more detail needed on operational challenges

Increased longevity calls for thoughtful planning

Following the rampant increase in Bitcoin prices, there has been a proliferation of cryptocurrencies, which have become a major way of doing business across national boundaries. This paper investigates the link between cryptocurrency markets and drug trafficking activities. More specifically, we explore the impact of the announcement of 24 major drug busts on the systematic risk and return of the world cryptocurrency market. We deploy an event study methodology to estimate the abnormal returns a...

The Chairman, House of Representatives Committee on Capital Market and Institutions, Babangida Ibrahim (APC, Katsina) has disclosed that the proposed Bill to make the Securities and Exchange Commission (SEC) the sole Nigerian Capital Market regulator was to eliminate unethical practices and overlapping responsibilities. He disclosed this while shedding more light on what the bill seeks […]

Using multivariate portfolio sorts, firm-level cross-sectional regressions and spanning tests, this paper shows that, in the cross section of stock returns,

Some fear SEC rule would repel investors; high liquidity requirements could make funds uneconomic

Information Shield Enables Cyber Insurance Portfolio Risk Measurement PR Web March 04, 2021 Information Shield - a leading provider of cyber security compliance software – today announced support for the new Cyber Insurance Risk Framework. Using the ComplianceShield ™ platform and Cyber Risk Score ™ methodology, insurance providers can gain measurable insight into the cyber posture and inherent risk of their insured base. The new framework was created by the New York Department of Finan...